CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 0.7117 0.7141 0.0024 0.3% 0.7080
High 0.7160 0.7148 -0.0012 -0.2% 0.7160
Low 0.7103 0.7104 0.0001 0.0% 0.7022
Close 0.7135 0.7127 -0.0008 -0.1% 0.7135
Range 0.0057 0.0044 -0.0013 -22.8% 0.0138
ATR 0.0063 0.0062 -0.0001 -2.2% 0.0000
Volume 88,845 85,454 -3,391 -3.8% 430,805
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7258 0.7237 0.7151
R3 0.7214 0.7193 0.7139
R2 0.7170 0.7170 0.7135
R1 0.7149 0.7149 0.7131 0.7138
PP 0.7126 0.7126 0.7126 0.7121
S1 0.7105 0.7105 0.7123 0.7094
S2 0.7082 0.7082 0.7119
S3 0.7038 0.7061 0.7115
S4 0.6994 0.7017 0.7103
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% 0.0057 0.8% 76% False False 87,192
10 0.7212 0.7022 0.0190 2.7% 0.0058 0.8% 55% False False 86,728
20 0.7245 0.7022 0.0223 3.1% 0.0060 0.8% 47% False False 83,838
40 0.7416 0.7008 0.0408 5.7% 0.0066 0.9% 29% False False 75,052
60 0.7416 0.7008 0.0408 5.7% 0.0066 0.9% 29% False False 50,130
80 0.7416 0.6916 0.0500 7.0% 0.0065 0.9% 42% False False 37,626
100 0.7416 0.6796 0.0620 8.7% 0.0070 1.0% 53% False False 30,118
120 0.7416 0.6386 0.1030 14.5% 0.0073 1.0% 72% False False 25,102
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7335
2.618 0.7263
1.618 0.7219
1.000 0.7192
0.618 0.7175
HIGH 0.7148
0.618 0.7131
0.500 0.7126
0.382 0.7121
LOW 0.7104
0.618 0.7077
1.000 0.7060
1.618 0.7033
2.618 0.6989
4.250 0.6917
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 0.7127 0.7126
PP 0.7126 0.7125
S1 0.7126 0.7124

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

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