CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 22-Apr-2020
Day Change Summary
Previous Current
21-Apr-2020 22-Apr-2020 Change Change % Previous Week
Open 0.6343 0.6300 -0.0043 -0.7% 0.6355
High 0.6346 0.6351 0.0005 0.1% 0.6447
Low 0.6255 0.6279 0.0024 0.4% 0.6266
Close 0.6285 0.6323 0.0038 0.6% 0.6354
Range 0.0091 0.0072 -0.0019 -20.9% 0.0181
ATR 0.0117 0.0114 -0.0003 -2.8% 0.0000
Volume 67 23 -44 -65.7% 547
Daily Pivots for day following 22-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6534 0.6500 0.6363
R3 0.6462 0.6428 0.6343
R2 0.6390 0.6390 0.6336
R1 0.6356 0.6356 0.6330 0.6373
PP 0.6318 0.6318 0.6318 0.6326
S1 0.6284 0.6284 0.6316 0.6301
S2 0.6246 0.6246 0.6310
S3 0.6174 0.6212 0.6303
S4 0.6102 0.6140 0.6283
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 0.6396 0.6255 0.0141 2.2% 0.0071 1.1% 48% False False 93
10 0.6447 0.6124 0.0323 5.1% 0.0093 1.5% 62% False False 86
20 0.6447 0.5880 0.0567 9.0% 0.0107 1.7% 78% False False 125
40 0.6660 0.5520 0.1140 18.0% 0.0131 2.1% 70% False False 143
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6657
2.618 0.6539
1.618 0.6467
1.000 0.6423
0.618 0.6395
HIGH 0.6351
0.618 0.6323
0.500 0.6315
0.382 0.6307
LOW 0.6279
0.618 0.6235
1.000 0.6207
1.618 0.6163
2.618 0.6091
4.250 0.5973
Fisher Pivots for day following 22-Apr-2020
Pivot 1 day 3 day
R1 0.6320 0.6326
PP 0.6318 0.6325
S1 0.6315 0.6324

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

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