CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 0.7287 0.7280 -0.0007 -0.1% 0.7021
High 0.7320 0.7295 -0.0025 -0.3% 0.7291
Low 0.7261 0.7225 -0.0036 -0.5% 0.6992
Close 0.7277 0.7239 -0.0038 -0.5% 0.7269
Range 0.0059 0.0070 0.0011 18.6% 0.0299
ATR 0.0076 0.0075 0.0000 -0.5% 0.0000
Volume 75,966 80,309 4,343 5.7% 635,953
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7463 0.7421 0.7278
R3 0.7393 0.7351 0.7258
R2 0.7323 0.7323 0.7252
R1 0.7281 0.7281 0.7245 0.7267
PP 0.7253 0.7253 0.7253 0.7246
S1 0.7211 0.7211 0.7233 0.7197
S2 0.7183 0.7183 0.7226
S3 0.7113 0.7141 0.7220
S4 0.7043 0.7071 0.7201
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 0.7225 0.0117 1.6% 0.0059 0.8% 12% False True 106,663
10 0.7342 0.6992 0.0350 4.8% 0.0088 1.2% 71% False False 117,867
20 0.7342 0.6992 0.0350 4.8% 0.0074 1.0% 71% False False 104,024
40 0.7342 0.6992 0.0350 4.8% 0.0071 1.0% 71% False False 96,940
60 0.7416 0.6992 0.0424 5.9% 0.0071 1.0% 58% False False 74,862
80 0.7416 0.6992 0.0424 5.9% 0.0069 1.0% 58% False False 56,199
100 0.7416 0.6835 0.0581 8.0% 0.0067 0.9% 70% False False 44,973
120 0.7416 0.6568 0.0848 11.7% 0.0073 1.0% 79% False False 37,490
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 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7593
2.618 0.7478
1.618 0.7408
1.000 0.7365
0.618 0.7338
HIGH 0.7295
0.618 0.7268
0.500 0.7260
0.382 0.7252
LOW 0.7225
0.618 0.7182
1.000 0.7155
1.618 0.7112
2.618 0.7042
4.250 0.6928
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 0.7260 0.7273
PP 0.7253 0.7261
S1 0.7246 0.7250

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

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