CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 29-Apr-2020
Day Change Summary
Previous Current
28-Apr-2020 29-Apr-2020 Change Change % Previous Week
Open 0.6448 0.6494 0.0046 0.7% 0.6362
High 0.6514 0.6557 0.0043 0.7% 0.6402
Low 0.6437 0.6492 0.0055 0.9% 0.6255
Close 0.6501 0.6543 0.0042 0.6% 0.6382
Range 0.0077 0.0065 -0.0012 -15.6% 0.0147
ATR 0.0106 0.0103 -0.0003 -2.8% 0.0000
Volume 61 86 25 41.0% 235
Daily Pivots for day following 29-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6726 0.6699 0.6579
R3 0.6661 0.6634 0.6561
R2 0.6596 0.6596 0.6555
R1 0.6569 0.6569 0.6549 0.6583
PP 0.6531 0.6531 0.6531 0.6537
S1 0.6504 0.6504 0.6537 0.6518
S2 0.6466 0.6466 0.6531
S3 0.6401 0.6439 0.6525
S4 0.6336 0.6374 0.6507
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6787 0.6732 0.6463
R3 0.6640 0.6585 0.6422
R2 0.6493 0.6493 0.6409
R1 0.6438 0.6438 0.6395 0.6466
PP 0.6346 0.6346 0.6346 0.6360
S1 0.6291 0.6291 0.6369 0.6319
S2 0.6199 0.6199 0.6355
S3 0.6052 0.6144 0.6342
S4 0.5905 0.5997 0.6301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6557 0.6285 0.0272 4.2% 0.0078 1.2% 95% True False 51
10 0.6557 0.6255 0.0302 4.6% 0.0075 1.1% 95% True False 72
20 0.6557 0.5985 0.0572 8.7% 0.0093 1.4% 98% True False 89
40 0.6660 0.5520 0.1140 17.4% 0.0131 2.0% 90% False False 140
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6833
2.618 0.6727
1.618 0.6662
1.000 0.6622
0.618 0.6597
HIGH 0.6557
0.618 0.6532
0.500 0.6525
0.382 0.6517
LOW 0.6492
0.618 0.6452
1.000 0.6427
1.618 0.6387
2.618 0.6322
4.250 0.6216
Fisher Pivots for day following 29-Apr-2020
Pivot 1 day 3 day
R1 0.6537 0.6521
PP 0.6531 0.6499
S1 0.6525 0.6478

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

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