CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 0.7159 0.7166 0.0007 0.1% 0.7164
High 0.7193 0.7169 -0.0024 -0.3% 0.7245
Low 0.7154 0.7057 -0.0097 -1.4% 0.7098
Close 0.7167 0.7093 -0.0074 -1.0% 0.7234
Range 0.0039 0.0112 0.0073 187.2% 0.0147
ATR 0.0064 0.0068 0.0003 5.3% 0.0000
Volume 71,553 120,254 48,701 68.1% 364,884
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7442 0.7380 0.7155
R3 0.7330 0.7268 0.7124
R2 0.7218 0.7218 0.7114
R1 0.7156 0.7156 0.7103 0.7131
PP 0.7106 0.7106 0.7106 0.7094
S1 0.7044 0.7044 0.7083 0.7019
S2 0.6994 0.6994 0.7072
S3 0.6882 0.6932 0.7062
S4 0.6770 0.6820 0.7031
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 0.7057 0.0188 2.7% 0.0064 0.9% 19% False True 83,066
10 0.7245 0.7057 0.0188 2.7% 0.0063 0.9% 19% False True 80,782
20 0.7336 0.7008 0.0328 4.6% 0.0069 1.0% 26% False False 89,857
40 0.7416 0.7008 0.0408 5.8% 0.0069 1.0% 21% False False 60,281
60 0.7416 0.7008 0.0408 5.8% 0.0067 1.0% 21% False False 40,257
80 0.7416 0.6835 0.0581 8.2% 0.0066 0.9% 44% False False 30,210
100 0.7416 0.6568 0.0848 12.0% 0.0073 1.0% 62% False False 24,183
120 0.7416 0.6379 0.1037 14.6% 0.0072 1.0% 69% False False 20,154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7645
2.618 0.7462
1.618 0.7350
1.000 0.7281
0.618 0.7238
HIGH 0.7169
0.618 0.7126
0.500 0.7113
0.382 0.7100
LOW 0.7057
0.618 0.6988
1.000 0.6945
1.618 0.6876
2.618 0.6764
4.250 0.6581
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 0.7113 0.7135
PP 0.7106 0.7121
S1 0.7100 0.7107

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

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