CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 0.7304 0.7277 -0.0027 -0.4% 0.7268
High 0.7307 0.7326 0.0019 0.3% 0.7341
Low 0.7256 0.7267 0.0011 0.2% 0.7256
Close 0.7292 0.7313 0.0021 0.3% 0.7313
Range 0.0051 0.0059 0.0008 15.7% 0.0085
ATR 0.0070 0.0069 -0.0001 -1.1% 0.0000
Volume 80,909 72,147 -8,762 -10.8% 363,777
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7479 0.7455 0.7345
R3 0.7420 0.7396 0.7329
R2 0.7361 0.7361 0.7324
R1 0.7337 0.7337 0.7318 0.7349
PP 0.7302 0.7302 0.7302 0.7308
S1 0.7278 0.7278 0.7308 0.7290
S2 0.7243 0.7243 0.7302
S3 0.7184 0.7219 0.7297
S4 0.7125 0.7160 0.7281
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7558 0.7521 0.7360
R3 0.7473 0.7436 0.7336
R2 0.7388 0.7388 0.7329
R1 0.7351 0.7351 0.7321 0.7370
PP 0.7303 0.7303 0.7303 0.7313
S1 0.7266 0.7266 0.7305 0.7285
S2 0.7218 0.7218 0.7297
S3 0.7133 0.7181 0.7290
S4 0.7048 0.7096 0.7266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7341 0.7256 0.0085 1.2% 0.0056 0.8% 67% False False 72,755
10 0.7342 0.7223 0.0119 1.6% 0.0058 0.8% 76% False False 84,414
20 0.7342 0.6992 0.0350 4.8% 0.0074 1.0% 92% False False 99,677
40 0.7342 0.6992 0.0350 4.8% 0.0067 0.9% 92% False False 91,444
60 0.7416 0.6992 0.0424 5.8% 0.0070 1.0% 76% False False 81,854
80 0.7416 0.6992 0.0424 5.8% 0.0069 0.9% 76% False False 61,455
100 0.7416 0.6905 0.0511 7.0% 0.0067 0.9% 80% False False 49,183
120 0.7416 0.6796 0.0620 8.5% 0.0071 1.0% 83% False False 40,999
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 True
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7577
2.618 0.7480
1.618 0.7421
1.000 0.7385
0.618 0.7362
HIGH 0.7326
0.618 0.7303
0.500 0.7297
0.382 0.7290
LOW 0.7267
0.618 0.7231
1.000 0.7208
1.618 0.7172
2.618 0.7113
4.250 0.7016
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 0.7308 0.7307
PP 0.7302 0.7301
S1 0.7297 0.7295

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

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