CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 06-May-2020
Day Change Summary
Previous Current
05-May-2020 06-May-2020 Change Change % Previous Week
Open 0.6421 0.6421 0.0000 0.0% 0.6400
High 0.6475 0.6452 -0.0023 -0.4% 0.6570
Low 0.6419 0.6396 -0.0023 -0.4% 0.6398
Close 0.6459 0.6417 -0.0042 -0.7% 0.6413
Range 0.0056 0.0056 0.0000 0.0% 0.0172
ATR 0.0096 0.0094 -0.0002 -2.5% 0.0000
Volume 42 31 -11 -26.2% 470
Daily Pivots for day following 06-May-2020
Classic Woodie Camarilla DeMark
R4 0.6590 0.6559 0.6448
R3 0.6534 0.6503 0.6432
R2 0.6478 0.6478 0.6427
R1 0.6447 0.6447 0.6422 0.6435
PP 0.6422 0.6422 0.6422 0.6415
S1 0.6391 0.6391 0.6412 0.6379
S2 0.6366 0.6366 0.6407
S3 0.6310 0.6335 0.6402
S4 0.6254 0.6279 0.6386
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% 0.0068 1.1% 22% False False 82
10 0.6570 0.6285 0.0285 4.4% 0.0073 1.1% 46% False False 67
20 0.6570 0.6124 0.0446 7.0% 0.0083 1.3% 66% False False 76
40 0.6570 0.5520 0.1050 16.4% 0.0125 2.0% 85% False False 143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Fibonacci Retracements and Extensions
4.250 0.6690
2.618 0.6599
1.618 0.6543
1.000 0.6508
0.618 0.6487
HIGH 0.6452
0.618 0.6431
0.500 0.6424
0.382 0.6417
LOW 0.6396
0.618 0.6361
1.000 0.6340
1.618 0.6305
2.618 0.6249
4.250 0.6158
Fisher Pivots for day following 06-May-2020
Pivot 1 day 3 day
R1 0.6424 0.6425
PP 0.6422 0.6422
S1 0.6419 0.6420

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

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