CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 0.7021 0.7052 0.0031 0.4% 0.7141
High 0.7059 0.7176 0.0117 1.7% 0.7159
Low 0.6992 0.7030 0.0038 0.5% 0.7003
Close 0.7050 0.7143 0.0093 1.3% 0.7030
Range 0.0067 0.0146 0.0079 117.9% 0.0156
ATR 0.0064 0.0070 0.0006 9.0% 0.0000
Volume 88,084 118,970 30,886 35.1% 513,453
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7554 0.7495 0.7223
R3 0.7408 0.7349 0.7183
R2 0.7262 0.7262 0.7170
R1 0.7203 0.7203 0.7156 0.7233
PP 0.7116 0.7116 0.7116 0.7131
S1 0.7057 0.7057 0.7130 0.7087
S2 0.6970 0.6970 0.7116
S3 0.6824 0.6911 0.7103
S4 0.6678 0.6765 0.7063
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7532 0.7437 0.7116
R3 0.7376 0.7281 0.7073
R2 0.7220 0.7220 0.7059
R1 0.7125 0.7125 0.7044 0.7095
PP 0.7064 0.7064 0.7064 0.7049
S1 0.6969 0.6969 0.7016 0.6939
S2 0.6908 0.6908 0.7001
S3 0.6752 0.6813 0.6987
S4 0.6596 0.6657 0.6944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7176 0.6992 0.0184 2.6% 0.0093 1.3% 82% True False 113,867
10 0.7176 0.6992 0.0184 2.6% 0.0073 1.0% 82% True False 98,651
20 0.7245 0.6992 0.0253 3.5% 0.0065 0.9% 60% False False 88,942
40 0.7347 0.6992 0.0355 5.0% 0.0068 0.9% 43% False False 89,526
60 0.7416 0.6992 0.0424 5.9% 0.0067 0.9% 36% False False 60,688
80 0.7416 0.6924 0.0492 6.9% 0.0067 0.9% 45% False False 45,561
100 0.7416 0.6796 0.0620 8.7% 0.0068 1.0% 56% False False 36,461
120 0.7416 0.6405 0.1011 14.2% 0.0073 1.0% 73% False False 30,394
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 0.0017
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 0.7797
2.618 0.7558
1.618 0.7412
1.000 0.7322
0.618 0.7266
HIGH 0.7176
0.618 0.7120
0.500 0.7103
0.382 0.7086
LOW 0.7030
0.618 0.6940
1.000 0.6884
1.618 0.6794
2.618 0.6648
4.250 0.6410
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 0.7130 0.7123
PP 0.7116 0.7104
S1 0.7103 0.7084

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

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