CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 07-May-2020
Day Change Summary
Previous Current
06-May-2020 07-May-2020 Change Change % Previous Week
Open 0.6421 0.6390 -0.0031 -0.5% 0.6400
High 0.6452 0.6502 0.0050 0.8% 0.6570
Low 0.6396 0.6380 -0.0016 -0.3% 0.6398
Close 0.6417 0.6488 0.0071 1.1% 0.6413
Range 0.0056 0.0122 0.0066 117.9% 0.0172
ATR 0.0094 0.0096 0.0002 2.1% 0.0000
Volume 31 110 79 254.8% 470
Daily Pivots for day following 07-May-2020
Classic Woodie Camarilla DeMark
R4 0.6823 0.6777 0.6555
R3 0.6701 0.6655 0.6522
R2 0.6579 0.6579 0.6510
R1 0.6533 0.6533 0.6499 0.6556
PP 0.6457 0.6457 0.6457 0.6468
S1 0.6411 0.6411 0.6477 0.6434
S2 0.6335 0.6335 0.6466
S3 0.6213 0.6289 0.6454
S4 0.6091 0.6167 0.6421
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 0.6503 0.6374 0.0129 2.0% 0.0077 1.2% 88% False False 75
10 0.6570 0.6339 0.0231 3.6% 0.0074 1.1% 65% False False 74
20 0.6570 0.6201 0.0369 5.7% 0.0083 1.3% 78% False False 80
40 0.6570 0.5520 0.1050 16.2% 0.0127 2.0% 92% False False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7021
2.618 0.6821
1.618 0.6699
1.000 0.6624
0.618 0.6577
HIGH 0.6502
0.618 0.6455
0.500 0.6441
0.382 0.6427
LOW 0.6380
0.618 0.6305
1.000 0.6258
1.618 0.6183
2.618 0.6061
4.250 0.5862
Fisher Pivots for day following 07-May-2020
Pivot 1 day 3 day
R1 0.6472 0.6472
PP 0.6457 0.6457
S1 0.6441 0.6441

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

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