CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 0.7361 0.7364 0.0004 0.0% 0.7304
High 0.7375 0.7401 0.0026 0.4% 0.7401
Low 0.7327 0.7354 0.0027 0.4% 0.7266
Close 0.7367 0.7392 0.0025 0.3% 0.7392
Range 0.0048 0.0047 -0.0001 -2.1% 0.0135
ATR 0.0069 0.0067 -0.0002 -2.3% 0.0000
Volume 83,782 82,350 -1,432 -1.7% 376,436
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7523 0.7504 0.7417
R3 0.7476 0.7457 0.7404
R2 0.7429 0.7429 0.7400
R1 0.7410 0.7410 0.7396 0.7420
PP 0.7382 0.7382 0.7382 0.7387
S1 0.7363 0.7363 0.7387 0.7373
S2 0.7335 0.7335 0.7383
S3 0.7288 0.7316 0.7379
S4 0.7241 0.7269 0.7366
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7756 0.7708 0.7465
R3 0.7622 0.7574 0.7428
R2 0.7487 0.7487 0.7416
R1 0.7439 0.7439 0.7404 0.7463
PP 0.7353 0.7353 0.7353 0.7365
S1 0.7305 0.7305 0.7379 0.7329
S2 0.7218 0.7218 0.7367
S3 0.7084 0.7170 0.7355
S4 0.6949 0.7036 0.7318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7401 0.7266 0.0135 1.8% 0.0062 0.8% 93% True False 89,716
10 0.7401 0.7223 0.0178 2.4% 0.0058 0.8% 95% True False 79,778
20 0.7401 0.6992 0.0409 5.5% 0.0073 1.0% 98% True False 98,822
40 0.7401 0.6992 0.0409 5.5% 0.0067 0.9% 98% True False 92,152
60 0.7401 0.6992 0.0409 5.5% 0.0069 0.9% 98% True False 88,034
80 0.7416 0.6992 0.0424 5.7% 0.0068 0.9% 94% False False 66,140
100 0.7416 0.6924 0.0492 6.7% 0.0067 0.9% 95% False False 52,945
120 0.7416 0.6796 0.0620 8.4% 0.0070 0.9% 96% False False 44,134
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7600
2.618 0.7524
1.618 0.7477
1.000 0.7448
0.618 0.7430
HIGH 0.7401
0.618 0.7383
0.500 0.7377
0.382 0.7371
LOW 0.7354
0.618 0.7324
1.000 0.7307
1.618 0.7277
2.618 0.7230
4.250 0.7154
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 0.7387 0.7376
PP 0.7382 0.7360
S1 0.7377 0.7344

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.