CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 0.7345 0.7374 0.0029 0.4% 0.7304
High 0.7375 0.7421 0.0046 0.6% 0.7401
Low 0.7343 0.7352 0.0010 0.1% 0.7266
Close 0.7365 0.7402 0.0038 0.5% 0.7392
Range 0.0032 0.0069 0.0037 114.1% 0.0135
ATR 0.0065 0.0065 0.0000 0.4% 0.0000
Volume 75,469 83,686 8,217 10.9% 376,436
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7597 0.7568 0.7440
R3 0.7529 0.7500 0.7421
R2 0.7460 0.7460 0.7415
R1 0.7431 0.7431 0.7408 0.7446
PP 0.7392 0.7392 0.7392 0.7399
S1 0.7363 0.7363 0.7396 0.7377
S2 0.7323 0.7323 0.7389
S3 0.7255 0.7294 0.7383
S4 0.7186 0.7226 0.7364
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 0.7421 0.7327 0.0094 1.3% 0.0053 0.7% 80% True False 82,661
10 0.7421 0.7256 0.0165 2.2% 0.0059 0.8% 89% True False 84,629
20 0.7421 0.7051 0.0370 5.0% 0.0068 0.9% 95% True False 94,832
40 0.7421 0.6992 0.0429 5.8% 0.0066 0.9% 96% True False 91,887
60 0.7421 0.6992 0.0429 5.8% 0.0068 0.9% 96% True False 91,295
80 0.7421 0.6992 0.0429 5.8% 0.0067 0.9% 96% True False 69,224
100 0.7421 0.6924 0.0497 6.7% 0.0067 0.9% 96% True False 55,415
120 0.7421 0.6796 0.0625 8.4% 0.0068 0.9% 97% True False 46,189
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 False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7712
2.618 0.7600
1.618 0.7531
1.000 0.7489
0.618 0.7463
HIGH 0.7421
0.618 0.7394
0.500 0.7386
0.382 0.7378
LOW 0.7352
0.618 0.7310
1.000 0.7284
1.618 0.7241
2.618 0.7173
4.250 0.7061
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 0.7397 0.7395
PP 0.7392 0.7388
S1 0.7386 0.7380

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

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