CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7159 |
0.7166 |
0.0007 |
0.1% |
0.7164 |
| High |
0.7193 |
0.7169 |
-0.0024 |
-0.3% |
0.7245 |
| Low |
0.7154 |
0.7057 |
-0.0097 |
-1.4% |
0.7098 |
| Close |
0.7167 |
0.7093 |
-0.0074 |
-1.0% |
0.7234 |
| Range |
0.0039 |
0.0112 |
0.0073 |
187.2% |
0.0147 |
| ATR |
0.0064 |
0.0068 |
0.0003 |
5.3% |
0.0000 |
| Volume |
71,553 |
120,254 |
48,701 |
68.1% |
364,884 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7442 |
0.7380 |
0.7155 |
|
| R3 |
0.7330 |
0.7268 |
0.7124 |
|
| R2 |
0.7218 |
0.7218 |
0.7114 |
|
| R1 |
0.7156 |
0.7156 |
0.7103 |
0.7131 |
| PP |
0.7106 |
0.7106 |
0.7106 |
0.7094 |
| S1 |
0.7044 |
0.7044 |
0.7083 |
0.7019 |
| S2 |
0.6994 |
0.6994 |
0.7072 |
|
| S3 |
0.6882 |
0.6932 |
0.7062 |
|
| S4 |
0.6770 |
0.6820 |
0.7031 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7633 |
0.7581 |
0.7315 |
|
| R3 |
0.7486 |
0.7434 |
0.7274 |
|
| R2 |
0.7339 |
0.7339 |
0.7261 |
|
| R1 |
0.7287 |
0.7287 |
0.7247 |
0.7313 |
| PP |
0.7192 |
0.7192 |
0.7192 |
0.7206 |
| S1 |
0.7140 |
0.7140 |
0.7221 |
0.7166 |
| S2 |
0.7045 |
0.7045 |
0.7207 |
|
| S3 |
0.6898 |
0.6993 |
0.7194 |
|
| S4 |
0.6751 |
0.6846 |
0.7153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7245 |
0.7057 |
0.0188 |
2.7% |
0.0064 |
0.9% |
19% |
False |
True |
83,066 |
| 10 |
0.7245 |
0.7057 |
0.0188 |
2.7% |
0.0063 |
0.9% |
19% |
False |
True |
80,782 |
| 20 |
0.7336 |
0.7008 |
0.0328 |
4.6% |
0.0069 |
1.0% |
26% |
False |
False |
89,857 |
| 40 |
0.7416 |
0.7008 |
0.0408 |
5.8% |
0.0069 |
1.0% |
21% |
False |
False |
60,281 |
| 60 |
0.7416 |
0.7008 |
0.0408 |
5.8% |
0.0067 |
1.0% |
21% |
False |
False |
40,257 |
| 80 |
0.7416 |
0.6835 |
0.0581 |
8.2% |
0.0066 |
0.9% |
44% |
False |
False |
30,210 |
| 100 |
0.7416 |
0.6568 |
0.0848 |
12.0% |
0.0073 |
1.0% |
62% |
False |
False |
24,183 |
| 120 |
0.7416 |
0.6379 |
0.1037 |
14.6% |
0.0072 |
1.0% |
69% |
False |
False |
20,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7645 |
|
2.618 |
0.7462 |
|
1.618 |
0.7350 |
|
1.000 |
0.7281 |
|
0.618 |
0.7238 |
|
HIGH |
0.7169 |
|
0.618 |
0.7126 |
|
0.500 |
0.7113 |
|
0.382 |
0.7100 |
|
LOW |
0.7057 |
|
0.618 |
0.6988 |
|
1.000 |
0.6945 |
|
1.618 |
0.6876 |
|
2.618 |
0.6764 |
|
4.250 |
0.6581 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7113 |
0.7135 |
| PP |
0.7106 |
0.7121 |
| S1 |
0.7100 |
0.7107 |
|