CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 10-Dec-2020

Day Change Summary
	Previous	Current
	09-Dec-2020	10-Dec-2020	Change	Change %	Previous Week
Open	0.7411	0.7436	0.0025	0.3%	0.7389
High	0.7486	0.7541	0.0055	0.7%	0.7451
Low	0.7405	0.7432	0.0027	0.4%	0.7340
Close	0.7438	0.7527	0.0090	1.2%	0.7440
Range	0.0081	0.0109	0.0029	35.4%	0.0111
ATR	0.0063	0.0066	0.0003	5.2%	0.0000
Volume	188,584	122,806	-65,778	-34.9%	415,027

Daily Pivots for day following 10-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7827	0.7786	0.7587
R3	0.7718	0.7677	0.7557
R2	0.7609	0.7609	0.7547
R1	0.7568	0.7568	0.7537	0.7588
PP	0.7500	0.7500	0.7500	0.7510
S1	0.7459	0.7459	0.7517	0.7479
S2	0.7391	0.7391	0.7507
S3	0.7282	0.7350	0.7497
S4	0.7173	0.7241	0.7467

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	0.7541	0.7373	0.0168	2.2%	0.0068	0.9%	92%	True	False	121,283
10	0.7541	0.7340	0.0201	2.7%	0.0061	0.8%	93%	True	False	101,666
20	0.7541	0.7223	0.0318	4.2%	0.0061	0.8%	96%	True	False	90,620
40	0.7541	0.6992	0.0549	7.3%	0.0068	0.9%	98%	True	False	98,320
60	0.7541	0.6992	0.0549	7.3%	0.0068	0.9%	98%	True	False	95,031
80	0.7541	0.6992	0.0549	7.3%	0.0068	0.9%	98%	True	False	77,801
100	0.7541	0.6992	0.0549	7.3%	0.0067	0.9%	98%	True	False	62,281
120	0.7541	0.6835	0.0706	9.4%	0.0066	0.9%	98%	True	False	51,913

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8004
2.618	0.7826
1.618	0.7717
1.000	0.7650
0.618	0.7608
HIGH	0.7541
0.618	0.7499
0.500	0.7486
0.382	0.7473
LOW	0.7432
0.618	0.7364
1.000	0.7323
1.618	0.7255
2.618	0.7146
4.250	0.6968

Fisher Pivots for day following 10-Dec-2020
Pivot	1 day	3 day
R1	0.7513	0.7508
PP	0.7500	0.7489
S1	0.7486	0.7470

Download as Excel Spreadsheet

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

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