CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	0.7021	0.7052	0.0031	0.4%	0.7141
High	0.7059	0.7176	0.0117	1.7%	0.7159
Low	0.6992	0.7030	0.0038	0.5%	0.7003
Close	0.7050	0.7143	0.0093	1.3%	0.7030
Range	0.0067	0.0146	0.0079	117.9%	0.0156
ATR	0.0064	0.0070	0.0006	9.0%	0.0000
Volume	88,084	118,970	30,886	35.1%	513,453

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7554	0.7495	0.7223
R3	0.7408	0.7349	0.7183
R2	0.7262	0.7262	0.7170
R1	0.7203	0.7203	0.7156	0.7233
PP	0.7116	0.7116	0.7116	0.7131
S1	0.7057	0.7057	0.7130	0.7087
S2	0.6970	0.6970	0.7116
S3	0.6824	0.6911	0.7103
S4	0.6678	0.6765	0.7063

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	0.7176	0.6992	0.0184	2.6%	0.0093	1.3%	82%	True	False	113,867
10	0.7176	0.6992	0.0184	2.6%	0.0073	1.0%	82%	True	False	98,651
20	0.7245	0.6992	0.0253	3.5%	0.0065	0.9%	60%	False	False	88,942
40	0.7347	0.6992	0.0355	5.0%	0.0068	0.9%	43%	False	False	89,526
60	0.7416	0.6992	0.0424	5.9%	0.0067	0.9%	36%	False	False	60,688
80	0.7416	0.6924	0.0492	6.9%	0.0067	0.9%	45%	False	False	45,561
100	0.7416	0.6796	0.0620	8.7%	0.0068	1.0%	56%	False	False	36,461
120	0.7416	0.6405	0.1011	14.2%	0.0073	1.0%	73%	False	False	30,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 101 trading days

Fibonacci Retracements and Extensions
4.250	0.7797
2.618	0.7558
1.618	0.7412
1.000	0.7322
0.618	0.7266
HIGH	0.7176
0.618	0.7120
0.500	0.7103
0.382	0.7086
LOW	0.7030
0.618	0.6940
1.000	0.6884
1.618	0.6794
2.618	0.6648
4.250	0.6410

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	0.7130	0.7123
PP	0.7116	0.7104
S1	0.7103	0.7084

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

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