CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7382 |
0.7419 |
0.0037 |
0.5% |
0.7294 |
| High |
0.7426 |
0.7456 |
0.0030 |
0.4% |
0.7404 |
| Low |
0.7358 |
0.7405 |
0.0047 |
0.6% |
0.7272 |
| Close |
0.7408 |
0.7453 |
0.0045 |
0.6% |
0.7397 |
| Range |
0.0068 |
0.0051 |
-0.0017 |
-25.0% |
0.0132 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,934 |
2,364 |
430 |
22.2% |
2,628 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7591 |
0.7573 |
0.7481 |
|
| R3 |
0.7540 |
0.7522 |
0.7467 |
|
| R2 |
0.7489 |
0.7489 |
0.7462 |
|
| R1 |
0.7471 |
0.7471 |
0.7458 |
0.7480 |
| PP |
0.7438 |
0.7438 |
0.7438 |
0.7443 |
| S1 |
0.7420 |
0.7420 |
0.7448 |
0.7429 |
| S2 |
0.7387 |
0.7387 |
0.7444 |
|
| S3 |
0.7336 |
0.7369 |
0.7439 |
|
| S4 |
0.7285 |
0.7318 |
0.7425 |
|
|
| 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 |
0.7456 |
0.7345 |
0.0111 |
1.5% |
0.0053 |
0.7% |
97% |
True |
False |
1,487 |
| 10 |
0.7456 |
0.7261 |
0.0195 |
2.6% |
0.0057 |
0.8% |
98% |
True |
False |
978 |
| 20 |
0.7456 |
0.7151 |
0.0305 |
4.1% |
0.0059 |
0.8% |
99% |
True |
False |
574 |
| 40 |
0.7456 |
0.6996 |
0.0460 |
6.2% |
0.0064 |
0.9% |
99% |
True |
False |
312 |
| 60 |
0.7456 |
0.6996 |
0.0460 |
6.2% |
0.0064 |
0.9% |
99% |
True |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7673 |
|
2.618 |
0.7590 |
|
1.618 |
0.7539 |
|
1.000 |
0.7507 |
|
0.618 |
0.7488 |
|
HIGH |
0.7456 |
|
0.618 |
0.7437 |
|
0.500 |
0.7431 |
|
0.382 |
0.7424 |
|
LOW |
0.7405 |
|
0.618 |
0.7373 |
|
1.000 |
0.7354 |
|
1.618 |
0.7322 |
|
2.618 |
0.7271 |
|
4.250 |
0.7188 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7446 |
0.7436 |
| PP |
0.7438 |
0.7419 |
| S1 |
0.7431 |
0.7403 |
|