CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 0.7230 0.7210 -0.0020 -0.3% 0.7164
High 0.7237 0.7212 -0.0025 -0.3% 0.7245
Low 0.7203 0.7152 -0.0051 -0.7% 0.7098
Close 0.7214 0.7155 -0.0059 -0.8% 0.7234
Range 0.0034 0.0060 0.0026 76.5% 0.0147
ATR 0.0067 0.0066 0.0000 -0.5% 0.0000
Volume 70,031 81,746 11,715 16.7% 364,884
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7353 0.7314 0.7188
R3 0.7293 0.7254 0.7172
R2 0.7233 0.7233 0.7166
R1 0.7194 0.7194 0.7161 0.7184
PP 0.7173 0.7173 0.7173 0.7168
S1 0.7134 0.7134 0.7150 0.7124
S2 0.7113 0.7113 0.7144
S3 0.7053 0.7074 0.7139
S4 0.6993 0.7014 0.7122
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 2.1% 0.0055 0.8% 39% False False 71,650
10 0.7245 0.7098 0.0147 2.1% 0.0061 0.8% 39% False False 80,788
20 0.7347 0.7008 0.0339 4.7% 0.0068 1.0% 43% False False 89,213
40 0.7416 0.7008 0.0408 5.7% 0.0069 1.0% 36% False False 55,498
60 0.7416 0.7008 0.0408 5.7% 0.0068 1.0% 36% False False 37,064
80 0.7416 0.6812 0.0604 8.4% 0.0066 0.9% 57% False False 27,816
100 0.7416 0.6509 0.0907 12.7% 0.0074 1.0% 71% False False 22,266
120 0.7416 0.6341 0.1075 15.0% 0.0071 1.0% 76% False False 18,556
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7467
2.618 0.7369
1.618 0.7309
1.000 0.7272
0.618 0.7249
HIGH 0.7212
0.618 0.7189
0.500 0.7182
0.382 0.7175
LOW 0.7152
0.618 0.7115
1.000 0.7092
1.618 0.7055
2.618 0.6995
4.250 0.6897
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 0.7182 0.7199
PP 0.7173 0.7184
S1 0.7164 0.7170

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

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