CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 09-Nov-2020

Day Change Summary
	Previous	Current
	06-Nov-2020	09-Nov-2020	Change	Change %	Previous Week
Open	0.7264	0.7280	0.0016	0.2%	0.7021
High	0.7288	0.7342	0.0054	0.7%	0.7291
Low	0.7240	0.7268	0.0028	0.4%	0.6992
Close	0.7269	0.7294	0.0025	0.3%	0.7269
Range	0.0048	0.0074	0.0026	54.2%	0.0299
ATR	0.0080	0.0079	0.0000	-0.5%	0.0000
Volume	110,519	161,477	50,958	46.1%	635,953

Daily Pivots for day following 09-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7523	0.7483	0.7335
R3	0.7449	0.7409	0.7314
R2	0.7375	0.7375	0.7308
R1	0.7335	0.7335	0.7301	0.7355
PP	0.7301	0.7301	0.7301	0.7312
S1	0.7261	0.7261	0.7287	0.7281
S2	0.7227	0.7227	0.7280
S3	0.7153	0.7187	0.7274
S4	0.7079	0.7113	0.7253

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8081	0.7974	0.7433
R3	0.7782	0.7675	0.7351
R2	0.7483	0.7483	0.7324
R1	0.7376	0.7376	0.7296	0.7430
PP	0.7184	0.7184	0.7184	0.7211
S1	0.7077	0.7077	0.7242	0.7131
S2	0.6885	0.6885	0.7214
S3	0.6586	0.6778	0.7187
S4	0.6287	0.6479	0.7105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7342	0.7030	0.0312	4.3%	0.0117	1.6%	85%	True	False	141,869
10	0.7342	0.6992	0.0350	4.8%	0.0094	1.3%	86%	True	False	122,542
20	0.7342	0.6992	0.0350	4.8%	0.0076	1.0%	86%	True	False	104,635
40	0.7347	0.6992	0.0355	4.9%	0.0072	1.0%	85%	False	False	96,640
60	0.7416	0.6992	0.0424	5.8%	0.0071	1.0%	71%	False	False	70,517
80	0.7416	0.6976	0.0440	6.0%	0.0070	1.0%	72%	False	False	52,936
100	0.7416	0.6812	0.0604	8.3%	0.0069	0.9%	80%	False	False	42,363
120	0.7416	0.6509	0.0907	12.4%	0.0074	1.0%	87%	False	False	35,313

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	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7657
2.618	0.7536
1.618	0.7462
1.000	0.7416
0.618	0.7388
HIGH	0.7342
0.618	0.7314
0.500	0.7305
0.382	0.7296
LOW	0.7268
0.618	0.7222
1.000	0.7194
1.618	0.7148
2.618	0.7074
4.250	0.6954

Fisher Pivots for day following 09-Nov-2020
Pivot	1 day	3 day
R1	0.7305	0.7278
PP	0.7301	0.7261
S1	0.7298	0.7245

Download as Excel Spreadsheet

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

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