CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 0.6972 0.6992 0.0020 0.3% 0.6956
High 0.7007 0.7019 0.0012 0.2% 0.7039
Low 0.6971 0.6973 0.0002 0.0% 0.6922
Close 0.7002 0.7013 0.0011 0.2% 0.7002
Range 0.0036 0.0046 0.0010 27.8% 0.0117
ATR 0.0072 0.0070 -0.0002 -2.6% 0.0000
Volume 56,228 65,531 9,303 16.5% 461,203
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7140 0.7122 0.7038
R3 0.7094 0.7076 0.7026
R2 0.7048 0.7048 0.7021
R1 0.7030 0.7030 0.7017 0.7039
PP 0.7002 0.7002 0.7002 0.7006
S1 0.6984 0.6984 0.7009 0.6993
S2 0.6956 0.6956 0.7005
S3 0.6910 0.6938 0.7000
S4 0.6864 0.6892 0.6988
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7339 0.7287 0.7066
R3 0.7222 0.7170 0.7034
R2 0.7105 0.7105 0.7023
R1 0.7053 0.7053 0.7013 0.7079
PP 0.6988 0.6988 0.6988 0.7001
S1 0.6936 0.6936 0.6991 0.6962
S2 0.6871 0.6871 0.6981
S3 0.6754 0.6819 0.6970
S4 0.6637 0.6702 0.6938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7039 0.6922 0.0117 1.7% 0.0050 0.7% 78% False False 86,952
10 0.7039 0.6922 0.0117 1.7% 0.0054 0.8% 78% False False 86,179
20 0.7039 0.6812 0.0227 3.2% 0.0064 0.9% 89% False False 86,557
40 0.7064 0.6507 0.0557 7.9% 0.0087 1.2% 91% False False 65,338
60 0.7064 0.6339 0.0725 10.3% 0.0084 1.2% 93% False False 43,625
80 0.7064 0.5880 0.1184 16.9% 0.0089 1.3% 96% False False 32,748
100 0.7064 0.5520 0.1544 22.0% 0.0103 1.5% 97% False False 26,232
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7215
2.618 0.7139
1.618 0.7093
1.000 0.7065
0.618 0.7047
HIGH 0.7019
0.618 0.7001
0.500 0.6996
0.382 0.6991
LOW 0.6973
0.618 0.6945
1.000 0.6927
1.618 0.6899
2.618 0.6853
4.250 0.6778
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 0.7007 0.7006
PP 0.7002 0.6999
S1 0.6996 0.6992

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

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