CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 09-Dec-2020

Day Change Summary
	Previous	Current
	08-Dec-2020	09-Dec-2020	Change	Change %	Previous Week
Open	0.7418	0.7411	-0.0007	-0.1%	0.7389
High	0.7436	0.7486	0.0050	0.7%	0.7451
Low	0.7400	0.7405	0.0005	0.1%	0.7340
Close	0.7407	0.7438	0.0031	0.4%	0.7440
Range	0.0036	0.0081	0.0045	123.6%	0.0111
ATR	0.0061	0.0063	0.0001	2.2%	0.0000
Volume	122,684	188,584	65,900	53.7%	415,027

Daily Pivots for day following 09-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7684	0.7641	0.7482
R3	0.7604	0.7561	0.7460
R2	0.7523	0.7523	0.7452
R1	0.7480	0.7480	0.7445	0.7502
PP	0.7443	0.7443	0.7443	0.7453
S1	0.7400	0.7400	0.7430	0.7421
S2	0.7362	0.7362	0.7423
S3	0.7282	0.7319	0.7415
S4	0.7201	0.7239	0.7393

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	0.7486	0.7373	0.0113	1.5%	0.0057	0.8%	57%	True	False	112,866
10	0.7486	0.7327	0.0159	2.1%	0.0055	0.7%	70%	True	False	97,763
20	0.7486	0.7223	0.0263	3.5%	0.0058	0.8%	82%	True	False	88,278
40	0.7486	0.6992	0.0494	6.6%	0.0067	0.9%	90%	True	False	97,039
60	0.7486	0.6992	0.0494	6.6%	0.0067	0.9%	90%	True	False	94,430
80	0.7486	0.6992	0.0494	6.6%	0.0068	0.9%	90%	True	False	76,269
100	0.7486	0.6992	0.0494	6.6%	0.0068	0.9%	90%	True	False	61,054
120	0.7486	0.6812	0.0674	9.1%	0.0066	0.9%	93%	True	False	50,890

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	0.7828
2.618	0.7696
1.618	0.7616
1.000	0.7566
0.618	0.7535
HIGH	0.7486
0.618	0.7455
0.500	0.7445
0.382	0.7436
LOW	0.7405
0.618	0.7355
1.000	0.7325
1.618	0.7275
2.618	0.7194
4.250	0.7063

Fisher Pivots for day following 09-Dec-2020
Pivot	1 day	3 day
R1	0.7445	0.7435
PP	0.7443	0.7432
S1	0.7440	0.7429

Download as Excel Spreadsheet

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

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