CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 0.7304 0.7287 -0.0017 -0.2% 0.7268
High 0.7339 0.7369 0.0030 0.4% 0.7341
Low 0.7266 0.7287 0.0021 0.3% 0.7256
Close 0.7292 0.7355 0.0063 0.9% 0.7313
Range 0.0073 0.0082 0.0010 13.1% 0.0085
ATR 0.0069 0.0070 0.0001 1.3% 0.0000
Volume 96,162 114,142 17,980 18.7% 363,777
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7583 0.7551 0.7400
R3 0.7501 0.7469 0.7378
R2 0.7419 0.7419 0.7370
R1 0.7387 0.7387 0.7363 0.7403
PP 0.7337 0.7337 0.7337 0.7345
S1 0.7305 0.7305 0.7347 0.7321
S2 0.7255 0.7255 0.7340
S3 0.7173 0.7223 0.7332
S4 0.7091 0.7141 0.7310
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 0.7369 0.7256 0.0113 1.5% 0.0065 0.9% 88% True False 86,596
10 0.7369 0.7223 0.0146 2.0% 0.0062 0.8% 91% True False 78,792
20 0.7369 0.6992 0.0377 5.1% 0.0078 1.1% 96% True False 102,634
40 0.7369 0.6992 0.0377 5.1% 0.0068 0.9% 96% True False 92,795
60 0.7416 0.6992 0.0424 5.8% 0.0070 0.9% 86% False False 85,324
80 0.7416 0.6992 0.0424 5.8% 0.0068 0.9% 86% False False 64,072
100 0.7416 0.6924 0.0492 6.7% 0.0067 0.9% 88% False False 51,284
120 0.7416 0.6796 0.0620 8.4% 0.0071 1.0% 90% False False 42,751
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7717
2.618 0.7583
1.618 0.7501
1.000 0.7451
0.618 0.7419
HIGH 0.7369
0.618 0.7337
0.500 0.7328
0.382 0.7318
LOW 0.7287
0.618 0.7236
1.000 0.7205
1.618 0.7154
2.618 0.7072
4.250 0.6938
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 0.7346 0.7342
PP 0.7337 0.7330
S1 0.7328 0.7317

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

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