CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 14-Apr-2020
Day Change Summary
Previous Current
13-Apr-2020 14-Apr-2020 Change Change % Previous Week
Open 0.6355 0.6386 0.0031 0.5% 0.6004
High 0.6406 0.6447 0.0041 0.6% 0.6359
Low 0.6333 0.6383 0.0050 0.8% 0.6004
Close 0.6404 0.6438 0.0034 0.5% 0.6310
Range 0.0073 0.0064 -0.0009 -12.3% 0.0355
ATR 0.0135 0.0130 -0.0005 -3.8% 0.0000
Volume 48 43 -5 -10.4% 285
Daily Pivots for day following 14-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6615 0.6590 0.6473
R3 0.6551 0.6526 0.6456
R2 0.6487 0.6487 0.6450
R1 0.6462 0.6462 0.6444 0.6475
PP 0.6423 0.6423 0.6423 0.6429
S1 0.6398 0.6398 0.6432 0.6411
S2 0.6359 0.6359 0.6426
S3 0.6295 0.6334 0.6420
S4 0.6231 0.6270 0.6403
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 0.6447 0.6088 0.0359 5.6% 0.0106 1.7% 97% True False 67
10 0.6447 0.5985 0.0462 7.2% 0.0107 1.7% 98% True False 122
20 0.6447 0.5520 0.0927 14.4% 0.0156 2.4% 99% True False 163
40 0.6752 0.5520 0.1232 19.1% 0.0124 1.9% 75% False False 129
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.6719
2.618 0.6615
1.618 0.6551
1.000 0.6511
0.618 0.6487
HIGH 0.6447
0.618 0.6423
0.500 0.6415
0.382 0.6407
LOW 0.6383
0.618 0.6343
1.000 0.6319
1.618 0.6279
2.618 0.6215
4.250 0.6111
Fisher Pivots for day following 14-Apr-2020
Pivot 1 day 3 day
R1 0.6430 0.6400
PP 0.6423 0.6362
S1 0.6415 0.6324

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

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