CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 0.7141 0.7123 -0.0018 -0.3% 0.7080
High 0.7148 0.7149 0.0001 0.0% 0.7160
Low 0.7104 0.7117 0.0013 0.2% 0.7022
Close 0.7127 0.7134 0.0007 0.1% 0.7135
Range 0.0044 0.0032 -0.0012 -27.3% 0.0138
ATR 0.0062 0.0060 -0.0002 -3.4% 0.0000
Volume 85,454 65,715 -19,739 -23.1% 430,805
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7229 0.7214 0.7152
R3 0.7197 0.7182 0.7143
R2 0.7165 0.7165 0.7140
R1 0.7150 0.7150 0.7137 0.7158
PP 0.7133 0.7133 0.7133 0.7137
S1 0.7118 0.7118 0.7131 0.7126
S2 0.7101 0.7101 0.7128
S3 0.7069 0.7086 0.7125
S4 0.7037 0.7054 0.7116
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 0.7048 0.0112 1.6% 0.0053 0.7% 77% False False 83,434
10 0.7193 0.7022 0.0171 2.4% 0.0055 0.8% 65% False False 85,125
20 0.7245 0.7022 0.0223 3.1% 0.0058 0.8% 50% False False 82,957
40 0.7416 0.7008 0.0408 5.7% 0.0066 0.9% 31% False False 76,669
60 0.7416 0.7008 0.0408 5.7% 0.0065 0.9% 31% False False 51,218
80 0.7416 0.6924 0.0492 6.9% 0.0064 0.9% 43% False False 38,447
100 0.7416 0.6796 0.0620 8.7% 0.0069 1.0% 55% False False 30,775
120 0.7416 0.6405 0.1011 14.2% 0.0072 1.0% 72% False False 25,649
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7285
2.618 0.7233
1.618 0.7201
1.000 0.7181
0.618 0.7169
HIGH 0.7149
0.618 0.7137
0.500 0.7133
0.382 0.7129
LOW 0.7117
0.618 0.7097
1.000 0.7085
1.618 0.7065
2.618 0.7033
4.250 0.6981
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 0.7134 0.7133
PP 0.7133 0.7132
S1 0.7133 0.7132

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

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