CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 0.7287 0.7361 0.0074 1.0% 0.7268
High 0.7369 0.7375 0.0006 0.1% 0.7341
Low 0.7287 0.7327 0.0040 0.5% 0.7256
Close 0.7355 0.7367 0.0012 0.2% 0.7313
Range 0.0082 0.0048 -0.0034 -41.5% 0.0085
ATR 0.0070 0.0069 -0.0002 -2.3% 0.0000
Volume 114,142 83,779 -30,363 -26.6% 363,777
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7500 0.7482 0.7393
R3 0.7452 0.7434 0.7380
R2 0.7404 0.7404 0.7376
R1 0.7386 0.7386 0.7371 0.7395
PP 0.7356 0.7356 0.7356 0.7361
S1 0.7338 0.7338 0.7363 0.7347
S2 0.7308 0.7308 0.7358
S3 0.7260 0.7290 0.7354
S4 0.7212 0.7242 0.7341
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7558 0.7521 0.7360
R3 0.7473 0.7436 0.7336
R2 0.7388 0.7388 0.7329
R1 0.7351 0.7351 0.7321 0.7370
PP 0.7303 0.7303 0.7303 0.7313
S1 0.7266 0.7266 0.7305 0.7285
S2 0.7218 0.7218 0.7297
S3 0.7133 0.7181 0.7290
S4 0.7048 0.7096 0.7266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7375 0.7256 0.0119 1.6% 0.0063 0.8% 94% True False 89,427
10 0.7375 0.7223 0.0152 2.1% 0.0060 0.8% 95% True False 79,574
20 0.7375 0.6992 0.0383 5.2% 0.0075 1.0% 98% True False 100,596
40 0.7375 0.6992 0.0383 5.2% 0.0067 0.9% 98% True False 92,396
60 0.7383 0.6992 0.0391 5.3% 0.0070 0.9% 96% False False 86,693
80 0.7416 0.6992 0.0424 5.8% 0.0068 0.9% 88% False False 65,113
100 0.7416 0.6924 0.0492 6.7% 0.0067 0.9% 90% False False 52,122
120 0.7416 0.6796 0.0620 8.4% 0.0071 1.0% 92% False False 43,448
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7579
2.618 0.7500
1.618 0.7452
1.000 0.7423
0.618 0.7404
HIGH 0.7375
0.618 0.7356
0.500 0.7351
0.382 0.7345
LOW 0.7327
0.618 0.7297
1.000 0.7279
1.618 0.7249
2.618 0.7201
4.250 0.7123
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 0.7362 0.7351
PP 0.7356 0.7336
S1 0.7351 0.7320

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

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