CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 13-Oct-2020

Day Change Summary
	Previous	Current
	12-Oct-2020	13-Oct-2020	Change	Change %	Previous Week
Open	0.7230	0.7210	-0.0020	-0.3%	0.7164
High	0.7237	0.7212	-0.0025	-0.3%	0.7245
Low	0.7203	0.7152	-0.0051	-0.7%	0.7098
Close	0.7214	0.7155	-0.0059	-0.8%	0.7234
Range	0.0034	0.0060	0.0026	76.5%	0.0147
ATR	0.0067	0.0066	0.0000	-0.5%	0.0000
Volume	70,031	81,746	11,715	16.7%	364,884

Daily Pivots for day following 13-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7353	0.7314	0.7188
R3	0.7293	0.7254	0.7172
R2	0.7233	0.7233	0.7166
R1	0.7194	0.7194	0.7161	0.7184
PP	0.7173	0.7173	0.7173	0.7168
S1	0.7134	0.7134	0.7150	0.7124
S2	0.7113	0.7113	0.7144
S3	0.7053	0.7074	0.7139
S4	0.6993	0.7014	0.7122

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	2.1%	0.0055	0.8%	39%	False	False	71,650
10	0.7245	0.7098	0.0147	2.1%	0.0061	0.8%	39%	False	False	80,788
20	0.7347	0.7008	0.0339	4.7%	0.0068	1.0%	43%	False	False	89,213
40	0.7416	0.7008	0.0408	5.7%	0.0069	1.0%	36%	False	False	55,498
60	0.7416	0.7008	0.0408	5.7%	0.0068	1.0%	36%	False	False	37,064
80	0.7416	0.6812	0.0604	8.4%	0.0066	0.9%	57%	False	False	27,816
100	0.7416	0.6509	0.0907	12.7%	0.0074	1.0%	71%	False	False	22,266
120	0.7416	0.6341	0.1075	15.0%	0.0071	1.0%	76%	False	False	18,556

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7467
2.618	0.7369
1.618	0.7309
1.000	0.7272
0.618	0.7249
HIGH	0.7212
0.618	0.7189
0.500	0.7182
0.382	0.7175
LOW	0.7152
0.618	0.7115
1.000	0.7092
1.618	0.7055
2.618	0.6995
4.250	0.6897

Fisher Pivots for day following 13-Oct-2020
Pivot	1 day	3 day
R1	0.7182	0.7199
PP	0.7173	0.7184
S1	0.7164	0.7170

Download as Excel Spreadsheet

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

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