CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 0.7411 0.7436 0.0025 0.3% 0.7389
High 0.7486 0.7541 0.0055 0.7% 0.7451
Low 0.7405 0.7432 0.0027 0.4% 0.7340
Close 0.7438 0.7527 0.0090 1.2% 0.7440
Range 0.0081 0.0109 0.0029 35.4% 0.0111
ATR 0.0063 0.0066 0.0003 5.2% 0.0000
Volume 188,584 122,806 -65,778 -34.9% 415,027
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7827 0.7786 0.7587
R3 0.7718 0.7677 0.7557
R2 0.7609 0.7609 0.7547
R1 0.7568 0.7568 0.7537 0.7588
PP 0.7500 0.7500 0.7500 0.7510
S1 0.7459 0.7459 0.7517 0.7479
S2 0.7391 0.7391 0.7507
S3 0.7282 0.7350 0.7497
S4 0.7173 0.7241 0.7467
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7742 0.7701 0.7501
R3 0.7631 0.7591 0.7470
R2 0.7521 0.7521 0.7460
R1 0.7480 0.7480 0.7450 0.7501
PP 0.7410 0.7410 0.7410 0.7420
S1 0.7370 0.7370 0.7430 0.7390
S2 0.7300 0.7300 0.7420
S3 0.7189 0.7259 0.7410
S4 0.7079 0.7149 0.7379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7541 0.7373 0.0168 2.2% 0.0068 0.9% 92% True False 121,283
10 0.7541 0.7340 0.0201 2.7% 0.0061 0.8% 93% True False 101,666
20 0.7541 0.7223 0.0318 4.2% 0.0061 0.8% 96% True False 90,620
40 0.7541 0.6992 0.0549 7.3% 0.0068 0.9% 98% True False 98,320
60 0.7541 0.6992 0.0549 7.3% 0.0068 0.9% 98% True False 95,031
80 0.7541 0.6992 0.0549 7.3% 0.0068 0.9% 98% True False 77,801
100 0.7541 0.6992 0.0549 7.3% 0.0067 0.9% 98% True False 62,281
120 0.7541 0.6835 0.0706 9.4% 0.0066 0.9% 98% True False 51,913
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 0.0013
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8004
2.618 0.7826
1.618 0.7717
1.000 0.7650
0.618 0.7608
HIGH 0.7541
0.618 0.7499
0.500 0.7486
0.382 0.7473
LOW 0.7432
0.618 0.7364
1.000 0.7323
1.618 0.7255
2.618 0.7146
4.250 0.6968
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 0.7513 0.7508
PP 0.7500 0.7489
S1 0.7486 0.7470

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

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