CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 19-Nov-2020

Day Change Summary
	Previous	Current
	18-Nov-2020	19-Nov-2020	Change	Change %	Previous Week
Open	0.7299	0.7304	0.0005	0.1%	0.7280
High	0.7333	0.7307	-0.0026	-0.4%	0.7342
Low	0.7274	0.7256	-0.0018	-0.2%	0.7223
Close	0.7321	0.7292	-0.0029	-0.4%	0.7266
Range	0.0059	0.0051	-0.0008	-13.6%	0.0119
ATR	0.0070	0.0070	0.0000	-0.5%	0.0000
Volume	69,623	80,909	11,286	16.2%	480,370

Daily Pivots for day following 19-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7438	0.7416	0.7320
R3	0.7387	0.7365	0.7306
R2	0.7336	0.7336	0.7301
R1	0.7314	0.7314	0.7297	0.7300
PP	0.7285	0.7285	0.7285	0.7278
S1	0.7263	0.7263	0.7287	0.7249
S2	0.7234	0.7234	0.7283
S3	0.7183	0.7212	0.7278
S4	0.7132	0.7161	0.7264

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%	0.0055	0.7%	58%	False	False	69,840
10	0.7342	0.7223	0.0119	1.6%	0.0057	0.8%	58%	False	False	88,251
20	0.7342	0.6992	0.0350	4.8%	0.0074	1.0%	86%	False	False	100,512
40	0.7342	0.6992	0.0350	4.8%	0.0067	0.9%	86%	False	False	92,171
60	0.7416	0.6992	0.0424	5.8%	0.0070	1.0%	71%	False	False	80,659
80	0.7416	0.6992	0.0424	5.8%	0.0069	0.9%	71%	False	False	60,557
100	0.7416	0.6880	0.0536	7.4%	0.0067	0.9%	77%	False	False	48,462
120	0.7416	0.6796	0.0620	8.5%	0.0071	1.0%	80%	False	False	40,398

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7524
2.618	0.7441
1.618	0.7390
1.000	0.7358
0.618	0.7339
HIGH	0.7307
0.618	0.7288
0.500	0.7282
0.382	0.7275
LOW	0.7256
0.618	0.7224
1.000	0.7205
1.618	0.7173
2.618	0.7122
4.250	0.7039

Fisher Pivots for day following 19-Nov-2020
Pivot	1 day	3 day
R1	0.7289	0.7299
PP	0.7285	0.7296
S1	0.7282	0.7294

Download as Excel Spreadsheet

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

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