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

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

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