CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 11-Dec-2020

Day Change Summary
	Previous	Current
	10-Dec-2020	11-Dec-2020	Change	Change %	Previous Week
Open	0.7436	0.7535	0.0099	1.3%	0.7431
High	0.7541	0.7572	0.0032	0.4%	0.7572
Low	0.7432	0.7520	0.0089	1.2%	0.7373
Close	0.7527	0.7537	0.0010	0.1%	0.7537
Range	0.0109	0.0052	-0.0057	-52.3%	0.0199
ATR	0.0066	0.0065	-0.0001	-1.5%	0.0000
Volume	122,806	19,370	-103,436	-84.2%	538,656

Daily Pivots for day following 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7699	0.7670	0.7565
R3	0.7647	0.7618	0.7551
R2	0.7595	0.7595	0.7546
R1	0.7566	0.7566	0.7541	0.7580
PP	0.7543	0.7543	0.7543	0.7550
S1	0.7514	0.7514	0.7532	0.7528
S2	0.7491	0.7491	0.7527
S3	0.7439	0.7462	0.7522
S4	0.7387	0.7410	0.7508

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8091	0.8013	0.7646
R3	0.7892	0.7814	0.7591
R2	0.7693	0.7693	0.7573
R1	0.7615	0.7615	0.7555	0.7654
PP	0.7494	0.7494	0.7494	0.7513
S1	0.7416	0.7416	0.7518	0.7455
S2	0.7295	0.7295	0.7500
S3	0.7096	0.7217	0.7482
S4	0.6897	0.7018	0.7427

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7572	0.7373	0.0199	2.6%	0.0072	1.0%	82%	True	False	107,731
10	0.7572	0.7340	0.0232	3.1%	0.0061	0.8%	85%	True	False	95,368
20	0.7572	0.7223	0.0349	4.6%	0.0060	0.8%	90%	True	False	87,573
40	0.7572	0.6992	0.0580	7.7%	0.0067	0.9%	94%	True	False	95,798
60	0.7572	0.6992	0.0580	7.7%	0.0068	0.9%	94%	True	False	93,818
80	0.7572	0.6992	0.0580	7.7%	0.0068	0.9%	94%	True	False	78,039
100	0.7572	0.6992	0.0580	7.7%	0.0067	0.9%	94%	True	False	62,474
120	0.7572	0.6835	0.0737	9.8%	0.0066	0.9%	95%	True	False	52,073

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7793
2.618	0.7708
1.618	0.7656
1.000	0.7624
0.618	0.7604
HIGH	0.7572
0.618	0.7552
0.500	0.7546
0.382	0.7540
LOW	0.7520
0.618	0.7488
1.000	0.7468
1.618	0.7436
2.618	0.7384
4.250	0.7299

Fisher Pivots for day following 11-Dec-2020
Pivot	1 day	3 day
R1	0.7546	0.7521
PP	0.7543	0.7505
S1	0.7540	0.7489

Download as Excel Spreadsheet

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

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