CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 13-Jul-2020
Day Change Summary
Previous Current
10-Jul-2020 13-Jul-2020 Change Change % Previous Week
Open 0.6963 0.6956 -0.0007 -0.1% 0.6934
High 0.6972 0.6995 0.0023 0.3% 0.7002
Low 0.6925 0.6941 0.0016 0.2% 0.6915
Close 0.6949 0.6965 0.0016 0.2% 0.6949
Range 0.0047 0.0054 0.0007 14.9% 0.0087
ATR 0.0080 0.0078 -0.0002 -2.3% 0.0000
Volume 80,347 91,973 11,626 14.5% 431,109
Daily Pivots for day following 13-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7129 0.7101 0.6995
R3 0.7075 0.7047 0.6980
R2 0.7021 0.7021 0.6975
R1 0.6993 0.6993 0.6970 0.7007
PP 0.6967 0.6967 0.6967 0.6974
S1 0.6939 0.6939 0.6960 0.6953
S2 0.6913 0.6913 0.6955
S3 0.6859 0.6885 0.6950
S4 0.6805 0.6831 0.6935
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7216 0.7170 0.6997
R3 0.7129 0.7083 0.6973
R2 0.7042 0.7042 0.6965
R1 0.6996 0.6996 0.6957 0.7019
PP 0.6955 0.6955 0.6955 0.6967
S1 0.6909 0.6909 0.6941 0.6932
S2 0.6868 0.6868 0.6933
S3 0.6781 0.6822 0.6925
S4 0.6694 0.6735 0.6901
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7002 0.6923 0.0079 1.1% 0.0058 0.8% 53% False False 85,405
10 0.7002 0.6835 0.0167 2.4% 0.0061 0.9% 78% False False 87,182
20 0.7002 0.6777 0.0225 3.2% 0.0078 1.1% 84% False False 91,372
40 0.7064 0.6404 0.0660 9.5% 0.0091 1.3% 85% False False 54,514
60 0.7064 0.6255 0.0809 11.6% 0.0086 1.2% 88% False False 36,387
80 0.7064 0.5520 0.1544 22.2% 0.0101 1.4% 94% False False 27,329
100 0.7064 0.5520 0.1544 22.2% 0.0103 1.5% 94% False False 21,885
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7225
2.618 0.7136
1.618 0.7082
1.000 0.7049
0.618 0.7028
HIGH 0.6995
0.618 0.6974
0.500 0.6968
0.382 0.6962
LOW 0.6941
0.618 0.6908
1.000 0.6887
1.618 0.6854
2.618 0.6800
4.250 0.6712
Fisher Pivots for day following 13-Jul-2020
Pivot 1 day 3 day
R1 0.6968 0.6965
PP 0.6967 0.6964
S1 0.6966 0.6964

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

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