CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 15-Apr-2020
Day Change Summary
Previous Current
14-Apr-2020 15-Apr-2020 Change Change % Previous Week
Open 0.6386 0.6431 0.0045 0.7% 0.6004
High 0.6447 0.6446 -0.0001 0.0% 0.6359
Low 0.6383 0.6287 -0.0096 -1.5% 0.6004
Close 0.6438 0.6330 -0.0108 -1.7% 0.6310
Range 0.0064 0.0159 0.0095 148.4% 0.0355
ATR 0.0130 0.0132 0.0002 1.6% 0.0000
Volume 43 165 122 283.7% 285
Daily Pivots for day following 15-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6831 0.6740 0.6417
R3 0.6672 0.6581 0.6374
R2 0.6513 0.6513 0.6359
R1 0.6422 0.6422 0.6345 0.6388
PP 0.6354 0.6354 0.6354 0.6338
S1 0.6263 0.6263 0.6315 0.6229
S2 0.6195 0.6195 0.6301
S3 0.6036 0.6104 0.6286
S4 0.5877 0.5945 0.6243
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 0.6124 0.0323 5.1% 0.0115 1.8% 64% False False 79
10 0.6447 0.5985 0.0462 7.3% 0.0112 1.8% 75% False False 106
20 0.6447 0.5520 0.0927 14.6% 0.0155 2.5% 87% False False 163
40 0.6729 0.5520 0.1209 19.1% 0.0127 2.0% 67% False False 132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7122
2.618 0.6862
1.618 0.6703
1.000 0.6605
0.618 0.6544
HIGH 0.6446
0.618 0.6385
0.500 0.6367
0.382 0.6348
LOW 0.6287
0.618 0.6189
1.000 0.6128
1.618 0.6030
2.618 0.5871
4.250 0.5611
Fisher Pivots for day following 15-Apr-2020
Pivot 1 day 3 day
R1 0.6367 0.6367
PP 0.6354 0.6355
S1 0.6342 0.6342

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

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