CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	0.7361	0.7364	0.0004	0.0%	0.7304
High	0.7375	0.7401	0.0026	0.4%	0.7401
Low	0.7327	0.7354	0.0027	0.4%	0.7266
Close	0.7367	0.7392	0.0025	0.3%	0.7392
Range	0.0048	0.0047	-0.0001	-2.1%	0.0135
ATR	0.0069	0.0067	-0.0002	-2.3%	0.0000
Volume	83,782	82,350	-1,432	-1.7%	376,436

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7523	0.7504	0.7417
R3	0.7476	0.7457	0.7404
R2	0.7429	0.7429	0.7400
R1	0.7410	0.7410	0.7396	0.7420
PP	0.7382	0.7382	0.7382	0.7387
S1	0.7363	0.7363	0.7387	0.7373
S2	0.7335	0.7335	0.7383
S3	0.7288	0.7316	0.7379
S4	0.7241	0.7269	0.7366

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7756	0.7708	0.7465
R3	0.7622	0.7574	0.7428
R2	0.7487	0.7487	0.7416
R1	0.7439	0.7439	0.7404	0.7463
PP	0.7353	0.7353	0.7353	0.7365
S1	0.7305	0.7305	0.7379	0.7329
S2	0.7218	0.7218	0.7367
S3	0.7084	0.7170	0.7355
S4	0.6949	0.7036	0.7318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7401	0.7266	0.0135	1.8%	0.0062	0.8%	93%	True	False	89,716
10	0.7401	0.7223	0.0178	2.4%	0.0058	0.8%	95%	True	False	79,778
20	0.7401	0.6992	0.0409	5.5%	0.0073	1.0%	98%	True	False	98,822
40	0.7401	0.6992	0.0409	5.5%	0.0067	0.9%	98%	True	False	92,152
60	0.7401	0.6992	0.0409	5.5%	0.0069	0.9%	98%	True	False	88,034
80	0.7416	0.6992	0.0424	5.7%	0.0068	0.9%	94%	False	False	66,140
100	0.7416	0.6924	0.0492	6.7%	0.0067	0.9%	95%	False	False	52,945
120	0.7416	0.6796	0.0620	8.4%	0.0070	0.9%	96%	False	False	44,134

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	0.0013
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7600
2.618	0.7524
1.618	0.7477
1.000	0.7448
0.618	0.7430
HIGH	0.7401
0.618	0.7383
0.500	0.7377
0.382	0.7371
LOW	0.7354
0.618	0.7324
1.000	0.7307
1.618	0.7277
2.618	0.7230
4.250	0.7154

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	0.7387	0.7376
PP	0.7382	0.7360
S1	0.7377	0.7344

Download as Excel Spreadsheet

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

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