CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 0.7268 0.7316 0.0048 0.7% 0.7280
High 0.7328 0.7341 0.0013 0.2% 0.7342
Low 0.7268 0.7290 0.0022 0.3% 0.7223
Close 0.7315 0.7307 -0.0008 -0.1% 0.7266
Range 0.0060 0.0051 -0.0009 -15.0% 0.0119
ATR 0.0073 0.0071 -0.0002 -2.1% 0.0000
Volume 74,603 66,495 -8,108 -10.9% 480,370
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7466 0.7437 0.7335
R3 0.7415 0.7386 0.7321
R2 0.7364 0.7364 0.7316
R1 0.7335 0.7335 0.7312 0.7324
PP 0.7313 0.7313 0.7313 0.7307
S1 0.7284 0.7284 0.7302 0.7273
S2 0.7262 0.7262 0.7298
S3 0.7211 0.7233 0.7293
S4 0.7160 0.7182 0.7279
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 0.7341 0.7223 0.0118 1.6% 0.0058 0.8% 71% True False 70,988
10 0.7342 0.7051 0.0291 4.0% 0.0077 1.1% 88% False False 105,036
20 0.7342 0.6992 0.0350 4.8% 0.0075 1.0% 90% False False 101,843
40 0.7342 0.6992 0.0350 4.8% 0.0069 0.9% 90% False False 94,390
60 0.7416 0.6992 0.0424 5.8% 0.0070 1.0% 74% False False 78,159
80 0.7416 0.6992 0.0424 5.8% 0.0069 0.9% 74% False False 58,678
100 0.7416 0.6835 0.0581 8.0% 0.0067 0.9% 81% False False 46,957
120 0.7416 0.6654 0.0762 10.4% 0.0073 1.0% 86% False False 39,144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7558
2.618 0.7475
1.618 0.7424
1.000 0.7392
0.618 0.7373
HIGH 0.7341
0.618 0.7322
0.500 0.7316
0.382 0.7309
LOW 0.7290
0.618 0.7258
1.000 0.7239
1.618 0.7207
2.618 0.7156
4.250 0.7073
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 0.7316 0.7299
PP 0.7313 0.7290
S1 0.7310 0.7282

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

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