CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 0.7233 0.7268 0.0035 0.5% 0.7280
High 0.7275 0.7328 0.0053 0.7% 0.7342
Low 0.7223 0.7268 0.0045 0.6% 0.7223
Close 0.7266 0.7315 0.0049 0.7% 0.7266
Range 0.0052 0.0060 0.0008 15.4% 0.0119
ATR 0.0073 0.0073 -0.0001 -1.1% 0.0000
Volume 57,571 74,603 17,032 29.6% 480,370
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7484 0.7459 0.7348
R3 0.7424 0.7399 0.7332
R2 0.7364 0.7364 0.7326
R1 0.7339 0.7339 0.7321 0.7352
PP 0.7304 0.7304 0.7304 0.7310
S1 0.7279 0.7279 0.7310 0.7292
S2 0.7244 0.7244 0.7304
S3 0.7184 0.7219 0.7299
S4 0.7124 0.7159 0.7282
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 0.7328 0.7223 0.0105 1.4% 0.0057 0.8% 88% True False 78,699
10 0.7342 0.7030 0.0312 4.3% 0.0087 1.2% 91% False False 110,284
20 0.7342 0.6992 0.0350 4.8% 0.0075 1.0% 92% False False 102,744
40 0.7342 0.6992 0.0350 4.8% 0.0070 1.0% 92% False False 95,687
60 0.7416 0.6992 0.0424 5.8% 0.0070 1.0% 76% False False 77,055
80 0.7416 0.6992 0.0424 5.8% 0.0069 0.9% 76% False False 57,848
100 0.7416 0.6835 0.0581 7.9% 0.0067 0.9% 83% False False 46,293
120 0.7416 0.6619 0.0797 10.9% 0.0073 1.0% 87% False False 38,591
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7583
2.618 0.7485
1.618 0.7425
1.000 0.7388
0.618 0.7365
HIGH 0.7328
0.618 0.7305
0.500 0.7298
0.382 0.7291
LOW 0.7268
0.618 0.7231
1.000 0.7208
1.618 0.7171
2.618 0.7111
4.250 0.7013
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 0.7309 0.7302
PP 0.7304 0.7289
S1 0.7298 0.7276

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

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