CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 0.7439 0.7431 -0.0008 -0.1% 0.7389
High 0.7445 0.7454 0.0009 0.1% 0.7451
Low 0.7411 0.7373 -0.0038 -0.5% 0.7340
Close 0.7440 0.7429 -0.0011 -0.1% 0.7440
Range 0.0034 0.0081 0.0047 138.2% 0.0111
ATR 0.0062 0.0063 0.0001 2.2% 0.0000
Volume 87,133 85,212 -1,921 -2.2% 415,027
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7662 0.7626 0.7474
R3 0.7581 0.7545 0.7451
R2 0.7500 0.7500 0.7444
R1 0.7464 0.7464 0.7436 0.7442
PP 0.7419 0.7419 0.7419 0.7407
S1 0.7383 0.7383 0.7422 0.7361
S2 0.7338 0.7338 0.7414
S3 0.7257 0.7302 0.7407
S4 0.7176 0.7221 0.7384
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 0.7454 0.7343 0.0112 1.5% 0.0054 0.7% 78% True False 82,443
10 0.7454 0.7266 0.0188 2.5% 0.0059 0.8% 87% True False 87,667
20 0.7454 0.7223 0.0231 3.1% 0.0058 0.8% 89% True False 86,041
40 0.7454 0.6992 0.0462 6.2% 0.0066 0.9% 95% True False 93,052
60 0.7454 0.6992 0.0462 6.2% 0.0067 0.9% 95% True False 91,297
80 0.7454 0.6992 0.0462 6.2% 0.0067 0.9% 95% True False 72,381
100 0.7454 0.6976 0.0478 6.4% 0.0067 0.9% 95% True False 57,942
120 0.7454 0.6812 0.0642 8.6% 0.0067 0.9% 96% True False 48,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7798
2.618 0.7666
1.618 0.7585
1.000 0.7535
0.618 0.7504
HIGH 0.7454
0.618 0.7423
0.500 0.7414
0.382 0.7404
LOW 0.7373
0.618 0.7323
1.000 0.7292
1.618 0.7242
2.618 0.7161
4.250 0.7029
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 0.7424 0.7424
PP 0.7419 0.7419
S1 0.7414 0.7414

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

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