CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 16-Nov-2020

Day Change Summary
	Previous	Current
	13-Nov-2020	16-Nov-2020	Change	Change %	Previous Week
Open	0.7233	0.7268	0.0035	0.5%	0.7280
High	0.7275	0.7328	0.0053	0.7%	0.7342
Low	0.7223	0.7268	0.0045	0.6%	0.7223
Close	0.7266	0.7315	0.0049	0.7%	0.7266
Range	0.0052	0.0060	0.0008	15.4%	0.0119
ATR	0.0073	0.0073	-0.0001	-1.1%	0.0000
Volume	57,571	74,603	17,032	29.6%	480,370

Daily Pivots for day following 16-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7484	0.7459	0.7348
R3	0.7424	0.7399	0.7332
R2	0.7364	0.7364	0.7326
R1	0.7339	0.7339	0.7321	0.7352
PP	0.7304	0.7304	0.7304	0.7310
S1	0.7279	0.7279	0.7310	0.7292
S2	0.7244	0.7244	0.7304
S3	0.7184	0.7219	0.7299
S4	0.7124	0.7159	0.7282

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7634	0.7569	0.7331
R3	0.7515	0.7450	0.7299
R2	0.7396	0.7396	0.7288
R1	0.7331	0.7331	0.7277	0.7304
PP	0.7277	0.7277	0.7277	0.7264
S1	0.7212	0.7212	0.7255	0.7185
S2	0.7158	0.7158	0.7244
S3	0.7039	0.7093	0.7233
S4	0.6920	0.6974	0.7201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7328	0.7223	0.0105	1.4%	0.0057	0.8%	88%	True	False	78,699
10	0.7342	0.7030	0.0312	4.3%	0.0087	1.2%	91%	False	False	110,284
20	0.7342	0.6992	0.0350	4.8%	0.0075	1.0%	92%	False	False	102,744
40	0.7342	0.6992	0.0350	4.8%	0.0070	1.0%	92%	False	False	95,687
60	0.7416	0.6992	0.0424	5.8%	0.0070	1.0%	76%	False	False	77,055
80	0.7416	0.6992	0.0424	5.8%	0.0069	0.9%	76%	False	False	57,848
100	0.7416	0.6835	0.0581	7.9%	0.0067	0.9%	83%	False	False	46,293
120	0.7416	0.6619	0.0797	10.9%	0.0073	1.0%	87%	False	False	38,591

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7583
2.618	0.7485
1.618	0.7425
1.000	0.7388
0.618	0.7365
HIGH	0.7328
0.618	0.7305
0.500	0.7298
0.382	0.7291
LOW	0.7268
0.618	0.7231
1.000	0.7208
1.618	0.7171
2.618	0.7111
4.250	0.7013

Fisher Pivots for day following 16-Nov-2020
Pivot	1 day	3 day
R1	0.7309	0.7302
PP	0.7304	0.7289
S1	0.7298	0.7276

Download as Excel Spreadsheet

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

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