CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7182 |
0.7104 |
-0.0078 |
-1.1% |
0.7034 |
| High |
0.7211 |
0.7153 |
-0.0058 |
-0.8% |
0.7211 |
| Low |
0.7101 |
0.7098 |
-0.0003 |
0.0% |
0.7033 |
| Close |
0.7121 |
0.7142 |
0.0021 |
0.3% |
0.7161 |
| Range |
0.0110 |
0.0055 |
-0.0055 |
-50.0% |
0.0178 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
102,295 |
71,444 |
-30,851 |
-30.2% |
447,467 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7296 |
0.7274 |
0.7172 |
|
| R3 |
0.7241 |
0.7219 |
0.7157 |
|
| R2 |
0.7186 |
0.7186 |
0.7152 |
|
| R1 |
0.7164 |
0.7164 |
0.7147 |
0.7175 |
| PP |
0.7131 |
0.7131 |
0.7131 |
0.7137 |
| S1 |
0.7109 |
0.7109 |
0.7137 |
0.7120 |
| S2 |
0.7076 |
0.7076 |
0.7132 |
|
| S3 |
0.7021 |
0.7054 |
0.7127 |
|
| S4 |
0.6966 |
0.6999 |
0.7112 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7669 |
0.7593 |
0.7259 |
|
| R3 |
0.7491 |
0.7415 |
0.7210 |
|
| R2 |
0.7313 |
0.7313 |
0.7194 |
|
| R1 |
0.7237 |
0.7237 |
0.7177 |
0.7275 |
| PP |
0.7135 |
0.7135 |
0.7135 |
0.7154 |
| S1 |
0.7059 |
0.7059 |
0.7145 |
0.7097 |
| S2 |
0.6957 |
0.6957 |
0.7128 |
|
| S3 |
0.6779 |
0.6881 |
0.7112 |
|
| S4 |
0.6601 |
0.6703 |
0.7063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7211 |
0.7098 |
0.0113 |
1.6% |
0.0062 |
0.9% |
39% |
False |
True |
84,263 |
| 10 |
0.7211 |
0.7008 |
0.0203 |
2.8% |
0.0065 |
0.9% |
66% |
False |
False |
90,897 |
| 20 |
0.7347 |
0.7008 |
0.0339 |
4.7% |
0.0069 |
1.0% |
40% |
False |
False |
87,262 |
| 40 |
0.7416 |
0.7008 |
0.0408 |
5.7% |
0.0069 |
1.0% |
33% |
False |
False |
48,346 |
| 60 |
0.7416 |
0.6966 |
0.0450 |
6.3% |
0.0067 |
0.9% |
39% |
False |
False |
32,289 |
| 80 |
0.7416 |
0.6812 |
0.0604 |
8.5% |
0.0068 |
1.0% |
55% |
False |
False |
24,233 |
| 100 |
0.7416 |
0.6439 |
0.0977 |
13.7% |
0.0074 |
1.0% |
72% |
False |
False |
19,398 |
| 120 |
0.7416 |
0.6258 |
0.1158 |
16.2% |
0.0072 |
1.0% |
76% |
False |
False |
16,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7387 |
|
2.618 |
0.7297 |
|
1.618 |
0.7242 |
|
1.000 |
0.7208 |
|
0.618 |
0.7187 |
|
HIGH |
0.7153 |
|
0.618 |
0.7132 |
|
0.500 |
0.7126 |
|
0.382 |
0.7119 |
|
LOW |
0.7098 |
|
0.618 |
0.7064 |
|
1.000 |
0.7043 |
|
1.618 |
0.7009 |
|
2.618 |
0.6954 |
|
4.250 |
0.6864 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7137 |
0.7155 |
| PP |
0.7131 |
0.7150 |
| S1 |
0.7126 |
0.7146 |
|