CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 30-Oct-2020

Day Change Summary
	Previous	Current
	29-Oct-2020	30-Oct-2020	Change	Change %	Previous Week
Open	0.7049	0.7031	-0.0018	-0.3%	0.7141
High	0.7077	0.7073	-0.0004	-0.1%	0.7159
Low	0.7003	0.7013	0.0010	0.1%	0.7003
Close	0.7027	0.7030	0.0003	0.0%	0.7030
Range	0.0074	0.0060	-0.0014	-18.9%	0.0156
ATR	0.0065	0.0064	0.0000	-0.5%	0.0000
Volume	117,832	119,918	2,086	1.8%	513,453

Daily Pivots for day following 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7219	0.7184	0.7063
R3	0.7159	0.7124	0.7047
R2	0.7099	0.7099	0.7041
R1	0.7064	0.7064	0.7036	0.7052
PP	0.7039	0.7039	0.7039	0.7032
S1	0.7004	0.7004	0.7025	0.6992
S2	0.6979	0.6979	0.7019
S3	0.6919	0.6944	0.7014
S4	0.6859	0.6884	0.6997

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7532	0.7437	0.7116
R3	0.7376	0.7281	0.7073
R2	0.7220	0.7220	0.7059
R1	0.7125	0.7125	0.7044	0.7095
PP	0.7064	0.7064	0.7064	0.7049
S1	0.6969	0.6969	0.7016	0.6939
S2	0.6908	0.6908	0.7001
S3	0.6752	0.6813	0.6987
S4	0.6596	0.6657	0.6944

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7159	0.7003	0.0156	2.2%	0.0066	0.9%	17%	False	False	102,690
10	0.7160	0.7003	0.0157	2.2%	0.0063	0.9%	17%	False	False	94,425
20	0.7245	0.7003	0.0242	3.4%	0.0061	0.9%	11%	False	False	86,509
40	0.7347	0.7003	0.0344	4.9%	0.0067	1.0%	8%	False	False	85,606
60	0.7416	0.7003	0.0413	5.9%	0.0066	0.9%	7%	False	False	57,243
80	0.7416	0.6924	0.0492	7.0%	0.0065	0.9%	22%	False	False	42,974
100	0.7416	0.6796	0.0620	8.8%	0.0069	1.0%	38%	False	False	34,394
120	0.7416	0.6405	0.1011	14.4%	0.0072	1.0%	62%	False	False	28,668

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7328
2.618	0.7230
1.618	0.7170
1.000	0.7133
0.618	0.7110
HIGH	0.7073
0.618	0.7050
0.500	0.7043
0.382	0.7036
LOW	0.7013
0.618	0.6976
1.000	0.6953
1.618	0.6916
2.618	0.6856
4.250	0.6758

Fisher Pivots for day following 30-Oct-2020
Pivot	1 day	3 day
R1	0.7043	0.7081
PP	0.7039	0.7064
S1	0.7034	0.7047

Download as Excel Spreadsheet

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

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