CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 26-May-2020
Day Change Summary
Previous Current
22-May-2020 26-May-2020 Change Change % Previous Week
Open 0.6571 0.6544 -0.0027 -0.4% 0.6427
High 0.6572 0.6675 0.0103 1.6% 0.6616
Low 0.6507 0.6521 0.0014 0.2% 0.6414
Close 0.6529 0.6675 0.0146 2.2% 0.6529
Range 0.0065 0.0154 0.0089 136.9% 0.0202
ATR 0.0086 0.0091 0.0005 5.6% 0.0000
Volume 341 591 250 73.3% 1,802
Daily Pivots for day following 26-May-2020
Classic Woodie Camarilla DeMark
R4 0.7086 0.7034 0.6760
R3 0.6932 0.6880 0.6717
R2 0.6778 0.6778 0.6703
R1 0.6726 0.6726 0.6689 0.6752
PP 0.6624 0.6624 0.6624 0.6637
S1 0.6572 0.6572 0.6661 0.6598
S2 0.6470 0.6470 0.6647
S3 0.6316 0.6418 0.6633
S4 0.6162 0.6264 0.6590
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 0.6675 0.6507 0.0168 2.5% 0.0086 1.3% 100% True False 422
10 0.6675 0.6404 0.0271 4.1% 0.0086 1.3% 100% True False 380
20 0.6675 0.6374 0.0301 4.5% 0.0081 1.2% 100% True False 241
40 0.6675 0.5985 0.0690 10.3% 0.0088 1.3% 100% True False 172
60 0.6675 0.5520 0.1155 17.3% 0.0115 1.7% 100% True False 176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7330
2.618 0.7078
1.618 0.6924
1.000 0.6829
0.618 0.6770
HIGH 0.6675
0.618 0.6616
0.500 0.6598
0.382 0.6580
LOW 0.6521
0.618 0.6426
1.000 0.6367
1.618 0.6272
2.618 0.6118
4.250 0.5867
Fisher Pivots for day following 26-May-2020
Pivot 1 day 3 day
R1 0.6649 0.6647
PP 0.6624 0.6619
S1 0.6598 0.6591

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

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