CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 01-Jun-2020
Day Change Summary
Previous Current
29-May-2020 01-Jun-2020 Change Change % Previous Week
Open 0.6621 0.6656 0.0035 0.5% 0.6544
High 0.6683 0.6804 0.0121 1.8% 0.6683
Low 0.6619 0.6648 0.0029 0.4% 0.6521
Close 0.6659 0.6798 0.0139 2.1% 0.6659
Range 0.0064 0.0156 0.0092 143.8% 0.0162
ATR 0.0090 0.0094 0.0005 5.3% 0.0000
Volume 847 1,604 757 89.4% 2,824
Daily Pivots for day following 01-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7218 0.7164 0.6884
R3 0.7062 0.7008 0.6841
R2 0.6906 0.6906 0.6827
R1 0.6852 0.6852 0.6812 0.6879
PP 0.6750 0.6750 0.6750 0.6764
S1 0.6696 0.6696 0.6784 0.6723
S2 0.6594 0.6594 0.6769
S3 0.6438 0.6540 0.6755
S4 0.6282 0.6384 0.6712
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.7107 0.7045 0.6748
R3 0.6945 0.6883 0.6704
R2 0.6783 0.6783 0.6689
R1 0.6721 0.6721 0.6674 0.6752
PP 0.6621 0.6621 0.6621 0.6637
S1 0.6559 0.6559 0.6644 0.6590
S2 0.6459 0.6459 0.6629
S3 0.6297 0.6397 0.6614
S4 0.6135 0.6235 0.6570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6804 0.6521 0.0283 4.2% 0.0113 1.7% 98% True False 885
10 0.6804 0.6414 0.0390 5.7% 0.0096 1.4% 98% True False 623
20 0.6804 0.6374 0.0430 6.3% 0.0086 1.3% 99% True False 412
40 0.6804 0.5985 0.0819 12.0% 0.0088 1.3% 99% True False 247
60 0.6804 0.5520 0.1284 18.9% 0.0118 1.7% 100% True False 233
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 0.0013
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.7467
2.618 0.7212
1.618 0.7056
1.000 0.6960
0.618 0.6900
HIGH 0.6804
0.618 0.6744
0.500 0.6726
0.382 0.6708
LOW 0.6648
0.618 0.6552
1.000 0.6492
1.618 0.6396
2.618 0.6240
4.250 0.5985
Fisher Pivots for day following 01-Jun-2020
Pivot 1 day 3 day
R1 0.6774 0.6764
PP 0.6750 0.6731
S1 0.6726 0.6697

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

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