CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	0.7273	0.7287	0.0014	0.2%	0.7021
High	0.7296	0.7320	0.0024	0.3%	0.7291
Low	0.7254	0.7261	0.0007	0.1%	0.6992
Close	0.7283	0.7277	-0.0006	-0.1%	0.7269
Range	0.0042	0.0059	0.0017	40.5%	0.0299
ATR	0.0077	0.0076	-0.0001	-1.7%	0.0000
Volume	105,047	75,966	-29,081	-27.7%	635,953

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7463	0.7429	0.7309
R3	0.7404	0.7370	0.7293
R2	0.7345	0.7345	0.7288
R1	0.7311	0.7311	0.7282	0.7299
PP	0.7286	0.7286	0.7286	0.7280
S1	0.7252	0.7252	0.7272	0.7240
S2	0.7227	0.7227	0.7266
S3	0.7168	0.7193	0.7261
S4	0.7109	0.7134	0.7245

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	0.7147	0.0195	2.7%	0.0073	1.0%	67%	False	False	113,866
10	0.7342	0.6992	0.0350	4.8%	0.0089	1.2%	81%	False	False	121,619
20	0.7342	0.6992	0.0350	4.8%	0.0076	1.0%	81%	False	False	106,021
40	0.7342	0.6992	0.0350	4.8%	0.0071	1.0%	81%	False	False	97,237
60	0.7416	0.6992	0.0424	5.8%	0.0071	1.0%	67%	False	False	73,528
80	0.7416	0.6992	0.0424	5.8%	0.0069	0.9%	67%	False	False	55,196
100	0.7416	0.6835	0.0581	8.0%	0.0068	0.9%	76%	False	False	44,171
120	0.7416	0.6520	0.0896	12.3%	0.0074	1.0%	84%	False	False	36,820

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	0.7571
2.618	0.7474
1.618	0.7415
1.000	0.7379
0.618	0.7356
HIGH	0.7320
0.618	0.7297
0.500	0.7291
0.382	0.7284
LOW	0.7261
0.618	0.7225
1.000	0.7202
1.618	0.7166
2.618	0.7107
4.250	0.7010

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	0.7291	0.7298
PP	0.7286	0.7291
S1	0.7282	0.7284

Download as Excel Spreadsheet

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

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