CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 04-May-2020
Day Change Summary
Previous Current
01-May-2020 04-May-2020 Change Change % Previous Week
Open 0.6503 0.6407 -0.0096 -1.5% 0.6400
High 0.6503 0.6434 -0.0069 -1.1% 0.6570
Low 0.6412 0.6374 -0.0038 -0.6% 0.6398
Close 0.6413 0.6426 0.0013 0.2% 0.6413
Range 0.0091 0.0060 -0.0031 -34.1% 0.0172
ATR 0.0102 0.0099 -0.0003 -3.0% 0.0000
Volume 125 68 -57 -45.6% 470
Daily Pivots for day following 04-May-2020
Classic Woodie Camarilla DeMark
R4 0.6591 0.6569 0.6459
R3 0.6531 0.6509 0.6443
R2 0.6471 0.6471 0.6437
R1 0.6449 0.6449 0.6432 0.6460
PP 0.6411 0.6411 0.6411 0.6417
S1 0.6389 0.6389 0.6421 0.6400
S2 0.6351 0.6351 0.6415
S3 0.6291 0.6329 0.6410
S4 0.6231 0.6269 0.6393
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.6976 0.6867 0.6508
R3 0.6804 0.6695 0.6460
R2 0.6632 0.6632 0.6445
R1 0.6523 0.6523 0.6429 0.6578
PP 0.6460 0.6460 0.6460 0.6488
S1 0.6351 0.6351 0.6397 0.6406
S2 0.6288 0.6288 0.6381
S3 0.6116 0.6179 0.6366
S4 0.5944 0.6007 0.6318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6570 0.6374 0.0196 3.1% 0.0074 1.2% 27% False True 97
10 0.6570 0.6255 0.0315 4.9% 0.0078 1.2% 54% False False 68
20 0.6570 0.6004 0.0566 8.8% 0.0088 1.4% 75% False False 80
40 0.6660 0.5520 0.1140 17.7% 0.0134 2.1% 79% False False 144
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.0011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6689
2.618 0.6591
1.618 0.6531
1.000 0.6494
0.618 0.6471
HIGH 0.6434
0.618 0.6411
0.500 0.6404
0.382 0.6397
LOW 0.6374
0.618 0.6337
1.000 0.6314
1.618 0.6277
2.618 0.6217
4.250 0.6119
Fisher Pivots for day following 04-May-2020
Pivot 1 day 3 day
R1 0.6419 0.6472
PP 0.6411 0.6457
S1 0.6404 0.6441

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

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