CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7586 |
0.7611 |
0.0025 |
0.3% |
0.7610 |
| High |
0.7631 |
0.7692 |
0.0061 |
0.8% |
0.7615 |
| Low |
0.7585 |
0.7611 |
0.0026 |
0.3% |
0.7471 |
| Close |
0.7616 |
0.7682 |
0.0066 |
0.9% |
0.7609 |
| Range |
0.0047 |
0.0081 |
0.0035 |
74.2% |
0.0144 |
| ATR |
0.0064 |
0.0066 |
0.0001 |
1.8% |
0.0000 |
| Volume |
71,979 |
76,426 |
4,447 |
6.2% |
389,281 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7904 |
0.7874 |
0.7726 |
|
| R3 |
0.7823 |
0.7793 |
0.7704 |
|
| R2 |
0.7742 |
0.7742 |
0.7696 |
|
| R1 |
0.7712 |
0.7712 |
0.7689 |
0.7727 |
| PP |
0.7661 |
0.7661 |
0.7661 |
0.7669 |
| S1 |
0.7631 |
0.7631 |
0.7674 |
0.7646 |
| S2 |
0.7580 |
0.7580 |
0.7667 |
|
| S3 |
0.7499 |
0.7550 |
0.7659 |
|
| S4 |
0.7418 |
0.7469 |
0.7637 |
|
|
| 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 |
0.7692 |
0.7534 |
0.0158 |
2.1% |
0.0058 |
0.8% |
94% |
True |
False |
70,333 |
| 10 |
0.7692 |
0.7471 |
0.0221 |
2.9% |
0.0066 |
0.9% |
95% |
True |
False |
84,322 |
| 20 |
0.7692 |
0.7358 |
0.0334 |
4.3% |
0.0064 |
0.8% |
97% |
True |
False |
68,951 |
| 40 |
0.7692 |
0.7034 |
0.0658 |
8.6% |
0.0067 |
0.9% |
98% |
True |
False |
34,661 |
| 60 |
0.7692 |
0.6996 |
0.0696 |
9.1% |
0.0065 |
0.8% |
99% |
True |
False |
23,121 |
| 80 |
0.7692 |
0.6996 |
0.0696 |
9.1% |
0.0065 |
0.8% |
99% |
True |
False |
17,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8036 |
|
2.618 |
0.7904 |
|
1.618 |
0.7823 |
|
1.000 |
0.7773 |
|
0.618 |
0.7742 |
|
HIGH |
0.7692 |
|
0.618 |
0.7661 |
|
0.500 |
0.7651 |
|
0.382 |
0.7641 |
|
LOW |
0.7611 |
|
0.618 |
0.7560 |
|
1.000 |
0.7530 |
|
1.618 |
0.7479 |
|
2.618 |
0.7398 |
|
4.250 |
0.7266 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7671 |
0.7664 |
| PP |
0.7661 |
0.7646 |
| S1 |
0.7651 |
0.7628 |
|