CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7395 |
0.7352 |
-0.0043 |
-0.6% |
0.7294 |
| High |
0.7413 |
0.7379 |
-0.0034 |
-0.5% |
0.7404 |
| Low |
0.7345 |
0.7349 |
0.0004 |
0.1% |
0.7272 |
| Close |
0.7360 |
0.7370 |
0.0010 |
0.1% |
0.7397 |
| Range |
0.0068 |
0.0030 |
-0.0038 |
-55.9% |
0.0132 |
| ATR |
0.0066 |
0.0063 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
1,343 |
934 |
-409 |
-30.5% |
2,628 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7456 |
0.7443 |
0.7387 |
|
| R3 |
0.7426 |
0.7413 |
0.7378 |
|
| R2 |
0.7396 |
0.7396 |
0.7376 |
|
| R1 |
0.7383 |
0.7383 |
0.7373 |
0.7390 |
| PP |
0.7366 |
0.7366 |
0.7366 |
0.7369 |
| S1 |
0.7353 |
0.7353 |
0.7367 |
0.7360 |
| S2 |
0.7336 |
0.7336 |
0.7365 |
|
| S3 |
0.7306 |
0.7323 |
0.7362 |
|
| S4 |
0.7276 |
0.7293 |
0.7354 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7754 |
0.7707 |
0.7469 |
|
| R3 |
0.7622 |
0.7575 |
0.7433 |
|
| R2 |
0.7490 |
0.7490 |
0.7421 |
|
| R1 |
0.7443 |
0.7443 |
0.7409 |
0.7466 |
| PP |
0.7358 |
0.7358 |
0.7358 |
0.7369 |
| S1 |
0.7311 |
0.7311 |
0.7384 |
0.7334 |
| S2 |
0.7226 |
0.7226 |
0.7372 |
|
| S3 |
0.7094 |
0.7179 |
0.7360 |
|
| S4 |
0.6962 |
0.7047 |
0.7324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7413 |
0.7292 |
0.0121 |
1.6% |
0.0055 |
0.7% |
64% |
False |
False |
901 |
| 10 |
0.7413 |
0.7261 |
0.0152 |
2.1% |
0.0056 |
0.8% |
72% |
False |
False |
608 |
| 20 |
0.7413 |
0.7034 |
0.0379 |
5.1% |
0.0069 |
0.9% |
89% |
False |
False |
370 |
| 40 |
0.7413 |
0.6996 |
0.0417 |
5.7% |
0.0065 |
0.9% |
90% |
False |
False |
205 |
| 60 |
0.7413 |
0.6996 |
0.0417 |
5.7% |
0.0065 |
0.9% |
90% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7507 |
|
2.618 |
0.7458 |
|
1.618 |
0.7428 |
|
1.000 |
0.7409 |
|
0.618 |
0.7398 |
|
HIGH |
0.7379 |
|
0.618 |
0.7368 |
|
0.500 |
0.7364 |
|
0.382 |
0.7360 |
|
LOW |
0.7349 |
|
0.618 |
0.7330 |
|
1.000 |
0.7319 |
|
1.618 |
0.7300 |
|
2.618 |
0.7270 |
|
4.250 |
0.7222 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7368 |
0.7379 |
| PP |
0.7366 |
0.7376 |
| S1 |
0.7364 |
0.7373 |
|