CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 22-May-2020
Day Change Summary
Previous Current
21-May-2020 22-May-2020 Change Change % Previous Week
Open 0.6598 0.6571 -0.0027 -0.4% 0.6427
High 0.6598 0.6572 -0.0026 -0.4% 0.6616
Low 0.6549 0.6507 -0.0042 -0.6% 0.6414
Close 0.6566 0.6529 -0.0037 -0.6% 0.6529
Range 0.0049 0.0065 0.0016 32.7% 0.0202
ATR 0.0088 0.0086 -0.0002 -1.8% 0.0000
Volume 328 341 13 4.0% 1,802
Daily Pivots for day following 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.6731 0.6695 0.6565
R3 0.6666 0.6630 0.6547
R2 0.6601 0.6601 0.6541
R1 0.6565 0.6565 0.6535 0.6551
PP 0.6536 0.6536 0.6536 0.6529
S1 0.6500 0.6500 0.6523 0.6486
S2 0.6471 0.6471 0.6517
S3 0.6406 0.6435 0.6511
S4 0.6341 0.6370 0.6493
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.7126 0.7029 0.6640
R3 0.6924 0.6827 0.6585
R2 0.6722 0.6722 0.6566
R1 0.6625 0.6625 0.6548 0.6674
PP 0.6520 0.6520 0.6520 0.6544
S1 0.6423 0.6423 0.6510 0.6472
S2 0.6318 0.6318 0.6492
S3 0.6116 0.6221 0.6473
S4 0.5914 0.6019 0.6418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6616 0.6414 0.0202 3.1% 0.0078 1.2% 57% False False 360
10 0.6616 0.6404 0.0212 3.2% 0.0081 1.2% 59% False False 348
20 0.6616 0.6374 0.0242 3.7% 0.0077 1.2% 64% False False 214
40 0.6616 0.5985 0.0631 9.7% 0.0088 1.3% 86% False False 163
60 0.6660 0.5520 0.1140 17.5% 0.0114 1.7% 89% False False 167
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6848
2.618 0.6742
1.618 0.6677
1.000 0.6637
0.618 0.6612
HIGH 0.6572
0.618 0.6547
0.500 0.6540
0.382 0.6532
LOW 0.6507
0.618 0.6467
1.000 0.6442
1.618 0.6402
2.618 0.6337
4.250 0.6231
Fisher Pivots for day following 22-May-2020
Pivot 1 day 3 day
R1 0.6540 0.6562
PP 0.6536 0.6551
S1 0.6533 0.6540

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

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