CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 25-Nov-2020

Day Change Summary
	Previous	Current
	24-Nov-2020	25-Nov-2020	Change	Change %	Previous Week
Open	0.7287	0.7361	0.0074	1.0%	0.7268
High	0.7369	0.7375	0.0006	0.1%	0.7341
Low	0.7287	0.7327	0.0040	0.5%	0.7256
Close	0.7355	0.7367	0.0012	0.2%	0.7313
Range	0.0082	0.0048	-0.0034	-41.5%	0.0085
ATR	0.0070	0.0069	-0.0002	-2.3%	0.0000
Volume	114,142	83,782	-30,360	-26.6%	363,777

Daily Pivots for day following 25-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7500	0.7482	0.7393
R3	0.7452	0.7434	0.7380
R2	0.7404	0.7404	0.7376
R1	0.7386	0.7386	0.7371	0.7395
PP	0.7356	0.7356	0.7356	0.7361
S1	0.7338	0.7338	0.7363	0.7347
S2	0.7308	0.7308	0.7358
S3	0.7260	0.7290	0.7354
S4	0.7212	0.7242	0.7341

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	0.7375	0.7256	0.0119	1.6%	0.0063	0.8%	94%	True	False	89,428
10	0.7375	0.7223	0.0152	2.1%	0.0060	0.8%	95%	True	False	79,574
20	0.7375	0.6992	0.0383	5.2%	0.0075	1.0%	98%	True	False	100,596
40	0.7375	0.6992	0.0383	5.2%	0.0067	0.9%	98%	True	False	92,396
60	0.7383	0.6992	0.0391	5.3%	0.0070	0.9%	96%	False	False	86,693
80	0.7416	0.6992	0.0424	5.8%	0.0068	0.9%	88%	False	False	65,113
100	0.7416	0.6924	0.0492	6.7%	0.0067	0.9%	90%	False	False	52,122
120	0.7416	0.6796	0.0620	8.4%	0.0071	1.0%	92%	False	False	43,448

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0014
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7579
2.618	0.7500
1.618	0.7452
1.000	0.7423
0.618	0.7404
HIGH	0.7375
0.618	0.7356
0.500	0.7351
0.382	0.7345
LOW	0.7327
0.618	0.7297
1.000	0.7279
1.618	0.7249
2.618	0.7201
4.250	0.7123

Fisher Pivots for day following 25-Nov-2020
Pivot	1 day	3 day
R1	0.7362	0.7351
PP	0.7356	0.7336
S1	0.7351	0.7320

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

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