CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 0.7273 0.7287 0.0014 0.2% 0.7021
High 0.7296 0.7320 0.0024 0.3% 0.7291
Low 0.7254 0.7261 0.0007 0.1% 0.6992
Close 0.7283 0.7277 -0.0006 -0.1% 0.7269
Range 0.0042 0.0059 0.0017 40.5% 0.0299
ATR 0.0077 0.0076 -0.0001 -1.7% 0.0000
Volume 105,047 75,966 -29,081 -27.7% 635,953
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7463 0.7429 0.7309
R3 0.7404 0.7370 0.7293
R2 0.7345 0.7345 0.7288
R1 0.7311 0.7311 0.7282 0.7299
PP 0.7286 0.7286 0.7286 0.7280
S1 0.7252 0.7252 0.7272 0.7240
S2 0.7227 0.7227 0.7266
S3 0.7168 0.7193 0.7261
S4 0.7109 0.7134 0.7245
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 0.7147 0.0195 2.7% 0.0073 1.0% 67% False False 113,866
10 0.7342 0.6992 0.0350 4.8% 0.0089 1.2% 81% False False 121,619
20 0.7342 0.6992 0.0350 4.8% 0.0076 1.0% 81% False False 106,021
40 0.7342 0.6992 0.0350 4.8% 0.0071 1.0% 81% False False 97,237
60 0.7416 0.6992 0.0424 5.8% 0.0071 1.0% 67% False False 73,528
80 0.7416 0.6992 0.0424 5.8% 0.0069 0.9% 67% False False 55,196
100 0.7416 0.6835 0.0581 8.0% 0.0068 0.9% 76% False False 44,171
120 0.7416 0.6520 0.0896 12.3% 0.0074 1.0% 84% False False 36,820
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 0.7571
2.618 0.7474
1.618 0.7415
1.000 0.7379
0.618 0.7356
HIGH 0.7320
0.618 0.7297
0.500 0.7291
0.382 0.7284
LOW 0.7261
0.618 0.7225
1.000 0.7202
1.618 0.7166
2.618 0.7107
4.250 0.7010
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 0.7291 0.7298
PP 0.7286 0.7291
S1 0.7282 0.7284

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

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