CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 0.7264 0.7280 0.0016 0.2% 0.7021
High 0.7288 0.7342 0.0054 0.7% 0.7291
Low 0.7240 0.7268 0.0028 0.4% 0.6992
Close 0.7269 0.7294 0.0025 0.3% 0.7269
Range 0.0048 0.0074 0.0026 54.2% 0.0299
ATR 0.0080 0.0079 0.0000 -0.5% 0.0000
Volume 110,519 161,477 50,958 46.1% 635,953
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7523 0.7483 0.7335
R3 0.7449 0.7409 0.7314
R2 0.7375 0.7375 0.7308
R1 0.7335 0.7335 0.7301 0.7355
PP 0.7301 0.7301 0.7301 0.7312
S1 0.7261 0.7261 0.7287 0.7281
S2 0.7227 0.7227 0.7280
S3 0.7153 0.7187 0.7274
S4 0.7079 0.7113 0.7253
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 0.7342 0.7030 0.0312 4.3% 0.0117 1.6% 85% True False 141,869
10 0.7342 0.6992 0.0350 4.8% 0.0094 1.3% 86% True False 122,542
20 0.7342 0.6992 0.0350 4.8% 0.0076 1.0% 86% True False 104,635
40 0.7347 0.6992 0.0355 4.9% 0.0072 1.0% 85% False False 96,640
60 0.7416 0.6992 0.0424 5.8% 0.0071 1.0% 71% False False 70,517
80 0.7416 0.6976 0.0440 6.0% 0.0070 1.0% 72% False False 52,936
100 0.7416 0.6812 0.0604 8.3% 0.0069 0.9% 80% False False 42,363
120 0.7416 0.6509 0.0907 12.4% 0.0074 1.0% 87% False False 35,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7657
2.618 0.7536
1.618 0.7462
1.000 0.7416
0.618 0.7388
HIGH 0.7342
0.618 0.7314
0.500 0.7305
0.382 0.7296
LOW 0.7268
0.618 0.7222
1.000 0.7194
1.618 0.7148
2.618 0.7074
4.250 0.6954
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 0.7305 0.7278
PP 0.7301 0.7261
S1 0.7298 0.7245

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

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