CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7123 |
0.7124 |
0.0001 |
0.0% |
0.7080 |
| High |
0.7149 |
0.7159 |
0.0010 |
0.1% |
0.7160 |
| Low |
0.7117 |
0.7039 |
-0.0078 |
-1.1% |
0.7022 |
| Close |
0.7134 |
0.7061 |
-0.0073 |
-1.0% |
0.7135 |
| Range |
0.0032 |
0.0120 |
0.0088 |
275.0% |
0.0138 |
| ATR |
0.0060 |
0.0064 |
0.0004 |
7.3% |
0.0000 |
| Volume |
65,715 |
124,534 |
58,819 |
89.5% |
430,805 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7446 |
0.7374 |
0.7127 |
|
| R3 |
0.7326 |
0.7254 |
0.7094 |
|
| R2 |
0.7206 |
0.7206 |
0.7083 |
|
| R1 |
0.7134 |
0.7134 |
0.7072 |
0.7110 |
| PP |
0.7086 |
0.7086 |
0.7086 |
0.7075 |
| S1 |
0.7014 |
0.7014 |
0.7050 |
0.6990 |
| S2 |
0.6966 |
0.6966 |
0.7039 |
|
| S3 |
0.6846 |
0.6894 |
0.7028 |
|
| S4 |
0.6726 |
0.6774 |
0.6995 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7520 |
0.7465 |
0.7211 |
|
| R3 |
0.7382 |
0.7327 |
0.7173 |
|
| R2 |
0.7244 |
0.7244 |
0.7160 |
|
| R1 |
0.7189 |
0.7189 |
0.7148 |
0.7217 |
| PP |
0.7106 |
0.7106 |
0.7106 |
0.7119 |
| S1 |
0.7051 |
0.7051 |
0.7122 |
0.7079 |
| S2 |
0.6968 |
0.6968 |
0.7110 |
|
| S3 |
0.6830 |
0.6913 |
0.7097 |
|
| S4 |
0.6692 |
0.6775 |
0.7059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7160 |
0.7039 |
0.0121 |
1.7% |
0.0059 |
0.8% |
18% |
False |
True |
88,749 |
| 10 |
0.7169 |
0.7022 |
0.0147 |
2.1% |
0.0063 |
0.9% |
27% |
False |
False |
90,423 |
| 20 |
0.7245 |
0.7022 |
0.0223 |
3.2% |
0.0060 |
0.8% |
17% |
False |
False |
84,195 |
| 40 |
0.7383 |
0.7008 |
0.0375 |
5.3% |
0.0067 |
1.0% |
14% |
False |
False |
79,741 |
| 60 |
0.7416 |
0.7008 |
0.0408 |
5.8% |
0.0066 |
0.9% |
13% |
False |
False |
53,285 |
| 80 |
0.7416 |
0.6924 |
0.0492 |
7.0% |
0.0065 |
0.9% |
28% |
False |
False |
40,003 |
| 100 |
0.7416 |
0.6796 |
0.0620 |
8.8% |
0.0070 |
1.0% |
43% |
False |
False |
32,019 |
| 120 |
0.7416 |
0.6405 |
0.1011 |
14.3% |
0.0073 |
1.0% |
65% |
False |
False |
26,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7669 |
|
2.618 |
0.7473 |
|
1.618 |
0.7353 |
|
1.000 |
0.7279 |
|
0.618 |
0.7233 |
|
HIGH |
0.7159 |
|
0.618 |
0.7113 |
|
0.500 |
0.7099 |
|
0.382 |
0.7085 |
|
LOW |
0.7039 |
|
0.618 |
0.6965 |
|
1.000 |
0.6919 |
|
1.618 |
0.6845 |
|
2.618 |
0.6725 |
|
4.250 |
0.6529 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7099 |
0.7099 |
| PP |
0.7086 |
0.7086 |
| S1 |
0.7074 |
0.7074 |
|