CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7052 |
0.7166 |
0.0114 |
1.6% |
0.7141 |
| High |
0.7176 |
0.7224 |
0.0048 |
0.7% |
0.7159 |
| Low |
0.7030 |
0.7051 |
0.0021 |
0.3% |
0.7003 |
| Close |
0.7143 |
0.7191 |
0.0048 |
0.7% |
0.7030 |
| Range |
0.0146 |
0.0173 |
0.0027 |
18.5% |
0.0156 |
| ATR |
0.0070 |
0.0078 |
0.0007 |
10.4% |
0.0000 |
| Volume |
118,970 |
202,059 |
83,089 |
69.8% |
513,453 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7674 |
0.7606 |
0.7286 |
|
| R3 |
0.7501 |
0.7433 |
0.7239 |
|
| R2 |
0.7328 |
0.7328 |
0.7223 |
|
| R1 |
0.7260 |
0.7260 |
0.7207 |
0.7294 |
| PP |
0.7155 |
0.7155 |
0.7155 |
0.7173 |
| S1 |
0.7087 |
0.7087 |
0.7175 |
0.7121 |
| S2 |
0.6982 |
0.6982 |
0.7159 |
|
| S3 |
0.6809 |
0.6914 |
0.7143 |
|
| S4 |
0.6636 |
0.6741 |
0.7096 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7532 |
0.7437 |
0.7116 |
|
| R3 |
0.7376 |
0.7281 |
0.7073 |
|
| R2 |
0.7220 |
0.7220 |
0.7059 |
|
| R1 |
0.7125 |
0.7125 |
0.7044 |
0.7095 |
| PP |
0.7064 |
0.7064 |
0.7064 |
0.7049 |
| S1 |
0.6969 |
0.6969 |
0.7016 |
0.6939 |
| S2 |
0.6908 |
0.6908 |
0.7001 |
|
| S3 |
0.6752 |
0.6813 |
0.6987 |
|
| S4 |
0.6596 |
0.6657 |
0.6944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7224 |
0.6992 |
0.0232 |
3.2% |
0.0104 |
1.4% |
86% |
True |
False |
129,372 |
| 10 |
0.7224 |
0.6992 |
0.0232 |
3.2% |
0.0081 |
1.1% |
86% |
True |
False |
109,060 |
| 20 |
0.7245 |
0.6992 |
0.0253 |
3.5% |
0.0070 |
1.0% |
79% |
False |
False |
95,472 |
| 40 |
0.7347 |
0.6992 |
0.0355 |
4.9% |
0.0070 |
1.0% |
56% |
False |
False |
91,367 |
| 60 |
0.7416 |
0.6992 |
0.0424 |
5.9% |
0.0069 |
1.0% |
47% |
False |
False |
64,055 |
| 80 |
0.7416 |
0.6966 |
0.0450 |
6.3% |
0.0068 |
0.9% |
50% |
False |
False |
48,085 |
| 100 |
0.7416 |
0.6812 |
0.0604 |
8.4% |
0.0069 |
1.0% |
63% |
False |
False |
38,481 |
| 120 |
0.7416 |
0.6439 |
0.0977 |
13.6% |
0.0074 |
1.0% |
77% |
False |
False |
32,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7959 |
|
2.618 |
0.7677 |
|
1.618 |
0.7504 |
|
1.000 |
0.7397 |
|
0.618 |
0.7331 |
|
HIGH |
0.7224 |
|
0.618 |
0.7158 |
|
0.500 |
0.7138 |
|
0.382 |
0.7117 |
|
LOW |
0.7051 |
|
0.618 |
0.6944 |
|
1.000 |
0.6878 |
|
1.618 |
0.6771 |
|
2.618 |
0.6598 |
|
4.250 |
0.6316 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7173 |
0.7163 |
| PP |
0.7155 |
0.7136 |
| S1 |
0.7138 |
0.7108 |
|