CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7583 |
0.7607 |
0.0024 |
0.3% |
0.7610 |
| High |
0.7613 |
0.7629 |
0.0016 |
0.2% |
0.7615 |
| Low |
0.7580 |
0.7564 |
-0.0016 |
-0.2% |
0.7471 |
| Close |
0.7609 |
0.7582 |
-0.0027 |
-0.4% |
0.7609 |
| Range |
0.0034 |
0.0065 |
0.0032 |
94.0% |
0.0144 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
49,796 |
67,241 |
17,445 |
35.0% |
389,281 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7786 |
0.7749 |
0.7618 |
|
| R3 |
0.7721 |
0.7684 |
0.7600 |
|
| R2 |
0.7656 |
0.7656 |
0.7594 |
|
| R1 |
0.7619 |
0.7619 |
0.7588 |
0.7605 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7584 |
| S1 |
0.7554 |
0.7554 |
0.7576 |
0.7540 |
| S2 |
0.7526 |
0.7526 |
0.7570 |
|
| S3 |
0.7461 |
0.7489 |
0.7564 |
|
| S4 |
0.7396 |
0.7424 |
0.7546 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7997 |
0.7947 |
0.7688 |
|
| R3 |
0.7853 |
0.7803 |
0.7649 |
|
| R2 |
0.7709 |
0.7709 |
0.7635 |
|
| R1 |
0.7659 |
0.7659 |
0.7622 |
0.7612 |
| PP |
0.7565 |
0.7565 |
0.7565 |
0.7542 |
| S1 |
0.7515 |
0.7515 |
0.7596 |
0.7468 |
| S2 |
0.7421 |
0.7421 |
0.7583 |
|
| S3 |
0.7277 |
0.7371 |
0.7569 |
|
| S4 |
0.7133 |
0.7227 |
0.7530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7629 |
0.7471 |
0.0158 |
2.1% |
0.0076 |
1.0% |
70% |
True |
False |
91,304 |
| 10 |
0.7648 |
0.7471 |
0.0177 |
2.3% |
0.0065 |
0.9% |
63% |
False |
False |
85,441 |
| 20 |
0.7648 |
0.7345 |
0.0303 |
4.0% |
0.0063 |
0.8% |
78% |
False |
False |
61,645 |
| 40 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0067 |
0.9% |
90% |
False |
False |
30,956 |
| 60 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0064 |
0.8% |
90% |
False |
False |
20,648 |
| 80 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0065 |
0.9% |
90% |
False |
False |
15,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7905 |
|
2.618 |
0.7799 |
|
1.618 |
0.7734 |
|
1.000 |
0.7694 |
|
0.618 |
0.7669 |
|
HIGH |
0.7629 |
|
0.618 |
0.7604 |
|
0.500 |
0.7596 |
|
0.382 |
0.7588 |
|
LOW |
0.7564 |
|
0.618 |
0.7523 |
|
1.000 |
0.7499 |
|
1.618 |
0.7458 |
|
2.618 |
0.7393 |
|
4.250 |
0.7287 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7596 |
0.7582 |
| PP |
0.7591 |
0.7582 |
| S1 |
0.7587 |
0.7581 |
|