CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 14-May-2020
Day Change Summary
Previous Current
13-May-2020 14-May-2020 Change Change % Previous Week
Open 0.6476 0.6457 -0.0019 -0.3% 0.6407
High 0.6524 0.6467 -0.0057 -0.9% 0.6548
Low 0.6440 0.6405 -0.0035 -0.5% 0.6374
Close 0.6441 0.6435 -0.0006 -0.1% 0.6527
Range 0.0084 0.0062 -0.0022 -26.2% 0.0174
ATR 0.0094 0.0092 -0.0002 -2.4% 0.0000
Volume 385 423 38 9.9% 346
Daily Pivots for day following 14-May-2020
Classic Woodie Camarilla DeMark
R4 0.6622 0.6590 0.6469
R3 0.6560 0.6528 0.6452
R2 0.6498 0.6498 0.6446
R1 0.6466 0.6466 0.6441 0.6451
PP 0.6436 0.6436 0.6436 0.6428
S1 0.6404 0.6404 0.6429 0.6389
S2 0.6374 0.6374 0.6424
S3 0.6312 0.6342 0.6418
S4 0.6250 0.6280 0.6401
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 0.6405 0.0157 2.4% 0.0081 1.3% 19% False True 288
10 0.6562 0.6374 0.0188 2.9% 0.0079 1.2% 32% False False 181
20 0.6570 0.6255 0.0315 4.9% 0.0078 1.2% 57% False False 132
40 0.6570 0.5520 0.1050 16.3% 0.0110 1.7% 87% False False 145
60 0.6711 0.5520 0.1191 18.5% 0.0111 1.7% 77% False False 133
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6731
2.618 0.6629
1.618 0.6567
1.000 0.6529
0.618 0.6505
HIGH 0.6467
0.618 0.6443
0.500 0.6436
0.382 0.6429
LOW 0.6405
0.618 0.6367
1.000 0.6343
1.618 0.6305
2.618 0.6243
4.250 0.6142
Fisher Pivots for day following 14-May-2020
Pivot 1 day 3 day
R1 0.6436 0.6471
PP 0.6436 0.6459
S1 0.6435 0.6447

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

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