CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 0.7168 0.7230 0.0062 0.9% 0.7164
High 0.7245 0.7237 -0.0008 -0.1% 0.7245
Low 0.7168 0.7203 0.0035 0.5% 0.7098
Close 0.7234 0.7214 -0.0020 -0.3% 0.7234
Range 0.0077 0.0034 -0.0043 -55.8% 0.0147
ATR 0.0069 0.0067 -0.0003 -3.6% 0.0000
Volume 71,746 70,031 -1,715 -2.4% 364,884
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7320 0.7301 0.7233
R3 0.7286 0.7267 0.7223
R2 0.7252 0.7252 0.7220
R1 0.7233 0.7233 0.7217 0.7226
PP 0.7218 0.7218 0.7218 0.7214
S1 0.7199 0.7199 0.7211 0.7192
S2 0.7184 0.7184 0.7208
S3 0.7150 0.7165 0.7205
S4 0.7116 0.7131 0.7195
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7633 0.7581 0.7315
R3 0.7486 0.7434 0.7274
R2 0.7339 0.7339 0.7261
R1 0.7287 0.7287 0.7247 0.7313
PP 0.7192 0.7192 0.7192 0.7206
S1 0.7140 0.7140 0.7221 0.7166
S2 0.7045 0.7045 0.7207
S3 0.6898 0.6993 0.7194
S4 0.6751 0.6846 0.7153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7245 0.7098 0.0147 2.0% 0.0065 0.9% 79% False False 75,760
10 0.7245 0.7071 0.0174 2.4% 0.0062 0.9% 82% False False 80,947
20 0.7347 0.7008 0.0339 4.7% 0.0069 1.0% 61% False False 88,645
40 0.7416 0.7008 0.0408 5.7% 0.0069 1.0% 50% False False 53,458
60 0.7416 0.6976 0.0440 6.1% 0.0068 0.9% 54% False False 35,703
80 0.7416 0.6812 0.0604 8.4% 0.0067 0.9% 67% False False 26,794
100 0.7416 0.6509 0.0907 12.6% 0.0074 1.0% 78% False False 21,448
120 0.7416 0.6294 0.1122 15.6% 0.0072 1.0% 82% False False 17,875
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7382
2.618 0.7326
1.618 0.7292
1.000 0.7271
0.618 0.7258
HIGH 0.7237
0.618 0.7224
0.500 0.7220
0.382 0.7216
LOW 0.7203
0.618 0.7182
1.000 0.7169
1.618 0.7148
2.618 0.7114
4.250 0.7059
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 0.7220 0.7204
PP 0.7218 0.7194
S1 0.7216 0.7185

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

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