CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 19-Oct-2020

Day Change Summary
	Previous	Current
	16-Oct-2020	19-Oct-2020	Change	Change %	Previous Week
Open	0.7094	0.7080	-0.0014	-0.2%	0.7230
High	0.7098	0.7116	0.0018	0.3%	0.7237
Low	0.7072	0.7059	-0.0013	-0.2%	0.7057
Close	0.7087	0.7065	-0.0022	-0.3%	0.7087
Range	0.0026	0.0057	0.0031	119.2%	0.0180
ATR	0.0065	0.0064	-0.0001	-0.9%	0.0000
Volume	77,471	80,296	2,825	3.6%	421,055

Daily Pivots for day following 19-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7251	0.7215	0.7096
R3	0.7194	0.7158	0.7081
R2	0.7137	0.7137	0.7075
R1	0.7101	0.7101	0.7070	0.7091
PP	0.7080	0.7080	0.7080	0.7075
S1	0.7044	0.7044	0.7060	0.7034
S2	0.7023	0.7023	0.7055
S3	0.6966	0.6987	0.7049
S4	0.6909	0.6930	0.7034

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7667	0.7557	0.7186
R3	0.7487	0.7377	0.7137
R2	0.7307	0.7307	0.7120
R1	0.7197	0.7197	0.7104	0.7162
PP	0.7127	0.7127	0.7127	0.7110
S1	0.7017	0.7017	0.7071	0.6982
S2	0.6947	0.6947	0.7054
S3	0.6767	0.6837	0.7038
S4	0.6587	0.6657	0.6988

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7212	0.7057	0.0155	2.2%	0.0059	0.8%	5%	False	False	86,264
10	0.7245	0.7057	0.0188	2.7%	0.0062	0.9%	4%	False	False	81,012
20	0.7245	0.7008	0.0237	3.4%	0.0064	0.9%	24%	False	False	88,631
40	0.7416	0.7008	0.0408	5.8%	0.0068	1.0%	14%	False	False	64,211
60	0.7416	0.7008	0.0408	5.8%	0.0067	0.9%	14%	False	False	42,883
80	0.7416	0.6835	0.0581	8.2%	0.0065	0.9%	40%	False	False	32,180
100	0.7416	0.6619	0.0797	11.3%	0.0072	1.0%	56%	False	False	25,760
120	0.7416	0.6379	0.1037	14.7%	0.0072	1.0%	66%	False	False	21,469

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

Fibonacci Retracements and Extensions
4.250	0.7358
2.618	0.7265
1.618	0.7208
1.000	0.7173
0.618	0.7151
HIGH	0.7116
0.618	0.7094
0.500	0.7088
0.382	0.7081
LOW	0.7059
0.618	0.7024
1.000	0.7002
1.618	0.6967
2.618	0.6910
4.250	0.6817

Fisher Pivots for day following 19-Oct-2020
Pivot	1 day	3 day
R1	0.7088	0.7113
PP	0.7080	0.7097
S1	0.7073	0.7081

Download as Excel Spreadsheet

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

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