CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 27-Oct-2020

Day Change Summary
	Previous	Current
	26-Oct-2020	27-Oct-2020	Change	Change %	Previous Week
Open	0.7141	0.7123	-0.0018	-0.3%	0.7080
High	0.7148	0.7149	0.0001	0.0%	0.7160
Low	0.7104	0.7117	0.0013	0.2%	0.7022
Close	0.7127	0.7134	0.0007	0.1%	0.7135
Range	0.0044	0.0032	-0.0012	-27.3%	0.0138
ATR	0.0062	0.0060	-0.0002	-3.4%	0.0000
Volume	85,454	65,715	-19,739	-23.1%	430,805

Daily Pivots for day following 27-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7229	0.7214	0.7152
R3	0.7197	0.7182	0.7143
R2	0.7165	0.7165	0.7140
R1	0.7150	0.7150	0.7137	0.7158
PP	0.7133	0.7133	0.7133	0.7137
S1	0.7118	0.7118	0.7131	0.7126
S2	0.7101	0.7101	0.7128
S3	0.7069	0.7086	0.7125
S4	0.7037	0.7054	0.7116

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	0.7048	0.0112	1.6%	0.0053	0.7%	77%	False	False	83,434
10	0.7193	0.7022	0.0171	2.4%	0.0055	0.8%	65%	False	False	85,125
20	0.7245	0.7022	0.0223	3.1%	0.0058	0.8%	50%	False	False	82,957
40	0.7416	0.7008	0.0408	5.7%	0.0066	0.9%	31%	False	False	76,669
60	0.7416	0.7008	0.0408	5.7%	0.0065	0.9%	31%	False	False	51,218
80	0.7416	0.6924	0.0492	6.9%	0.0064	0.9%	43%	False	False	38,447
100	0.7416	0.6796	0.0620	8.7%	0.0069	1.0%	55%	False	False	30,775
120	0.7416	0.6405	0.1011	14.2%	0.0072	1.0%	72%	False	False	25,649

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7285
2.618	0.7233
1.618	0.7201
1.000	0.7181
0.618	0.7169
HIGH	0.7149
0.618	0.7137
0.500	0.7133
0.382	0.7129
LOW	0.7117
0.618	0.7097
1.000	0.7085
1.618	0.7065
2.618	0.7033
4.250	0.6981

Fisher Pivots for day following 27-Oct-2020
Pivot	1 day	3 day
R1	0.7134	0.7133
PP	0.7133	0.7132
S1	0.7133	0.7132

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

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