CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 23-Oct-2020

Day Change Summary
	Previous	Current
	22-Oct-2020	23-Oct-2020	Change	Change %	Previous Week
Open	0.7115	0.7117	0.0002	0.0%	0.7080
High	0.7127	0.7160	0.0033	0.5%	0.7160
Low	0.7087	0.7103	0.0016	0.2%	0.7022
Close	0.7115	0.7135	0.0020	0.3%	0.7135
Range	0.0040	0.0057	0.0017	42.5%	0.0138
ATR	0.0063	0.0063	0.0000	-0.7%	0.0000
Volume	79,198	88,845	9,647	12.2%	430,805

Daily Pivots for day following 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7304	0.7276	0.7166
R3	0.7247	0.7219	0.7151
R2	0.7190	0.7190	0.7145
R1	0.7162	0.7162	0.7140	0.7176
PP	0.7133	0.7133	0.7133	0.7140
S1	0.7105	0.7105	0.7130	0.7119
S2	0.7076	0.7076	0.7125
S3	0.7019	0.7048	0.7119
S4	0.6962	0.6991	0.7104

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7520	0.7465	0.7211
R3	0.7382	0.7327	0.7173
R2	0.7244	0.7244	0.7160
R1	0.7189	0.7189	0.7148	0.7217
PP	0.7106	0.7106	0.7106	0.7119
S1	0.7051	0.7051	0.7122	0.7079
S2	0.6968	0.6968	0.7110
S3	0.6830	0.6913	0.7097
S4	0.6692	0.6775	0.7059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7160	0.7022	0.0138	1.9%	0.0059	0.8%	82%	True	False	86,161
10	0.7237	0.7022	0.0215	3.0%	0.0057	0.8%	53%	False	False	85,186
20	0.7245	0.7022	0.0223	3.1%	0.0060	0.8%	51%	False	False	83,210
40	0.7416	0.7008	0.0408	5.7%	0.0068	1.0%	31%	False	False	72,943
60	0.7416	0.7008	0.0408	5.7%	0.0067	0.9%	31%	False	False	48,714
80	0.7416	0.6905	0.0511	7.2%	0.0065	0.9%	45%	False	False	36,559
100	0.7416	0.6796	0.0620	8.7%	0.0070	1.0%	55%	False	False	29,264
120	0.7416	0.6386	0.1030	14.4%	0.0072	1.0%	73%	False	False	24,390

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7402
2.618	0.7309
1.618	0.7252
1.000	0.7217
0.618	0.7195
HIGH	0.7160
0.618	0.7138
0.500	0.7132
0.382	0.7125
LOW	0.7103
0.618	0.7068
1.000	0.7046
1.618	0.7011
2.618	0.6954
4.250	0.6861

Fisher Pivots for day following 23-Oct-2020
Pivot	1 day	3 day
R1	0.7134	0.7125
PP	0.7133	0.7114
S1	0.7132	0.7104

Download as Excel Spreadsheet

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

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