CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 0.6505 0.6537 0.0032 0.5% 0.6407
High 0.6548 0.6562 0.0014 0.2% 0.6548
Low 0.6495 0.6458 -0.0037 -0.6% 0.6374
Close 0.6527 0.6485 -0.0042 -0.6% 0.6527
Range 0.0053 0.0104 0.0051 96.2% 0.0174
ATR 0.0093 0.0094 0.0001 0.8% 0.0000
Volume 95 266 171 180.0% 346
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 0.6814 0.6753 0.6542
R3 0.6710 0.6649 0.6514
R2 0.6606 0.6606 0.6504
R1 0.6545 0.6545 0.6495 0.6524
PP 0.6502 0.6502 0.6502 0.6491
S1 0.6441 0.6441 0.6475 0.6420
S2 0.6398 0.6398 0.6466
S3 0.6294 0.6337 0.6456
S4 0.6190 0.6233 0.6428
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.7005 0.6940 0.6623
R3 0.6831 0.6766 0.6575
R2 0.6657 0.6657 0.6559
R1 0.6592 0.6592 0.6543 0.6625
PP 0.6483 0.6483 0.6483 0.6499
S1 0.6418 0.6418 0.6511 0.6451
S2 0.6309 0.6309 0.6495
S3 0.6135 0.6244 0.6479
S4 0.5961 0.6070 0.6431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6562 0.6380 0.0182 2.8% 0.0078 1.2% 58% True False 108
10 0.6570 0.6374 0.0196 3.0% 0.0076 1.2% 57% False False 103
20 0.6570 0.6255 0.0315 4.9% 0.0079 1.2% 73% False False 90
40 0.6570 0.5520 0.1050 16.2% 0.0120 1.9% 92% False False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7004
2.618 0.6834
1.618 0.6730
1.000 0.6666
0.618 0.6626
HIGH 0.6562
0.618 0.6522
0.500 0.6510
0.382 0.6498
LOW 0.6458
0.618 0.6394
1.000 0.6354
1.618 0.6290
2.618 0.6186
4.250 0.6016
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 0.6510 0.6480
PP 0.6502 0.6476
S1 0.6493 0.6471

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

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