CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 23-Nov-2020

Day Change Summary
	Previous	Current
	20-Nov-2020	23-Nov-2020	Change	Change %	Previous Week
Open	0.7277	0.7304	0.0027	0.4%	0.7268
High	0.7326	0.7339	0.0013	0.2%	0.7341
Low	0.7267	0.7266	-0.0001	0.0%	0.7256
Close	0.7313	0.7292	-0.0021	-0.3%	0.7313
Range	0.0059	0.0073	0.0014	22.9%	0.0085
ATR	0.0069	0.0069	0.0000	0.4%	0.0000
Volume	72,147	96,162	24,015	33.3%	363,777

Daily Pivots for day following 23-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7516	0.7477	0.7332
R3	0.7444	0.7404	0.7312
R2	0.7371	0.7371	0.7305
R1	0.7332	0.7332	0.7299	0.7315
PP	0.7299	0.7299	0.7299	0.7291
S1	0.7259	0.7259	0.7285	0.7243
S2	0.7226	0.7226	0.7279
S3	0.7154	0.7187	0.7272
S4	0.7081	0.7114	0.7252

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7558	0.7521	0.7360
R3	0.7473	0.7436	0.7336
R2	0.7388	0.7388	0.7329
R1	0.7351	0.7351	0.7321	0.7370
PP	0.7303	0.7303	0.7303	0.7313
S1	0.7266	0.7266	0.7305	0.7285
S2	0.7218	0.7218	0.7297
S3	0.7133	0.7181	0.7290
S4	0.7048	0.7096	0.7266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7341	0.7256	0.0085	1.2%	0.0059	0.8%	42%	False	False	77,067
10	0.7341	0.7223	0.0118	1.6%	0.0058	0.8%	58%	False	False	77,883
20	0.7342	0.6992	0.0350	4.8%	0.0076	1.0%	86%	False	False	100,213
40	0.7342	0.6992	0.0350	4.8%	0.0068	0.9%	86%	False	False	92,025
60	0.7416	0.6992	0.0424	5.8%	0.0069	1.0%	71%	False	False	83,439
80	0.7416	0.6992	0.0424	5.8%	0.0068	0.9%	71%	False	False	62,651
100	0.7416	0.6916	0.0500	6.9%	0.0067	0.9%	75%	False	False	50,143
120	0.7416	0.6796	0.0620	8.5%	0.0071	1.0%	80%	False	False	41,801

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7647
2.618	0.7528
1.618	0.7456
1.000	0.7411
0.618	0.7383
HIGH	0.7339
0.618	0.7311
0.500	0.7302
0.382	0.7294
LOW	0.7266
0.618	0.7221
1.000	0.7194
1.618	0.7149
2.618	0.7076
4.250	0.6958

Fisher Pivots for day following 23-Nov-2020
Pivot	1 day	3 day
R1	0.7302	0.7297
PP	0.7299	0.7296
S1	0.7295	0.7294

Download as Excel Spreadsheet

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

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