CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 20-May-2020
Day Change Summary
Previous Current
19-May-2020 20-May-2020 Change Change % Previous Week
Open 0.6528 0.6528 0.0000 0.0% 0.6537
High 0.6585 0.6616 0.0031 0.5% 0.6562
Low 0.6511 0.6527 0.0016 0.2% 0.6404
Close 0.6567 0.6602 0.0035 0.5% 0.6419
Range 0.0074 0.0089 0.0015 20.3% 0.0158
ATR 0.0090 0.0090 0.0000 -0.1% 0.0000
Volume 529 323 -206 -38.9% 1,680
Daily Pivots for day following 20-May-2020
Classic Woodie Camarilla DeMark
R4 0.6849 0.6814 0.6651
R3 0.6760 0.6725 0.6626
R2 0.6671 0.6671 0.6618
R1 0.6636 0.6636 0.6610 0.6654
PP 0.6582 0.6582 0.6582 0.6590
S1 0.6547 0.6547 0.6594 0.6565
S2 0.6493 0.6493 0.6586
S3 0.6404 0.6458 0.6578
S4 0.6315 0.6369 0.6553
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 0.6936 0.6835 0.6506
R3 0.6778 0.6677 0.6462
R2 0.6620 0.6620 0.6448
R1 0.6519 0.6519 0.6433 0.6491
PP 0.6462 0.6462 0.6462 0.6447
S1 0.6361 0.6361 0.6405 0.6333
S2 0.6304 0.6304 0.6390
S3 0.6146 0.6203 0.6376
S4 0.5988 0.6045 0.6332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6616 0.6404 0.0212 3.2% 0.0082 1.2% 93% True False 378
10 0.6616 0.6380 0.0236 3.6% 0.0087 1.3% 94% True False 301
20 0.6616 0.6285 0.0331 5.0% 0.0080 1.2% 96% True False 184
40 0.6616 0.5880 0.0736 11.1% 0.0094 1.4% 98% True False 155
60 0.6660 0.5520 0.1140 17.3% 0.0114 1.7% 95% False False 156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6994
2.618 0.6849
1.618 0.6760
1.000 0.6705
0.618 0.6671
HIGH 0.6616
0.618 0.6582
0.500 0.6572
0.382 0.6561
LOW 0.6527
0.618 0.6472
1.000 0.6438
1.618 0.6383
2.618 0.6294
4.250 0.6149
Fisher Pivots for day following 20-May-2020
Pivot 1 day 3 day
R1 0.6592 0.6573
PP 0.6582 0.6544
S1 0.6572 0.6515

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

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