CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 0.7194 0.7237 0.0043 0.6% 0.7136
High 0.7241 0.7244 0.0003 0.0% 0.7244
Low 0.7175 0.7145 -0.0030 -0.4% 0.7077
Close 0.7235 0.7150 -0.0085 -1.2% 0.7150
Range 0.0066 0.0099 0.0033 50.0% 0.0167
ATR 0.0072 0.0074 0.0002 2.6% 0.0000
Volume 106,293 104,935 -1,358 -1.3% 440,250
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7477 0.7412 0.7204
R3 0.7378 0.7313 0.7177
R2 0.7279 0.7279 0.7168
R1 0.7214 0.7214 0.7159 0.7197
PP 0.7180 0.7180 0.7180 0.7171
S1 0.7115 0.7115 0.7141 0.7098
S2 0.7081 0.7081 0.7132
S3 0.6982 0.7016 0.7123
S4 0.6883 0.6917 0.7096
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7658 0.7571 0.7242
R3 0.7491 0.7404 0.7196
R2 0.7324 0.7324 0.7181
R1 0.7237 0.7237 0.7165 0.7281
PP 0.7157 0.7157 0.7157 0.7179
S1 0.7070 0.7070 0.7135 0.7114
S2 0.6990 0.6990 0.7119
S3 0.6823 0.6903 0.7104
S4 0.6656 0.6736 0.7058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7244 0.7077 0.0167 2.3% 0.0078 1.1% 44% True False 88,050
10 0.7244 0.7077 0.0167 2.3% 0.0073 1.0% 44% True False 89,890
20 0.7244 0.6922 0.0322 4.5% 0.0069 1.0% 71% True False 92,396
40 0.7244 0.6777 0.0467 6.5% 0.0075 1.0% 80% True False 93,463
60 0.7244 0.6404 0.0840 11.7% 0.0084 1.2% 89% True False 65,615
80 0.7244 0.6255 0.0989 13.8% 0.0082 1.1% 90% True False 49,240
100 0.7244 0.5520 0.1724 24.1% 0.0097 1.4% 95% True False 39,424
120 0.7244 0.5520 0.1724 24.1% 0.0097 1.4% 95% True False 32,871
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7665
2.618 0.7503
1.618 0.7404
1.000 0.7343
0.618 0.7305
HIGH 0.7244
0.618 0.7206
0.500 0.7195
0.382 0.7183
LOW 0.7145
0.618 0.7084
1.000 0.7046
1.618 0.6985
2.618 0.6886
4.250 0.6724
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 0.7195 0.7195
PP 0.7180 0.7180
S1 0.7165 0.7165

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

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