CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 0.7123 0.7124 0.0001 0.0% 0.7080
High 0.7149 0.7159 0.0010 0.1% 0.7160
Low 0.7117 0.7039 -0.0078 -1.1% 0.7022
Close 0.7134 0.7061 -0.0073 -1.0% 0.7135
Range 0.0032 0.0120 0.0088 275.0% 0.0138
ATR 0.0060 0.0064 0.0004 7.3% 0.0000
Volume 65,715 124,534 58,819 89.5% 430,805
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7446 0.7374 0.7127
R3 0.7326 0.7254 0.7094
R2 0.7206 0.7206 0.7083
R1 0.7134 0.7134 0.7072 0.7110
PP 0.7086 0.7086 0.7086 0.7075
S1 0.7014 0.7014 0.7050 0.6990
S2 0.6966 0.6966 0.7039
S3 0.6846 0.6894 0.7028
S4 0.6726 0.6774 0.6995
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 0.7039 0.0121 1.7% 0.0059 0.8% 18% False True 88,749
10 0.7169 0.7022 0.0147 2.1% 0.0063 0.9% 27% False False 90,423
20 0.7245 0.7022 0.0223 3.2% 0.0060 0.8% 17% False False 84,195
40 0.7383 0.7008 0.0375 5.3% 0.0067 1.0% 14% False False 79,741
60 0.7416 0.7008 0.0408 5.8% 0.0066 0.9% 13% False False 53,285
80 0.7416 0.6924 0.0492 7.0% 0.0065 0.9% 28% False False 40,003
100 0.7416 0.6796 0.0620 8.8% 0.0070 1.0% 43% False False 32,019
120 0.7416 0.6405 0.1011 14.3% 0.0073 1.0% 65% False False 26,687
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7669
2.618 0.7473
1.618 0.7353
1.000 0.7279
0.618 0.7233
HIGH 0.7159
0.618 0.7113
0.500 0.7099
0.382 0.7085
LOW 0.7039
0.618 0.6965
1.000 0.6919
1.618 0.6845
2.618 0.6725
4.250 0.6529
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 0.7099 0.7099
PP 0.7086 0.7086
S1 0.7074 0.7074

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

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