CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	0.7414	0.7439	0.0025	0.3%	0.7389
High	0.7451	0.7445	-0.0006	-0.1%	0.7451
Low	0.7399	0.7411	0.0013	0.2%	0.7340
Close	0.7448	0.7440	-0.0008	-0.1%	0.7440
Range	0.0052	0.0034	-0.0018	-34.6%	0.0111
ATR	0.0064	0.0062	-0.0002	-3.1%	0.0000
Volume	80,717	87,133	6,416	7.9%	415,027

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7534	0.7521	0.7459
R3	0.7500	0.7487	0.7449
R2	0.7466	0.7466	0.7446
R1	0.7453	0.7453	0.7443	0.7460
PP	0.7432	0.7432	0.7432	0.7435
S1	0.7419	0.7419	0.7437	0.7426
S2	0.7398	0.7398	0.7434
S3	0.7364	0.7385	0.7431
S4	0.7330	0.7351	0.7421

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7742	0.7701	0.7501
R3	0.7631	0.7591	0.7470
R2	0.7521	0.7521	0.7460
R1	0.7480	0.7480	0.7450	0.7501
PP	0.7410	0.7410	0.7410	0.7420
S1	0.7370	0.7370	0.7430	0.7390
S2	0.7300	0.7300	0.7420
S3	0.7189	0.7259	0.7410
S4	0.7079	0.7149	0.7379

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%	0.0051	0.7%	90%	False	False	83,005
10	0.7451	0.7266	0.0185	2.5%	0.0056	0.8%	94%	False	False	86,361
20	0.7451	0.7223	0.0228	3.1%	0.0056	0.8%	95%	False	False	87,306
40	0.7451	0.6992	0.0459	6.2%	0.0066	0.9%	98%	False	False	92,715
60	0.7451	0.6992	0.0459	6.2%	0.0066	0.9%	98%	False	False	91,133
80	0.7451	0.6992	0.0459	6.2%	0.0067	0.9%	98%	False	False	71,318
100	0.7451	0.6966	0.0485	6.5%	0.0067	0.9%	98%	False	False	57,091
120	0.7451	0.6812	0.0639	8.6%	0.0067	0.9%	98%	False	False	47,587

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7590
2.618	0.7534
1.618	0.7500
1.000	0.7479
0.618	0.7466
HIGH	0.7445
0.618	0.7432
0.500	0.7428
0.382	0.7424
LOW	0.7411
0.618	0.7390
1.000	0.7377
1.618	0.7356
2.618	0.7322
4.250	0.7267

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	0.7436	0.7427
PP	0.7432	0.7414
S1	0.7428	0.7401

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

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