CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 0.7389 0.7345 -0.0044 -0.6% 0.7304
High 0.7409 0.7375 -0.0034 -0.5% 0.7401
Low 0.7340 0.7343 0.0003 0.0% 0.7266
Close 0.7355 0.7365 0.0010 0.1% 0.7392
Range 0.0069 0.0032 -0.0037 -53.3% 0.0135
ATR 0.0067 0.0065 -0.0003 -3.7% 0.0000
Volume 88,022 75,469 -12,553 -14.3% 376,436
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7457 0.7443 0.7382
R3 0.7425 0.7411 0.7373
R2 0.7393 0.7393 0.7370
R1 0.7379 0.7379 0.7367 0.7386
PP 0.7361 0.7361 0.7361 0.7364
S1 0.7347 0.7347 0.7362 0.7354
S2 0.7329 0.7329 0.7359
S3 0.7297 0.7315 0.7356
S4 0.7265 0.7283 0.7347
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 0.7409 0.7287 0.0122 1.7% 0.0056 0.8% 64% False False 88,753
10 0.7409 0.7256 0.0153 2.1% 0.0057 0.8% 71% False False 82,910
20 0.7409 0.7030 0.0379 5.1% 0.0072 1.0% 88% False False 96,597
40 0.7409 0.6992 0.0417 5.7% 0.0067 0.9% 89% False False 92,352
60 0.7409 0.6992 0.0417 5.7% 0.0068 0.9% 89% False False 90,564
80 0.7416 0.6992 0.0424 5.8% 0.0067 0.9% 88% False False 68,179
100 0.7416 0.6924 0.0492 6.7% 0.0067 0.9% 90% False False 54,579
120 0.7416 0.6796 0.0620 8.4% 0.0068 0.9% 92% False False 45,493
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7511
2.618 0.7458
1.618 0.7426
1.000 0.7407
0.618 0.7394
HIGH 0.7375
0.618 0.7362
0.500 0.7359
0.382 0.7355
LOW 0.7343
0.618 0.7323
1.000 0.7311
1.618 0.7291
2.618 0.7259
4.250 0.7207
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 0.7363 0.7374
PP 0.7361 0.7371
S1 0.7359 0.7368

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.