CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 18-Nov-2020

Day Change Summary
	Previous	Current
	17-Nov-2020	18-Nov-2020	Change	Change %	Previous Week
Open	0.7316	0.7299	-0.0017	-0.2%	0.7280
High	0.7341	0.7333	-0.0008	-0.1%	0.7342
Low	0.7290	0.7274	-0.0016	-0.2%	0.7223
Close	0.7307	0.7321	0.0014	0.2%	0.7266
Range	0.0051	0.0059	0.0008	15.7%	0.0119
ATR	0.0071	0.0070	-0.0001	-1.2%	0.0000
Volume	66,495	69,623	3,128	4.7%	480,370

Daily Pivots for day following 18-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7486	0.7463	0.7353
R3	0.7427	0.7404	0.7337
R2	0.7368	0.7368	0.7332
R1	0.7345	0.7345	0.7326	0.7357
PP	0.7309	0.7309	0.7309	0.7315
S1	0.7286	0.7286	0.7316	0.7298
S2	0.7250	0.7250	0.7310
S3	0.7191	0.7227	0.7305
S4	0.7132	0.7168	0.7289

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%	83%	False	False	69,720
10	0.7342	0.7147	0.0195	2.7%	0.0066	0.9%	89%	False	False	91,793
20	0.7342	0.6992	0.0350	4.8%	0.0074	1.0%	94%	False	False	100,427
40	0.7342	0.6992	0.0350	4.8%	0.0068	0.9%	94%	False	False	93,409
60	0.7416	0.6992	0.0424	5.8%	0.0070	1.0%	78%	False	False	79,316
80	0.7416	0.6992	0.0424	5.8%	0.0069	0.9%	78%	False	False	59,548
100	0.7416	0.6835	0.0581	7.9%	0.0067	0.9%	84%	False	False	47,653
120	0.7416	0.6777	0.0639	8.7%	0.0072	1.0%	85%	False	False	39,724

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7584
2.618	0.7487
1.618	0.7428
1.000	0.7392
0.618	0.7369
HIGH	0.7333
0.618	0.7310
0.500	0.7304
0.382	0.7297
LOW	0.7274
0.618	0.7238
1.000	0.7215
1.618	0.7179
2.618	0.7120
4.250	0.7023

Fisher Pivots for day following 18-Nov-2020
Pivot	1 day	3 day
R1	0.7315	0.7316
PP	0.7309	0.7310
S1	0.7304	0.7305

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols