CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 18-Jun-2020
Day Change Summary
Previous Current
17-Jun-2020 18-Jun-2020 Change Change % Previous Week
Open 0.6883 0.6885 0.0002 0.0% 0.6974
High 0.6924 0.6904 -0.0020 -0.3% 0.7064
Low 0.6853 0.6837 -0.0016 -0.2% 0.6800
Close 0.6891 0.6848 -0.0043 -0.6% 0.6842
Range 0.0071 0.0067 -0.0004 -5.6% 0.0264
ATR 0.0110 0.0107 -0.0003 -2.8% 0.0000
Volume 90,848 85,808 -5,040 -5.5% 333,660
Daily Pivots for day following 18-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7064 0.7023 0.6885
R3 0.6997 0.6956 0.6866
R2 0.6930 0.6930 0.6860
R1 0.6889 0.6889 0.6854 0.6876
PP 0.6863 0.6863 0.6863 0.6857
S1 0.6822 0.6822 0.6842 0.6809
S2 0.6796 0.6796 0.6836
S3 0.6729 0.6755 0.6830
S4 0.6662 0.6688 0.6811
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 0.6979 0.6777 0.0202 2.9% 0.0109 1.6% 35% False False 120,852
10 0.7064 0.6777 0.0287 4.2% 0.0114 1.7% 25% False False 78,851
20 0.7064 0.6507 0.0557 8.1% 0.0108 1.6% 61% False False 40,039
40 0.7064 0.6285 0.0779 11.4% 0.0094 1.4% 72% False False 20,112
60 0.7064 0.5880 0.1184 17.3% 0.0099 1.4% 82% False False 13,449
80 0.7064 0.5520 0.1544 22.5% 0.0113 1.6% 86% False False 10,127
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7189
2.618 0.7079
1.618 0.7012
1.000 0.6971
0.618 0.6945
HIGH 0.6904
0.618 0.6878
0.500 0.6871
0.382 0.6863
LOW 0.6837
0.618 0.6796
1.000 0.6770
1.618 0.6729
2.618 0.6662
4.250 0.6552
Fisher Pivots for day following 18-Jun-2020
Pivot 1 day 3 day
R1 0.6871 0.6906
PP 0.6863 0.6886
S1 0.6856 0.6867

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

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