CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 05-May-2020
Day Change Summary
Previous Current
04-May-2020 05-May-2020 Change Change % Previous Week
Open 0.6407 0.6421 0.0014 0.2% 0.6400
High 0.6434 0.6475 0.0041 0.6% 0.6570
Low 0.6374 0.6419 0.0045 0.7% 0.6398
Close 0.6426 0.6459 0.0033 0.5% 0.6413
Range 0.0060 0.0056 -0.0004 -6.7% 0.0172
ATR 0.0099 0.0096 -0.0003 -3.1% 0.0000
Volume 68 42 -26 -38.2% 470
Daily Pivots for day following 05-May-2020
Classic Woodie Camarilla DeMark
R4 0.6619 0.6595 0.6490
R3 0.6563 0.6539 0.6474
R2 0.6507 0.6507 0.6469
R1 0.6483 0.6483 0.6464 0.6495
PP 0.6451 0.6451 0.6451 0.6457
S1 0.6427 0.6427 0.6454 0.6439
S2 0.6395 0.6395 0.6449
S3 0.6339 0.6371 0.6444
S4 0.6283 0.6315 0.6428
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 3.0% 0.0070 1.1% 43% False False 93
10 0.6570 0.6279 0.0291 4.5% 0.0075 1.2% 62% False False 66
20 0.6570 0.6088 0.0482 7.5% 0.0086 1.3% 77% False False 80
40 0.6570 0.5520 0.1050 16.3% 0.0126 2.0% 89% False False 142
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.6713
2.618 0.6622
1.618 0.6566
1.000 0.6531
0.618 0.6510
HIGH 0.6475
0.618 0.6454
0.500 0.6447
0.382 0.6440
LOW 0.6419
0.618 0.6384
1.000 0.6363
1.618 0.6328
2.618 0.6272
4.250 0.6181
Fisher Pivots for day following 05-May-2020
Pivot 1 day 3 day
R1 0.6455 0.6452
PP 0.6451 0.6445
S1 0.6447 0.6439

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

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