CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	0.7535	0.7553	0.0018	0.2%	0.7431
High	0.7572	0.7578	0.0006	0.1%	0.7572
Low	0.7520	0.7525	0.0005	0.1%	0.7373
Close	0.7537	0.7549	0.0013	0.2%	0.7537
Range	0.0052	0.0053	0.0001	1.0%	0.0199
ATR	0.0065	0.0064	-0.0001	-1.4%	0.0000
Volume	19,370	2,094	-17,276	-89.2%	538,656

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7708	0.7681	0.7578
R3	0.7656	0.7629	0.7563
R2	0.7603	0.7603	0.7559
R1	0.7576	0.7576	0.7554	0.7563
PP	0.7551	0.7551	0.7551	0.7544
S1	0.7524	0.7524	0.7544	0.7511
S2	0.7498	0.7498	0.7539
S3	0.7446	0.7471	0.7535
S4	0.7393	0.7419	0.7520

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	0.7578	0.7400	0.0178	2.4%	0.0066	0.9%	84%	True	False	91,107
10	0.7578	0.7343	0.0235	3.1%	0.0060	0.8%	88%	True	False	86,775
20	0.7578	0.7256	0.0322	4.3%	0.0060	0.8%	91%	True	False	84,799
40	0.7578	0.6992	0.0586	7.8%	0.0067	0.9%	95%	True	False	93,914
60	0.7578	0.6992	0.0586	7.8%	0.0068	0.9%	95%	True	False	92,551
80	0.7578	0.6992	0.0586	7.8%	0.0068	0.9%	95%	True	False	78,062
100	0.7578	0.6992	0.0586	7.8%	0.0067	0.9%	95%	True	False	62,494
120	0.7578	0.6835	0.0743	9.8%	0.0066	0.9%	96%	True	False	52,090

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	0.7801
2.618	0.7715
1.618	0.7662
1.000	0.7630
0.618	0.7610
HIGH	0.7578
0.618	0.7557
0.500	0.7551
0.382	0.7545
LOW	0.7525
0.618	0.7493
1.000	0.7473
1.618	0.7440
2.618	0.7388
4.250	0.7302

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	0.7551	0.7534
PP	0.7551	0.7519
S1	0.7550	0.7505

Download as Excel Spreadsheet

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

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