CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7443 |
0.7542 |
0.0099 |
1.3% |
0.7437 |
| High |
0.7547 |
0.7579 |
0.0032 |
0.4% |
0.7579 |
| Low |
0.7439 |
0.7528 |
0.0089 |
1.2% |
0.7379 |
| Close |
0.7534 |
0.7545 |
0.0011 |
0.1% |
0.7545 |
| Range |
0.0108 |
0.0051 |
-0.0057 |
-52.8% |
0.0200 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
58,800 |
97,643 |
38,843 |
66.1% |
354,834 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7703 |
0.7675 |
0.7573 |
|
| R3 |
0.7652 |
0.7624 |
0.7559 |
|
| R2 |
0.7601 |
0.7601 |
0.7554 |
|
| R1 |
0.7573 |
0.7573 |
0.7549 |
0.7587 |
| PP |
0.7550 |
0.7550 |
0.7550 |
0.7557 |
| S1 |
0.7522 |
0.7522 |
0.7540 |
0.7536 |
| S2 |
0.7499 |
0.7499 |
0.7535 |
|
| S3 |
0.7448 |
0.7471 |
0.7530 |
|
| S4 |
0.7397 |
0.7420 |
0.7516 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8101 |
0.8023 |
0.7655 |
|
| R3 |
0.7901 |
0.7823 |
0.7600 |
|
| R2 |
0.7701 |
0.7701 |
0.7581 |
|
| R1 |
0.7623 |
0.7623 |
0.7563 |
0.7662 |
| PP |
0.7501 |
0.7501 |
0.7501 |
0.7520 |
| S1 |
0.7423 |
0.7423 |
0.7526 |
0.7462 |
| S2 |
0.7301 |
0.7301 |
0.7508 |
|
| S3 |
0.7101 |
0.7223 |
0.7490 |
|
| S4 |
0.6901 |
0.7023 |
0.7435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7579 |
0.7379 |
0.0200 |
2.7% |
0.0071 |
0.9% |
83% |
True |
False |
70,966 |
| 10 |
0.7579 |
0.7345 |
0.0234 |
3.1% |
0.0061 |
0.8% |
85% |
True |
False |
37,849 |
| 20 |
0.7579 |
0.7228 |
0.0351 |
4.6% |
0.0058 |
0.8% |
90% |
True |
False |
19,136 |
| 40 |
0.7579 |
0.6996 |
0.0583 |
7.7% |
0.0065 |
0.9% |
94% |
True |
False |
9,607 |
| 60 |
0.7579 |
0.6996 |
0.0583 |
7.7% |
0.0065 |
0.9% |
94% |
True |
False |
6,411 |
| 80 |
0.7579 |
0.6996 |
0.0583 |
7.7% |
0.0063 |
0.8% |
94% |
True |
False |
4,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7795 |
|
2.618 |
0.7712 |
|
1.618 |
0.7661 |
|
1.000 |
0.7630 |
|
0.618 |
0.7610 |
|
HIGH |
0.7579 |
|
0.618 |
0.7559 |
|
0.500 |
0.7553 |
|
0.382 |
0.7547 |
|
LOW |
0.7528 |
|
0.618 |
0.7496 |
|
1.000 |
0.7477 |
|
1.618 |
0.7445 |
|
2.618 |
0.7394 |
|
4.250 |
0.7311 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7553 |
0.7528 |
| PP |
0.7550 |
0.7512 |
| S1 |
0.7547 |
0.7496 |
|