CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 10-Nov-2020

Day Change Summary
	Previous	Current
	09-Nov-2020	10-Nov-2020	Change	Change %	Previous Week
Open	0.7280	0.7273	-0.0007	-0.1%	0.7021
High	0.7342	0.7296	-0.0046	-0.6%	0.7291
Low	0.7268	0.7254	-0.0014	-0.2%	0.6992
Close	0.7294	0.7283	-0.0011	-0.2%	0.7269
Range	0.0074	0.0042	-0.0032	-43.2%	0.0299
ATR	0.0079	0.0077	-0.0003	-3.4%	0.0000
Volume	161,477	105,047	-56,430	-34.9%	635,953

Daily Pivots for day following 10-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7404	0.7385	0.7306
R3	0.7362	0.7343	0.7295
R2	0.7320	0.7320	0.7291
R1	0.7301	0.7301	0.7287	0.7311
PP	0.7278	0.7278	0.7278	0.7282
S1	0.7259	0.7259	0.7279	0.7269
S2	0.7236	0.7236	0.7275
S3	0.7194	0.7217	0.7271
S4	0.7152	0.7175	0.7260

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	0.7051	0.0291	4.0%	0.0096	1.3%	80%	False	False	139,084
10	0.7342	0.6992	0.0350	4.8%	0.0095	1.3%	83%	False	False	126,476
20	0.7342	0.6992	0.0350	4.8%	0.0075	1.0%	83%	False	False	105,800
40	0.7347	0.6992	0.0355	4.9%	0.0071	1.0%	82%	False	False	97,507
60	0.7416	0.6992	0.0424	5.8%	0.0071	1.0%	69%	False	False	72,265
80	0.7416	0.6992	0.0424	5.8%	0.0070	1.0%	69%	False	False	54,248
100	0.7416	0.6812	0.0604	8.3%	0.0068	0.9%	78%	False	False	43,413
120	0.7416	0.6509	0.0907	12.5%	0.0074	1.0%	85%	False	False	36,188

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7475
2.618	0.7406
1.618	0.7364
1.000	0.7338
0.618	0.7322
HIGH	0.7296
0.618	0.7280
0.500	0.7275
0.382	0.7270
LOW	0.7254
0.618	0.7228
1.000	0.7212
1.618	0.7186
2.618	0.7144
4.250	0.7076

Fisher Pivots for day following 10-Nov-2020
Pivot	1 day	3 day
R1	0.7280	0.7291
PP	0.7278	0.7288
S1	0.7275	0.7286

Download as Excel Spreadsheet

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

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