CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 21-Oct-2020

Day Change Summary
	Previous	Current
	20-Oct-2020	21-Oct-2020	Change	Change %	Previous Week
Open	0.7065	0.7048	-0.0017	-0.2%	0.7230
High	0.7074	0.7138	0.0064	0.9%	0.7237
Low	0.7022	0.7048	0.0026	0.4%	0.7057
Close	0.7066	0.7128	0.0062	0.9%	0.7087
Range	0.0052	0.0090	0.0038	73.1%	0.0180
ATR	0.0063	0.0065	0.0002	3.0%	0.0000
Volume	84,504	97,962	13,458	15.9%	421,055

Daily Pivots for day following 21-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7375	0.7341	0.7178
R3	0.7285	0.7251	0.7153
R2	0.7195	0.7195	0.7145
R1	0.7161	0.7161	0.7136	0.7178
PP	0.7105	0.7105	0.7105	0.7113
S1	0.7071	0.7071	0.7120	0.7088
S2	0.7015	0.7015	0.7112
S3	0.6925	0.6981	0.7103
S4	0.6835	0.6891	0.7079

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	0.7169	0.7022	0.0147	2.1%	0.0067	0.9%	72%	False	False	92,097
10	0.7245	0.7022	0.0223	3.1%	0.0060	0.8%	48%	False	False	81,884
20	0.7245	0.7008	0.0237	3.3%	0.0062	0.9%	51%	False	False	86,391
40	0.7416	0.7008	0.0408	5.7%	0.0069	1.0%	29%	False	False	68,760
60	0.7416	0.7008	0.0408	5.7%	0.0067	0.9%	29%	False	False	45,921
80	0.7416	0.6835	0.0581	8.2%	0.0065	0.9%	50%	False	False	34,460
100	0.7416	0.6777	0.0639	9.0%	0.0072	1.0%	55%	False	False	27,584
120	0.7416	0.6379	0.1037	14.5%	0.0072	1.0%	72%	False	False	22,990

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7521
2.618	0.7374
1.618	0.7284
1.000	0.7228
0.618	0.7194
HIGH	0.7138
0.618	0.7104
0.500	0.7093
0.382	0.7082
LOW	0.7048
0.618	0.6992
1.000	0.6958
1.618	0.6902
2.618	0.6812
4.250	0.6666

Fisher Pivots for day following 21-Oct-2020
Pivot	1 day	3 day
R1	0.7116	0.7112
PP	0.7105	0.7096
S1	0.7093	0.7080

Download as Excel Spreadsheet

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

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