CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 0.7115 0.7117 0.0002 0.0% 0.7080
High 0.7127 0.7160 0.0033 0.5% 0.7160
Low 0.7087 0.7103 0.0016 0.2% 0.7022
Close 0.7115 0.7135 0.0020 0.3% 0.7135
Range 0.0040 0.0057 0.0017 42.5% 0.0138
ATR 0.0063 0.0063 0.0000 -0.7% 0.0000
Volume 79,198 88,845 9,647 12.2% 430,805
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7304 0.7276 0.7166
R3 0.7247 0.7219 0.7151
R2 0.7190 0.7190 0.7145
R1 0.7162 0.7162 0.7140 0.7176
PP 0.7133 0.7133 0.7133 0.7140
S1 0.7105 0.7105 0.7130 0.7119
S2 0.7076 0.7076 0.7125
S3 0.7019 0.7048 0.7119
S4 0.6962 0.6991 0.7104
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7520 0.7465 0.7211
R3 0.7382 0.7327 0.7173
R2 0.7244 0.7244 0.7160
R1 0.7189 0.7189 0.7148 0.7217
PP 0.7106 0.7106 0.7106 0.7119
S1 0.7051 0.7051 0.7122 0.7079
S2 0.6968 0.6968 0.7110
S3 0.6830 0.6913 0.7097
S4 0.6692 0.6775 0.7059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7160 0.7022 0.0138 1.9% 0.0059 0.8% 82% True False 86,161
10 0.7237 0.7022 0.0215 3.0% 0.0057 0.8% 53% False False 85,186
20 0.7245 0.7022 0.0223 3.1% 0.0060 0.8% 51% False False 83,210
40 0.7416 0.7008 0.0408 5.7% 0.0068 1.0% 31% False False 72,943
60 0.7416 0.7008 0.0408 5.7% 0.0067 0.9% 31% False False 48,714
80 0.7416 0.6905 0.0511 7.2% 0.0065 0.9% 45% False False 36,559
100 0.7416 0.6796 0.0620 8.7% 0.0070 1.0% 55% False False 29,264
120 0.7416 0.6386 0.1030 14.4% 0.0072 1.0% 73% False False 24,390
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7402
2.618 0.7309
1.618 0.7252
1.000 0.7217
0.618 0.7195
HIGH 0.7160
0.618 0.7138
0.500 0.7132
0.382 0.7125
LOW 0.7103
0.618 0.7068
1.000 0.7046
1.618 0.7011
2.618 0.6954
4.250 0.6861
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 0.7134 0.7125
PP 0.7133 0.7114
S1 0.7132 0.7104

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

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