CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	0.7374	0.7414	0.0041	0.5%	0.7304
High	0.7421	0.7451	0.0030	0.4%	0.7401
Low	0.7352	0.7399	0.0047	0.6%	0.7266
Close	0.7402	0.7448	0.0046	0.6%	0.7392
Range	0.0069	0.0052	-0.0017	-24.1%	0.0135
ATR	0.0065	0.0064	-0.0001	-1.4%	0.0000
Volume	83,686	80,717	-2,969	-3.5%	376,436

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7588	0.7570	0.7476
R3	0.7536	0.7518	0.7462
R2	0.7484	0.7484	0.7457
R1	0.7466	0.7466	0.7452	0.7475
PP	0.7432	0.7432	0.7432	0.7437
S1	0.7414	0.7414	0.7443	0.7423
S2	0.7380	0.7380	0.7438
S3	0.7328	0.7362	0.7433
S4	0.7276	0.7310	0.7419

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	0.7451	0.7340	0.0111	1.5%	0.0054	0.7%	97%	True	False	82,048
10	0.7451	0.7256	0.0195	2.6%	0.0058	0.8%	98%	True	False	85,738
20	0.7451	0.7147	0.0304	4.1%	0.0062	0.8%	99%	True	False	88,765
40	0.7451	0.6992	0.0459	6.2%	0.0066	0.9%	99%	True	False	92,119
60	0.7451	0.6992	0.0459	6.2%	0.0067	0.9%	99%	True	False	90,500
80	0.7451	0.6992	0.0459	6.2%	0.0067	0.9%	99%	True	False	70,232
100	0.7451	0.6966	0.0485	6.5%	0.0067	0.9%	99%	True	False	56,221
120	0.7451	0.6812	0.0639	8.6%	0.0068	0.9%	100%	True	False	46,862

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7672
2.618	0.7587
1.618	0.7535
1.000	0.7503
0.618	0.7483
HIGH	0.7451
0.618	0.7431
0.500	0.7425
0.382	0.7418
LOW	0.7399
0.618	0.7366
1.000	0.7347
1.618	0.7314
2.618	0.7262
4.250	0.7178

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	0.7440	0.7431
PP	0.7432	0.7414
S1	0.7425	0.7397

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols