CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 17-Apr-2020
Day Change Summary
Previous Current
16-Apr-2020 17-Apr-2020 Change Change % Previous Week
Open 0.6313 0.6356 0.0043 0.7% 0.6355
High 0.6327 0.6386 0.0059 0.9% 0.6447
Low 0.6266 0.6317 0.0051 0.8% 0.6266
Close 0.6313 0.6354 0.0041 0.6% 0.6354
Range 0.0061 0.0069 0.0008 13.1% 0.0181
ATR 0.0127 0.0124 -0.0004 -3.1% 0.0000
Volume 34 257 223 655.9% 547
Daily Pivots for day following 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6559 0.6526 0.6392
R3 0.6490 0.6457 0.6373
R2 0.6421 0.6421 0.6367
R1 0.6388 0.6388 0.6360 0.6370
PP 0.6352 0.6352 0.6352 0.6344
S1 0.6319 0.6319 0.6348 0.6301
S2 0.6283 0.6283 0.6341
S3 0.6214 0.6250 0.6335
S4 0.6145 0.6181 0.6316
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6899 0.6807 0.6454
R3 0.6718 0.6626 0.6404
R2 0.6537 0.6537 0.6387
R1 0.6445 0.6445 0.6371 0.6401
PP 0.6356 0.6356 0.6356 0.6333
S1 0.6264 0.6264 0.6337 0.6220
S2 0.6175 0.6175 0.6321
S3 0.5994 0.6083 0.6304
S4 0.5813 0.5902 0.6254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6447 0.6266 0.0181 2.8% 0.0085 1.3% 49% False False 109
10 0.6447 0.5985 0.0462 7.3% 0.0100 1.6% 80% False False 94
20 0.6447 0.5679 0.0768 12.1% 0.0125 2.0% 88% False False 156
40 0.6661 0.5520 0.1141 18.0% 0.0128 2.0% 73% False False 139
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6679
2.618 0.6567
1.618 0.6498
1.000 0.6455
0.618 0.6429
HIGH 0.6386
0.618 0.6360
0.500 0.6352
0.382 0.6343
LOW 0.6317
0.618 0.6274
1.000 0.6248
1.618 0.6205
2.618 0.6136
4.250 0.6024
Fisher Pivots for day following 17-Apr-2020
Pivot 1 day 3 day
R1 0.6353 0.6356
PP 0.6352 0.6355
S1 0.6352 0.6355

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

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