CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary
Previous Current
12-Jun-2020 15-Jun-2020 Change Change % Previous Week
Open 0.6846 0.6827 -0.0019 -0.3% 0.6974
High 0.6913 0.6926 0.0013 0.2% 0.7064
Low 0.6800 0.6777 -0.0023 -0.3% 0.6800
Close 0.6842 0.6916 0.0074 1.1% 0.6842
Range 0.0113 0.0149 0.0036 31.9% 0.0264
ATR 0.0107 0.0110 0.0003 2.8% 0.0000
Volume 155,140 135,817 -19,323 -12.5% 333,660
Daily Pivots for day following 15-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7320 0.7267 0.6998
R3 0.7171 0.7118 0.6957
R2 0.7022 0.7022 0.6943
R1 0.6969 0.6969 0.6930 0.6996
PP 0.6873 0.6873 0.6873 0.6886
S1 0.6820 0.6820 0.6902 0.6847
S2 0.6724 0.6724 0.6889
S3 0.6575 0.6671 0.6875
S4 0.6426 0.6522 0.6834
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7694 0.7532 0.6987
R3 0.7430 0.7268 0.6915
R2 0.7166 0.7166 0.6890
R1 0.7004 0.7004 0.6866 0.6953
PP 0.6902 0.6902 0.6902 0.6877
S1 0.6740 0.6740 0.6818 0.6689
S2 0.6638 0.6638 0.6794
S3 0.6374 0.6476 0.6769
S4 0.6110 0.6212 0.6697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7064 0.6777 0.0287 4.1% 0.0141 2.0% 48% False True 91,315
10 0.7064 0.6776 0.0288 4.2% 0.0120 1.7% 49% False False 48,239
20 0.7064 0.6414 0.0650 9.4% 0.0108 1.6% 77% False False 24,431
40 0.7064 0.6255 0.0809 11.7% 0.0093 1.3% 82% False False 12,283
60 0.7064 0.5679 0.1385 20.0% 0.0103 1.5% 89% False False 8,241
80 0.7064 0.5520 0.1544 22.3% 0.0110 1.6% 90% False False 6,211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7559
2.618 0.7316
1.618 0.7167
1.000 0.7075
0.618 0.7018
HIGH 0.6926
0.618 0.6869
0.500 0.6852
0.382 0.6834
LOW 0.6777
0.618 0.6685
1.000 0.6628
1.618 0.6536
2.618 0.6387
4.250 0.6144
Fisher Pivots for day following 15-Jun-2020
Pivot 1 day 3 day
R1 0.6895 0.6908
PP 0.6873 0.6899
S1 0.6852 0.6891

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

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