CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 02-Dec-2020

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	0.7345	0.7374	0.0029	0.4%	0.7304
High	0.7375	0.7421	0.0046	0.6%	0.7401
Low	0.7343	0.7352	0.0010	0.1%	0.7266
Close	0.7365	0.7402	0.0038	0.5%	0.7392
Range	0.0032	0.0069	0.0037	114.1%	0.0135
ATR	0.0065	0.0065	0.0000	0.4%	0.0000
Volume	75,469	83,686	8,217	10.9%	376,436

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7597	0.7568	0.7440
R3	0.7529	0.7500	0.7421
R2	0.7460	0.7460	0.7415
R1	0.7431	0.7431	0.7408	0.7446
PP	0.7392	0.7392	0.7392	0.7399
S1	0.7363	0.7363	0.7396	0.7377
S2	0.7323	0.7323	0.7389
S3	0.7255	0.7294	0.7383
S4	0.7186	0.7226	0.7364

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	0.7421	0.7327	0.0094	1.3%	0.0053	0.7%	80%	True	False	82,661
10	0.7421	0.7256	0.0165	2.2%	0.0059	0.8%	89%	True	False	84,629
20	0.7421	0.7051	0.0370	5.0%	0.0068	0.9%	95%	True	False	94,832
40	0.7421	0.6992	0.0429	5.8%	0.0066	0.9%	96%	True	False	91,887
60	0.7421	0.6992	0.0429	5.8%	0.0068	0.9%	96%	True	False	91,295
80	0.7421	0.6992	0.0429	5.8%	0.0067	0.9%	96%	True	False	69,224
100	0.7421	0.6924	0.0497	6.7%	0.0067	0.9%	96%	True	False	55,415
120	0.7421	0.6796	0.0625	8.4%	0.0068	0.9%	97%	True	False	46,189

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7712
2.618	0.7600
1.618	0.7531
1.000	0.7489
0.618	0.7463
HIGH	0.7421
0.618	0.7394
0.500	0.7386
0.382	0.7378
LOW	0.7352
0.618	0.7310
1.000	0.7284
1.618	0.7241
2.618	0.7173
4.250	0.7061

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	0.7397	0.7395
PP	0.7392	0.7388
S1	0.7386	0.7380

Download as Excel Spreadsheet

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

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