CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 20-Apr-2020
Day Change Summary
Previous Current
17-Apr-2020 20-Apr-2020 Change Change % Previous Week
Open 0.6356 0.6362 0.0006 0.1% 0.6355
High 0.6386 0.6396 0.0010 0.2% 0.6447
Low 0.6317 0.6336 0.0019 0.3% 0.6266
Close 0.6354 0.6347 -0.0007 -0.1% 0.6354
Range 0.0069 0.0060 -0.0009 -13.0% 0.0181
ATR 0.0124 0.0119 -0.0005 -3.7% 0.0000
Volume 257 86 -171 -66.5% 547
Daily Pivots for day following 20-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6540 0.6503 0.6380
R3 0.6480 0.6443 0.6364
R2 0.6420 0.6420 0.6358
R1 0.6383 0.6383 0.6353 0.6372
PP 0.6360 0.6360 0.6360 0.6354
S1 0.6323 0.6323 0.6342 0.6312
S2 0.6300 0.6300 0.6336
S3 0.6240 0.6263 0.6331
S4 0.6180 0.6203 0.6314
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 2.9% 0.0083 1.3% 45% False False 117
10 0.6447 0.6004 0.0443 7.0% 0.0098 1.5% 77% False False 91
20 0.6447 0.5710 0.0737 11.6% 0.0112 1.8% 86% False False 135
40 0.6660 0.5520 0.1140 18.0% 0.0128 2.0% 73% False False 141
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.6651
2.618 0.6553
1.618 0.6493
1.000 0.6456
0.618 0.6433
HIGH 0.6396
0.618 0.6373
0.500 0.6366
0.382 0.6359
LOW 0.6336
0.618 0.6299
1.000 0.6276
1.618 0.6239
2.618 0.6179
4.250 0.6081
Fisher Pivots for day following 20-Apr-2020
Pivot 1 day 3 day
R1 0.6366 0.6342
PP 0.6360 0.6336
S1 0.6353 0.6331

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

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