CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 0.7166 0.7170 0.0004 0.1% 0.7141
High 0.7224 0.7291 0.0067 0.9% 0.7159
Low 0.7051 0.7147 0.0096 1.4% 0.7003
Close 0.7191 0.7287 0.0096 1.3% 0.7030
Range 0.0173 0.0144 -0.0029 -16.8% 0.0156
ATR 0.0078 0.0082 0.0005 6.1% 0.0000
Volume 202,059 116,321 -85,738 -42.4% 513,453
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7674 0.7624 0.7366
R3 0.7530 0.7480 0.7327
R2 0.7386 0.7386 0.7313
R1 0.7336 0.7336 0.7300 0.7361
PP 0.7242 0.7242 0.7242 0.7254
S1 0.7192 0.7192 0.7274 0.7217
S2 0.7098 0.7098 0.7261
S3 0.6954 0.7048 0.7247
S4 0.6810 0.6904 0.7208
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 0.7291 0.6992 0.0299 4.1% 0.0118 1.6% 99% True False 129,070
10 0.7291 0.6992 0.0299 4.1% 0.0092 1.3% 99% True False 112,773
20 0.7291 0.6992 0.0299 4.1% 0.0075 1.0% 99% True False 98,124
40 0.7347 0.6992 0.0355 4.9% 0.0071 1.0% 83% False False 93,047
60 0.7416 0.6992 0.0424 5.8% 0.0071 1.0% 70% False False 65,988
80 0.7416 0.6966 0.0450 6.2% 0.0069 1.0% 71% False False 49,537
100 0.7416 0.6812 0.0604 8.3% 0.0069 0.9% 79% False False 39,644
120 0.7416 0.6509 0.0907 12.4% 0.0074 1.0% 86% False False 33,046
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7903
2.618 0.7668
1.618 0.7524
1.000 0.7435
0.618 0.7380
HIGH 0.7291
0.618 0.7236
0.500 0.7219
0.382 0.7202
LOW 0.7147
0.618 0.7058
1.000 0.7003
1.618 0.6914
2.618 0.6770
4.250 0.6535
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 0.7264 0.7245
PP 0.7242 0.7203
S1 0.7219 0.7161

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

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