CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 13-Apr-2020
Day Change Summary
Previous Current
09-Apr-2020 13-Apr-2020 Change Change % Previous Week
Open 0.6221 0.6355 0.0134 2.2% 0.6004
High 0.6359 0.6406 0.0047 0.7% 0.6359
Low 0.6201 0.6333 0.0132 2.1% 0.6004
Close 0.6310 0.6404 0.0094 1.5% 0.6310
Range 0.0158 0.0073 -0.0085 -53.8% 0.0355
ATR 0.0138 0.0135 -0.0003 -2.2% 0.0000
Volume 100 48 -52 -52.0% 285
Daily Pivots for day following 13-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6600 0.6575 0.6444
R3 0.6527 0.6502 0.6424
R2 0.6454 0.6454 0.6417
R1 0.6429 0.6429 0.6411 0.6442
PP 0.6381 0.6381 0.6381 0.6387
S1 0.6356 0.6356 0.6397 0.6369
S2 0.6308 0.6308 0.6391
S3 0.6235 0.6283 0.6384
S4 0.6162 0.6210 0.6364
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7289 0.7155 0.6505
R3 0.6934 0.6800 0.6408
R2 0.6579 0.6579 0.6375
R1 0.6445 0.6445 0.6343 0.6512
PP 0.6224 0.6224 0.6224 0.6258
S1 0.6090 0.6090 0.6277 0.6157
S2 0.5869 0.5869 0.6245
S3 0.5514 0.5735 0.6212
S4 0.5159 0.5380 0.6115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6406 0.6004 0.0402 6.3% 0.0113 1.8% 100% True False 66
10 0.6406 0.5985 0.0421 6.6% 0.0107 1.7% 100% True False 128
20 0.6406 0.5520 0.0886 13.8% 0.0162 2.5% 100% True False 168
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 0.0022
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.6716
2.618 0.6597
1.618 0.6524
1.000 0.6479
0.618 0.6451
HIGH 0.6406
0.618 0.6378
0.500 0.6370
0.382 0.6361
LOW 0.6333
0.618 0.6288
1.000 0.6260
1.618 0.6215
2.618 0.6142
4.250 0.6023
Fisher Pivots for day following 13-Apr-2020
Pivot 1 day 3 day
R1 0.6393 0.6358
PP 0.6381 0.6311
S1 0.6370 0.6265

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

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