CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 23-Apr-2020
Day Change Summary
Previous Current
22-Apr-2020 23-Apr-2020 Change Change % Previous Week
Open 0.6300 0.6295 -0.0005 -0.1% 0.6355
High 0.6351 0.6402 0.0051 0.8% 0.6447
Low 0.6279 0.6285 0.0006 0.1% 0.6266
Close 0.6323 0.6388 0.0065 1.0% 0.6354
Range 0.0072 0.0117 0.0045 62.5% 0.0181
ATR 0.0114 0.0114 0.0000 0.2% 0.0000
Volume 23 40 17 73.9% 547
Daily Pivots for day following 23-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6709 0.6666 0.6452
R3 0.6592 0.6549 0.6420
R2 0.6475 0.6475 0.6409
R1 0.6432 0.6432 0.6399 0.6454
PP 0.6358 0.6358 0.6358 0.6369
S1 0.6315 0.6315 0.6377 0.6337
S2 0.6241 0.6241 0.6367
S3 0.6124 0.6198 0.6356
S4 0.6007 0.6081 0.6324
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 0.6402 0.6255 0.0147 2.3% 0.0082 1.3% 90% True False 94
10 0.6447 0.6201 0.0246 3.9% 0.0092 1.4% 76% False False 86
20 0.6447 0.5880 0.0567 8.9% 0.0107 1.7% 90% False False 117
40 0.6660 0.5520 0.1140 17.8% 0.0132 2.1% 76% False False 143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6899
2.618 0.6708
1.618 0.6591
1.000 0.6519
0.618 0.6474
HIGH 0.6402
0.618 0.6357
0.500 0.6344
0.382 0.6330
LOW 0.6285
0.618 0.6213
1.000 0.6168
1.618 0.6096
2.618 0.5979
4.250 0.5788
Fisher Pivots for day following 23-Apr-2020
Pivot 1 day 3 day
R1 0.6373 0.6368
PP 0.6358 0.6348
S1 0.6344 0.6329

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

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