CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	0.7389	0.7345	-0.0044	-0.6%	0.7304
High	0.7409	0.7375	-0.0034	-0.5%	0.7401
Low	0.7340	0.7343	0.0003	0.0%	0.7266
Close	0.7355	0.7365	0.0010	0.1%	0.7392
Range	0.0069	0.0032	-0.0037	-53.3%	0.0135
ATR	0.0067	0.0065	-0.0003	-3.7%	0.0000
Volume	88,022	75,469	-12,553	-14.3%	376,436

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7457	0.7443	0.7382
R3	0.7425	0.7411	0.7373
R2	0.7393	0.7393	0.7370
R1	0.7379	0.7379	0.7367	0.7386
PP	0.7361	0.7361	0.7361	0.7364
S1	0.7347	0.7347	0.7362	0.7354
S2	0.7329	0.7329	0.7359
S3	0.7297	0.7315	0.7356
S4	0.7265	0.7283	0.7347

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	0.7409	0.7287	0.0122	1.7%	0.0056	0.8%	64%	False	False	88,753
10	0.7409	0.7256	0.0153	2.1%	0.0057	0.8%	71%	False	False	82,910
20	0.7409	0.7030	0.0379	5.1%	0.0072	1.0%	88%	False	False	96,597
40	0.7409	0.6992	0.0417	5.7%	0.0067	0.9%	89%	False	False	92,352
60	0.7409	0.6992	0.0417	5.7%	0.0068	0.9%	89%	False	False	90,564
80	0.7416	0.6992	0.0424	5.8%	0.0067	0.9%	88%	False	False	68,179
100	0.7416	0.6924	0.0492	6.7%	0.0067	0.9%	90%	False	False	54,579
120	0.7416	0.6796	0.0620	8.4%	0.0068	0.9%	92%	False	False	45,493

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.7511
2.618	0.7458
1.618	0.7426
1.000	0.7407
0.618	0.7394
HIGH	0.7375
0.618	0.7362
0.500	0.7359
0.382	0.7355
LOW	0.7343
0.618	0.7323
1.000	0.7311
1.618	0.7291
2.618	0.7259
4.250	0.7207

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	0.7363	0.7374
PP	0.7361	0.7371
S1	0.7359	0.7368

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

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