CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 17-Nov-2020

Day Change Summary
	Previous	Current
	16-Nov-2020	17-Nov-2020	Change	Change %	Previous Week
Open	0.7268	0.7316	0.0048	0.7%	0.7280
High	0.7328	0.7341	0.0013	0.2%	0.7342
Low	0.7268	0.7290	0.0022	0.3%	0.7223
Close	0.7315	0.7307	-0.0008	-0.1%	0.7266
Range	0.0060	0.0051	-0.0009	-15.0%	0.0119
ATR	0.0073	0.0071	-0.0002	-2.1%	0.0000
Volume	74,603	66,495	-8,108	-10.9%	480,370

Daily Pivots for day following 17-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7466	0.7437	0.7335
R3	0.7415	0.7386	0.7321
R2	0.7364	0.7364	0.7316
R1	0.7335	0.7335	0.7312	0.7324
PP	0.7313	0.7313	0.7313	0.7307
S1	0.7284	0.7284	0.7302	0.7273
S2	0.7262	0.7262	0.7298
S3	0.7211	0.7233	0.7293
S4	0.7160	0.7182	0.7279

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	0.7341	0.7223	0.0118	1.6%	0.0058	0.8%	71%	True	False	70,988
10	0.7342	0.7051	0.0291	4.0%	0.0077	1.1%	88%	False	False	105,036
20	0.7342	0.6992	0.0350	4.8%	0.0075	1.0%	90%	False	False	101,843
40	0.7342	0.6992	0.0350	4.8%	0.0069	0.9%	90%	False	False	94,390
60	0.7416	0.6992	0.0424	5.8%	0.0070	1.0%	74%	False	False	78,159
80	0.7416	0.6992	0.0424	5.8%	0.0069	0.9%	74%	False	False	58,678
100	0.7416	0.6835	0.0581	8.0%	0.0067	0.9%	81%	False	False	46,957
120	0.7416	0.6654	0.0762	10.4%	0.0073	1.0%	86%	False	False	39,144

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7558
2.618	0.7475
1.618	0.7424
1.000	0.7392
0.618	0.7373
HIGH	0.7341
0.618	0.7322
0.500	0.7316
0.382	0.7309
LOW	0.7290
0.618	0.7258
1.000	0.7239
1.618	0.7207
2.618	0.7156
4.250	0.7073

Fisher Pivots for day following 17-Nov-2020
Pivot	1 day	3 day
R1	0.7316	0.7299
PP	0.7313	0.7290
S1	0.7310	0.7282

Download as Excel Spreadsheet

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

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