CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 0.7164 0.7182 0.0018 0.3% 0.7034
High 0.7194 0.7211 0.0017 0.2% 0.7211
Low 0.7160 0.7101 -0.0059 -0.8% 0.7033
Close 0.7176 0.7121 -0.0055 -0.8% 0.7161
Range 0.0034 0.0110 0.0076 223.5% 0.0178
ATR 0.0068 0.0071 0.0003 4.4% 0.0000
Volume 56,114 102,295 46,181 82.3% 447,467
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7474 0.7408 0.7182
R3 0.7364 0.7298 0.7151
R2 0.7254 0.7254 0.7141
R1 0.7188 0.7188 0.7131 0.7166
PP 0.7144 0.7144 0.7144 0.7134
S1 0.7078 0.7078 0.7111 0.7056
S2 0.7034 0.7034 0.7101
S3 0.6924 0.6968 0.7091
S4 0.6814 0.6858 0.7061
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7669 0.7593 0.7259
R3 0.7491 0.7415 0.7210
R2 0.7313 0.7313 0.7194
R1 0.7237 0.7237 0.7177 0.7275
PP 0.7135 0.7135 0.7135 0.7154
S1 0.7059 0.7059 0.7145 0.7097
S2 0.6957 0.6957 0.7128
S3 0.6779 0.6881 0.7112
S4 0.6601 0.6703 0.7063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7211 0.7101 0.0110 1.5% 0.0066 0.9% 18% True True 89,927
10 0.7211 0.7008 0.0203 2.9% 0.0070 1.0% 56% True False 94,640
20 0.7347 0.7008 0.0339 4.8% 0.0071 1.0% 33% False False 90,111
40 0.7416 0.7008 0.0408 5.7% 0.0069 1.0% 28% False False 46,562
60 0.7416 0.6924 0.0492 6.9% 0.0067 0.9% 40% False False 31,101
80 0.7416 0.6796 0.0620 8.7% 0.0069 1.0% 52% False False 23,340
100 0.7416 0.6405 0.1011 14.2% 0.0075 1.0% 71% False False 18,684
120 0.7416 0.6258 0.1158 16.3% 0.0072 1.0% 75% False False 15,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7679
2.618 0.7499
1.618 0.7389
1.000 0.7321
0.618 0.7279
HIGH 0.7211
0.618 0.7169
0.500 0.7156
0.382 0.7143
LOW 0.7101
0.618 0.7033
1.000 0.6991
1.618 0.6923
2.618 0.6813
4.250 0.6634
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 0.7156 0.7156
PP 0.7144 0.7144
S1 0.7133 0.7133

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These figures are updated between 7pm and 10pm EST after a trading day.

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