CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 0.7170 0.7264 0.0094 1.3% 0.7021
High 0.7291 0.7288 -0.0003 0.0% 0.7291
Low 0.7147 0.7240 0.0093 1.3% 0.6992
Close 0.7287 0.7269 -0.0018 -0.2% 0.7269
Range 0.0144 0.0048 -0.0096 -66.7% 0.0299
ATR 0.0082 0.0080 -0.0002 -3.0% 0.0000
Volume 116,321 110,519 -5,802 -5.0% 635,953
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7410 0.7387 0.7295
R3 0.7362 0.7339 0.7282
R2 0.7314 0.7314 0.7278
R1 0.7291 0.7291 0.7273 0.7303
PP 0.7266 0.7266 0.7266 0.7271
S1 0.7243 0.7243 0.7265 0.7255
S2 0.7218 0.7218 0.7260
S3 0.7170 0.7195 0.7256
S4 0.7122 0.7147 0.7243
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.8081 0.7974 0.7433
R3 0.7782 0.7675 0.7351
R2 0.7483 0.7483 0.7324
R1 0.7376 0.7376 0.7296 0.7430
PP 0.7184 0.7184 0.7184 0.7211
S1 0.7077 0.7077 0.7242 0.7131
S2 0.6885 0.6885 0.7214
S3 0.6586 0.6778 0.7187
S4 0.6287 0.6479 0.7105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7291 0.6992 0.0299 4.1% 0.0116 1.6% 93% False False 127,190
10 0.7291 0.6992 0.0299 4.1% 0.0091 1.2% 93% False False 114,940
20 0.7291 0.6992 0.0299 4.1% 0.0074 1.0% 93% False False 100,063
40 0.7347 0.6992 0.0355 4.9% 0.0071 1.0% 78% False False 93,925
60 0.7416 0.6992 0.0424 5.8% 0.0071 1.0% 65% False False 67,828
80 0.7416 0.6976 0.0440 6.1% 0.0069 1.0% 67% False False 50,918
100 0.7416 0.6812 0.0604 8.3% 0.0068 0.9% 76% False False 40,748
120 0.7416 0.6509 0.0907 12.5% 0.0074 1.0% 84% False False 33,967
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7492
2.618 0.7414
1.618 0.7366
1.000 0.7336
0.618 0.7318
HIGH 0.7288
0.618 0.7270
0.500 0.7264
0.382 0.7258
LOW 0.7240
0.618 0.7210
1.000 0.7192
1.618 0.7162
2.618 0.7114
4.250 0.7036
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 0.7267 0.7236
PP 0.7266 0.7204
S1 0.7264 0.7171

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

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