CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 0.7148 0.7158 0.0010 0.1% 0.6992
High 0.7178 0.7198 0.0020 0.3% 0.7185
Low 0.7115 0.7151 0.0036 0.5% 0.6973
Close 0.7163 0.7171 0.0008 0.1% 0.7098
Range 0.0063 0.0047 -0.0016 -25.4% 0.0212
ATR 0.0072 0.0070 -0.0002 -2.5% 0.0000
Volume 81,173 89,043 7,870 9.7% 487,813
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7314 0.7290 0.7197
R3 0.7267 0.7243 0.7184
R2 0.7220 0.7220 0.7180
R1 0.7196 0.7196 0.7175 0.7208
PP 0.7173 0.7173 0.7173 0.7180
S1 0.7149 0.7149 0.7167 0.7161
S2 0.7126 0.7126 0.7162
S3 0.7079 0.7102 0.7158
S4 0.7032 0.7055 0.7145
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7721 0.7622 0.7215
R3 0.7509 0.7410 0.7156
R2 0.7297 0.7297 0.7137
R1 0.7198 0.7198 0.7117 0.7248
PP 0.7085 0.7085 0.7085 0.7110
S1 0.6986 0.6986 0.7079 0.7036
S2 0.6873 0.6873 0.7059
S3 0.6661 0.6774 0.7040
S4 0.6449 0.6562 0.6981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7198 0.7065 0.0133 1.9% 0.0061 0.9% 80% True False 86,342
10 0.7198 0.6964 0.0234 3.3% 0.0064 0.9% 88% True False 87,092
20 0.7198 0.6879 0.0319 4.4% 0.0062 0.9% 92% True False 89,917
40 0.7198 0.6777 0.0421 5.9% 0.0081 1.1% 94% True False 81,677
60 0.7198 0.6380 0.0818 11.4% 0.0084 1.2% 97% True False 54,615
80 0.7198 0.6004 0.1194 16.7% 0.0085 1.2% 98% True False 40,981
100 0.7198 0.5520 0.1678 23.4% 0.0104 1.4% 98% True False 32,827
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7398
2.618 0.7321
1.618 0.7274
1.000 0.7245
0.618 0.7227
HIGH 0.7198
0.618 0.7180
0.500 0.7175
0.382 0.7169
LOW 0.7151
0.618 0.7122
1.000 0.7104
1.618 0.7075
2.618 0.7028
4.250 0.6951
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 0.7175 0.7162
PP 0.7173 0.7153
S1 0.7172 0.7144

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

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