CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 11-Jun-2020
Day Change Summary
Previous Current
10-Jun-2020 11-Jun-2020 Change Change % Previous Week
Open 0.6957 0.6993 0.0036 0.5% 0.6656
High 0.7064 0.7005 -0.0059 -0.8% 0.7012
Low 0.6933 0.6840 -0.0093 -1.3% 0.6648
Close 0.7020 0.6848 -0.0172 -2.5% 0.6967
Range 0.0131 0.0165 0.0034 26.0% 0.0364
ATR 0.0101 0.0107 0.0006 5.6% 0.0000
Volume 77,759 56,210 -21,549 -27.7% 14,520
Daily Pivots for day following 11-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7393 0.7285 0.6939
R3 0.7228 0.7120 0.6893
R2 0.7063 0.7063 0.6878
R1 0.6955 0.6955 0.6863 0.6927
PP 0.6898 0.6898 0.6898 0.6883
S1 0.6790 0.6790 0.6833 0.6762
S2 0.6733 0.6733 0.6818
S3 0.6568 0.6625 0.6803
S4 0.6403 0.6460 0.6757
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7968 0.7831 0.7167
R3 0.7604 0.7467 0.7067
R2 0.7240 0.7240 0.7034
R1 0.7103 0.7103 0.7000 0.7172
PP 0.6876 0.6876 0.6876 0.6910
S1 0.6739 0.6739 0.6934 0.6808
S2 0.6512 0.6512 0.6900
S3 0.6148 0.6375 0.6867
S4 0.5784 0.6011 0.6767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7064 0.6840 0.0224 3.3% 0.0118 1.7% 4% False True 36,850
10 0.7064 0.6619 0.0445 6.5% 0.0116 1.7% 51% False False 19,388
20 0.7064 0.6404 0.0660 9.6% 0.0101 1.5% 67% False False 9,921
40 0.7064 0.6255 0.0809 11.8% 0.0089 1.3% 73% False False 5,017
60 0.7064 0.5520 0.1544 22.5% 0.0111 1.6% 86% False False 3,399
80 0.7064 0.5520 0.1544 22.5% 0.0108 1.6% 86% False False 2,574
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 0.0019
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 0.7706
2.618 0.7437
1.618 0.7272
1.000 0.7170
0.618 0.7107
HIGH 0.7005
0.618 0.6942
0.500 0.6923
0.382 0.6903
LOW 0.6840
0.618 0.6738
1.000 0.6675
1.618 0.6573
2.618 0.6408
4.250 0.6139
Fisher Pivots for day following 11-Jun-2020
Pivot 1 day 3 day
R1 0.6923 0.6952
PP 0.6898 0.6917
S1 0.6873 0.6883

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

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