CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 21-Apr-2020
Day Change Summary
Previous Current
20-Apr-2020 21-Apr-2020 Change Change % Previous Week
Open 0.6362 0.6343 -0.0019 -0.3% 0.6355
High 0.6396 0.6346 -0.0050 -0.8% 0.6447
Low 0.6336 0.6255 -0.0081 -1.3% 0.6266
Close 0.6347 0.6285 -0.0062 -1.0% 0.6354
Range 0.0060 0.0091 0.0031 51.7% 0.0181
ATR 0.0119 0.0117 -0.0002 -1.6% 0.0000
Volume 86 67 -19 -22.1% 547
Daily Pivots for day following 21-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6568 0.6518 0.6335
R3 0.6477 0.6427 0.6310
R2 0.6386 0.6386 0.6302
R1 0.6336 0.6336 0.6293 0.6316
PP 0.6295 0.6295 0.6295 0.6285
S1 0.6245 0.6245 0.6277 0.6225
S2 0.6204 0.6204 0.6268
S3 0.6113 0.6154 0.6260
S4 0.6022 0.6063 0.6235
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 0.6446 0.6255 0.0191 3.0% 0.0088 1.4% 16% False True 121
10 0.6447 0.6088 0.0359 5.7% 0.0097 1.5% 55% False False 94
20 0.6447 0.5839 0.0608 9.7% 0.0110 1.8% 73% False False 133
40 0.6660 0.5520 0.1140 18.1% 0.0130 2.1% 67% False False 143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6733
2.618 0.6584
1.618 0.6493
1.000 0.6437
0.618 0.6402
HIGH 0.6346
0.618 0.6311
0.500 0.6301
0.382 0.6290
LOW 0.6255
0.618 0.6199
1.000 0.6164
1.618 0.6108
2.618 0.6017
4.250 0.5868
Fisher Pivots for day following 21-Apr-2020
Pivot 1 day 3 day
R1 0.6301 0.6326
PP 0.6295 0.6312
S1 0.6290 0.6299

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

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