CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 0.7280 0.7273 -0.0007 -0.1% 0.7021
High 0.7342 0.7296 -0.0046 -0.6% 0.7291
Low 0.7268 0.7254 -0.0014 -0.2% 0.6992
Close 0.7294 0.7283 -0.0011 -0.2% 0.7269
Range 0.0074 0.0042 -0.0032 -43.2% 0.0299
ATR 0.0079 0.0077 -0.0003 -3.4% 0.0000
Volume 161,477 105,047 -56,430 -34.9% 635,953
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7404 0.7385 0.7306
R3 0.7362 0.7343 0.7295
R2 0.7320 0.7320 0.7291
R1 0.7301 0.7301 0.7287 0.7311
PP 0.7278 0.7278 0.7278 0.7282
S1 0.7259 0.7259 0.7279 0.7269
S2 0.7236 0.7236 0.7275
S3 0.7194 0.7217 0.7271
S4 0.7152 0.7175 0.7260
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 0.7051 0.0291 4.0% 0.0096 1.3% 80% False False 139,084
10 0.7342 0.6992 0.0350 4.8% 0.0095 1.3% 83% False False 126,476
20 0.7342 0.6992 0.0350 4.8% 0.0075 1.0% 83% False False 105,800
40 0.7347 0.6992 0.0355 4.9% 0.0071 1.0% 82% False False 97,507
60 0.7416 0.6992 0.0424 5.8% 0.0071 1.0% 69% False False 72,265
80 0.7416 0.6992 0.0424 5.8% 0.0070 1.0% 69% False False 54,248
100 0.7416 0.6812 0.0604 8.3% 0.0068 0.9% 78% False False 43,413
120 0.7416 0.6509 0.0907 12.5% 0.0074 1.0% 85% False False 36,188
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0027
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7475
2.618 0.7406
1.618 0.7364
1.000 0.7338
0.618 0.7322
HIGH 0.7296
0.618 0.7280
0.500 0.7275
0.382 0.7270
LOW 0.7254
0.618 0.7228
1.000 0.7212
1.618 0.7186
2.618 0.7144
4.250 0.7076
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 0.7280 0.7291
PP 0.7278 0.7288
S1 0.7275 0.7286

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

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