CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 12-Oct-2020

Day Change Summary
	Previous	Current
	09-Oct-2020	12-Oct-2020	Change	Change %	Previous Week
Open	0.7168	0.7230	0.0062	0.9%	0.7164
High	0.7245	0.7237	-0.0008	-0.1%	0.7245
Low	0.7168	0.7203	0.0035	0.5%	0.7098
Close	0.7234	0.7214	-0.0020	-0.3%	0.7234
Range	0.0077	0.0034	-0.0043	-55.8%	0.0147
ATR	0.0069	0.0067	-0.0003	-3.6%	0.0000
Volume	71,746	70,031	-1,715	-2.4%	364,884

Daily Pivots for day following 12-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7320	0.7301	0.7233
R3	0.7286	0.7267	0.7223
R2	0.7252	0.7252	0.7220
R1	0.7233	0.7233	0.7217	0.7226
PP	0.7218	0.7218	0.7218	0.7214
S1	0.7199	0.7199	0.7211	0.7192
S2	0.7184	0.7184	0.7208
S3	0.7150	0.7165	0.7205
S4	0.7116	0.7131	0.7195

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7633	0.7581	0.7315
R3	0.7486	0.7434	0.7274
R2	0.7339	0.7339	0.7261
R1	0.7287	0.7287	0.7247	0.7313
PP	0.7192	0.7192	0.7192	0.7206
S1	0.7140	0.7140	0.7221	0.7166
S2	0.7045	0.7045	0.7207
S3	0.6898	0.6993	0.7194
S4	0.6751	0.6846	0.7153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7245	0.7098	0.0147	2.0%	0.0065	0.9%	79%	False	False	75,760
10	0.7245	0.7071	0.0174	2.4%	0.0062	0.9%	82%	False	False	80,947
20	0.7347	0.7008	0.0339	4.7%	0.0069	1.0%	61%	False	False	88,645
40	0.7416	0.7008	0.0408	5.7%	0.0069	1.0%	50%	False	False	53,458
60	0.7416	0.6976	0.0440	6.1%	0.0068	0.9%	54%	False	False	35,703
80	0.7416	0.6812	0.0604	8.4%	0.0067	0.9%	67%	False	False	26,794
100	0.7416	0.6509	0.0907	12.6%	0.0074	1.0%	78%	False	False	21,448
120	0.7416	0.6294	0.1122	15.6%	0.0072	1.0%	82%	False	False	17,875

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7382
2.618	0.7326
1.618	0.7292
1.000	0.7271
0.618	0.7258
HIGH	0.7237
0.618	0.7224
0.500	0.7220
0.382	0.7216
LOW	0.7203
0.618	0.7182
1.000	0.7169
1.618	0.7148
2.618	0.7114
4.250	0.7059

Fisher Pivots for day following 12-Oct-2020
Pivot	1 day	3 day
R1	0.7220	0.7204
PP	0.7218	0.7194
S1	0.7216	0.7185

Download as Excel Spreadsheet

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

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