CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 0.7280 0.7233 -0.0047 -0.6% 0.7280
High 0.7295 0.7275 -0.0020 -0.3% 0.7342
Low 0.7225 0.7223 -0.0002 0.0% 0.7223
Close 0.7239 0.7266 0.0027 0.4% 0.7266
Range 0.0070 0.0052 -0.0018 -25.7% 0.0119
ATR 0.0075 0.0073 -0.0002 -2.2% 0.0000
Volume 80,309 57,571 -22,738 -28.3% 480,370
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7411 0.7390 0.7295
R3 0.7359 0.7338 0.7280
R2 0.7307 0.7307 0.7276
R1 0.7286 0.7286 0.7271 0.7297
PP 0.7255 0.7255 0.7255 0.7260
S1 0.7234 0.7234 0.7261 0.7245
S2 0.7203 0.7203 0.7256
S3 0.7151 0.7182 0.7252
S4 0.7099 0.7130 0.7237
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7634 0.7569 0.7331
R3 0.7515 0.7450 0.7299
R2 0.7396 0.7396 0.7288
R1 0.7331 0.7331 0.7277 0.7304
PP 0.7277 0.7277 0.7277 0.7264
S1 0.7212 0.7212 0.7255 0.7185
S2 0.7158 0.7158 0.7244
S3 0.7039 0.7093 0.7233
S4 0.6920 0.6974 0.7201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7342 0.7223 0.0119 1.6% 0.0059 0.8% 36% False True 96,074
10 0.7342 0.6992 0.0350 4.8% 0.0088 1.2% 78% False False 111,632
20 0.7342 0.6992 0.0350 4.8% 0.0075 1.0% 78% False False 103,029
40 0.7342 0.6992 0.0350 4.8% 0.0071 1.0% 78% False False 96,428
60 0.7416 0.6992 0.0424 5.8% 0.0070 1.0% 65% False False 75,816
80 0.7416 0.6992 0.0424 5.8% 0.0069 0.9% 65% False False 56,918
100 0.7416 0.6835 0.0581 8.0% 0.0067 0.9% 74% False False 45,548
120 0.7416 0.6586 0.0830 11.4% 0.0073 1.0% 82% False False 37,969
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7496
2.618 0.7411
1.618 0.7359
1.000 0.7327
0.618 0.7307
HIGH 0.7275
0.618 0.7255
0.500 0.7249
0.382 0.7243
LOW 0.7223
0.618 0.7191
1.000 0.7171
1.618 0.7139
2.618 0.7087
4.250 0.7002
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 0.7260 0.7272
PP 0.7255 0.7270
S1 0.7249 0.7268

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

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