CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 08-Dec-2020

Day Change Summary
	Previous	Current
	07-Dec-2020	08-Dec-2020	Change	Change %	Previous Week
Open	0.7431	0.7418	-0.0013	-0.2%	0.7389
High	0.7454	0.7436	-0.0018	-0.2%	0.7451
Low	0.7373	0.7400	0.0027	0.4%	0.7340
Close	0.7429	0.7407	-0.0022	-0.3%	0.7440
Range	0.0081	0.0036	-0.0045	-55.6%	0.0111
ATR	0.0063	0.0061	-0.0002	-3.1%	0.0000
Volume	85,212	122,684	37,472	44.0%	415,027

Daily Pivots for day following 08-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7522	0.7501	0.7427
R3	0.7486	0.7465	0.7417
R2	0.7450	0.7450	0.7414
R1	0.7429	0.7429	0.7410	0.7422
PP	0.7414	0.7414	0.7414	0.7411
S1	0.7393	0.7393	0.7404	0.7386
S2	0.7378	0.7378	0.7400
S3	0.7342	0.7357	0.7397
S4	0.7306	0.7321	0.7387

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	0.7352	0.0102	1.4%	0.0054	0.7%	54%	False	False	91,886
10	0.7454	0.7287	0.0168	2.3%	0.0055	0.7%	72%	False	False	90,319
20	0.7454	0.7223	0.0231	3.1%	0.0056	0.8%	80%	False	False	84,101
40	0.7454	0.6992	0.0462	6.2%	0.0066	0.9%	90%	False	False	94,368
60	0.7454	0.6992	0.0462	6.2%	0.0067	0.9%	90%	False	False	92,460
80	0.7454	0.6992	0.0462	6.2%	0.0067	0.9%	90%	False	False	73,913
100	0.7454	0.6976	0.0478	6.5%	0.0067	0.9%	90%	False	False	59,169
120	0.7454	0.6812	0.0642	8.7%	0.0066	0.9%	93%	False	False	49,319

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7589
2.618	0.7530
1.618	0.7494
1.000	0.7472
0.618	0.7458
HIGH	0.7436
0.618	0.7422
0.500	0.7418
0.382	0.7414
LOW	0.7400
0.618	0.7378
1.000	0.7364
1.618	0.7342
2.618	0.7306
4.250	0.7247

Fisher Pivots for day following 08-Dec-2020
Pivot	1 day	3 day
R1	0.7418	0.7414
PP	0.7414	0.7411
S1	0.7411	0.7409

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

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