CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 30-Apr-2020
Day Change Summary
Previous Current
29-Apr-2020 30-Apr-2020 Change Change % Previous Week
Open 0.6494 0.6555 0.0061 0.9% 0.6362
High 0.6557 0.6570 0.0013 0.2% 0.6402
Low 0.6492 0.6493 0.0001 0.0% 0.6255
Close 0.6543 0.6524 -0.0019 -0.3% 0.6382
Range 0.0065 0.0077 0.0012 18.5% 0.0147
ATR 0.0103 0.0102 -0.0002 -1.8% 0.0000
Volume 86 146 60 69.8% 235
Daily Pivots for day following 30-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6760 0.6719 0.6566
R3 0.6683 0.6642 0.6545
R2 0.6606 0.6606 0.6538
R1 0.6565 0.6565 0.6531 0.6547
PP 0.6529 0.6529 0.6529 0.6520
S1 0.6488 0.6488 0.6517 0.6470
S2 0.6452 0.6452 0.6510
S3 0.6375 0.6411 0.6503
S4 0.6298 0.6334 0.6482
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 0.6570 0.6339 0.0231 3.5% 0.0070 1.1% 80% True False 72
10 0.6570 0.6255 0.0315 4.8% 0.0076 1.2% 85% True False 83
20 0.6570 0.5985 0.0585 9.0% 0.0090 1.4% 92% True False 89
40 0.6660 0.5520 0.1140 17.5% 0.0132 2.0% 88% False False 142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6897
2.618 0.6772
1.618 0.6695
1.000 0.6647
0.618 0.6618
HIGH 0.6570
0.618 0.6541
0.500 0.6532
0.382 0.6522
LOW 0.6493
0.618 0.6445
1.000 0.6416
1.618 0.6368
2.618 0.6291
4.250 0.6166
Fisher Pivots for day following 30-Apr-2020
Pivot 1 day 3 day
R1 0.6532 0.6517
PP 0.6529 0.6510
S1 0.6527 0.6504

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

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