CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 0.7277 0.7304 0.0027 0.4% 0.7268
High 0.7326 0.7339 0.0013 0.2% 0.7341
Low 0.7267 0.7266 -0.0001 0.0% 0.7256
Close 0.7313 0.7292 -0.0021 -0.3% 0.7313
Range 0.0059 0.0073 0.0014 22.9% 0.0085
ATR 0.0069 0.0069 0.0000 0.4% 0.0000
Volume 72,147 96,162 24,015 33.3% 363,777
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7516 0.7477 0.7332
R3 0.7444 0.7404 0.7312
R2 0.7371 0.7371 0.7305
R1 0.7332 0.7332 0.7299 0.7315
PP 0.7299 0.7299 0.7299 0.7291
S1 0.7259 0.7259 0.7285 0.7243
S2 0.7226 0.7226 0.7279
S3 0.7154 0.7187 0.7272
S4 0.7081 0.7114 0.7252
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% 0.0059 0.8% 42% False False 77,067
10 0.7341 0.7223 0.0118 1.6% 0.0058 0.8% 58% False False 77,883
20 0.7342 0.6992 0.0350 4.8% 0.0076 1.0% 86% False False 100,213
40 0.7342 0.6992 0.0350 4.8% 0.0068 0.9% 86% False False 92,025
60 0.7416 0.6992 0.0424 5.8% 0.0069 1.0% 71% False False 83,439
80 0.7416 0.6992 0.0424 5.8% 0.0068 0.9% 71% False False 62,651
100 0.7416 0.6916 0.0500 6.9% 0.0067 0.9% 75% False False 50,143
120 0.7416 0.6796 0.0620 8.5% 0.0071 1.0% 80% False False 41,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7647
2.618 0.7528
1.618 0.7456
1.000 0.7411
0.618 0.7383
HIGH 0.7339
0.618 0.7311
0.500 0.7302
0.382 0.7294
LOW 0.7266
0.618 0.7221
1.000 0.7194
1.618 0.7149
2.618 0.7076
4.250 0.6958
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 0.7302 0.7297
PP 0.7299 0.7296
S1 0.7295 0.7294

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.