CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 0.7052 0.7166 0.0114 1.6% 0.7141
High 0.7176 0.7224 0.0048 0.7% 0.7159
Low 0.7030 0.7051 0.0021 0.3% 0.7003
Close 0.7143 0.7191 0.0048 0.7% 0.7030
Range 0.0146 0.0173 0.0027 18.5% 0.0156
ATR 0.0070 0.0078 0.0007 10.4% 0.0000
Volume 118,970 202,059 83,089 69.8% 513,453
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7674 0.7606 0.7286
R3 0.7501 0.7433 0.7239
R2 0.7328 0.7328 0.7223
R1 0.7260 0.7260 0.7207 0.7294
PP 0.7155 0.7155 0.7155 0.7173
S1 0.7087 0.7087 0.7175 0.7121
S2 0.6982 0.6982 0.7159
S3 0.6809 0.6914 0.7143
S4 0.6636 0.6741 0.7096
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 0.7224 0.6992 0.0232 3.2% 0.0104 1.4% 86% True False 129,372
10 0.7224 0.6992 0.0232 3.2% 0.0081 1.1% 86% True False 109,060
20 0.7245 0.6992 0.0253 3.5% 0.0070 1.0% 79% False False 95,472
40 0.7347 0.6992 0.0355 4.9% 0.0070 1.0% 56% False False 91,367
60 0.7416 0.6992 0.0424 5.9% 0.0069 1.0% 47% False False 64,055
80 0.7416 0.6966 0.0450 6.3% 0.0068 0.9% 50% False False 48,085
100 0.7416 0.6812 0.0604 8.4% 0.0069 1.0% 63% False False 38,481
120 0.7416 0.6439 0.0977 13.6% 0.0074 1.0% 77% False False 32,077
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 0.0023
Widest range in 155 trading days
Fibonacci Retracements and Extensions
4.250 0.7959
2.618 0.7677
1.618 0.7504
1.000 0.7397
0.618 0.7331
HIGH 0.7224
0.618 0.7158
0.500 0.7138
0.382 0.7117
LOW 0.7051
0.618 0.6944
1.000 0.6878
1.618 0.6771
2.618 0.6598
4.250 0.6316
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 0.7173 0.7163
PP 0.7155 0.7136
S1 0.7138 0.7108

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.