CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 0.7299 0.7304 0.0005 0.1% 0.7280
High 0.7333 0.7307 -0.0026 -0.4% 0.7342
Low 0.7274 0.7256 -0.0018 -0.2% 0.7223
Close 0.7321 0.7292 -0.0029 -0.4% 0.7266
Range 0.0059 0.0051 -0.0008 -13.6% 0.0119
ATR 0.0070 0.0070 0.0000 -0.5% 0.0000
Volume 69,623 80,909 11,286 16.2% 480,370
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7438 0.7416 0.7320
R3 0.7387 0.7365 0.7306
R2 0.7336 0.7336 0.7301
R1 0.7314 0.7314 0.7297 0.7300
PP 0.7285 0.7285 0.7285 0.7278
S1 0.7263 0.7263 0.7287 0.7249
S2 0.7234 0.7234 0.7283
S3 0.7183 0.7212 0.7278
S4 0.7132 0.7161 0.7264
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% 0.0055 0.7% 58% False False 69,840
10 0.7342 0.7223 0.0119 1.6% 0.0057 0.8% 58% False False 88,251
20 0.7342 0.6992 0.0350 4.8% 0.0074 1.0% 86% False False 100,512
40 0.7342 0.6992 0.0350 4.8% 0.0067 0.9% 86% False False 92,171
60 0.7416 0.6992 0.0424 5.8% 0.0070 1.0% 71% False False 80,659
80 0.7416 0.6992 0.0424 5.8% 0.0069 0.9% 71% False False 60,557
100 0.7416 0.6880 0.0536 7.4% 0.0067 0.9% 77% False False 48,462
120 0.7416 0.6796 0.0620 8.5% 0.0071 1.0% 80% False False 40,398
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 True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7524
2.618 0.7441
1.618 0.7390
1.000 0.7358
0.618 0.7339
HIGH 0.7307
0.618 0.7288
0.500 0.7282
0.382 0.7275
LOW 0.7256
0.618 0.7224
1.000 0.7205
1.618 0.7173
2.618 0.7122
4.250 0.7039
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 0.7289 0.7299
PP 0.7285 0.7296
S1 0.7282 0.7294

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

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