CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 0.7237 0.7156 -0.0081 -1.1% 0.7136
High 0.7244 0.7185 -0.0059 -0.8% 0.7244
Low 0.7145 0.7141 -0.0004 -0.1% 0.7077
Close 0.7150 0.7152 0.0002 0.0% 0.7150
Range 0.0099 0.0044 -0.0055 -55.6% 0.0167
ATR 0.0074 0.0072 -0.0002 -2.9% 0.0000
Volume 104,935 61,378 -43,557 -41.5% 440,250
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7291 0.7266 0.7176
R3 0.7247 0.7222 0.7164
R2 0.7203 0.7203 0.7160
R1 0.7178 0.7178 0.7156 0.7169
PP 0.7159 0.7159 0.7159 0.7155
S1 0.7134 0.7134 0.7148 0.7125
S2 0.7115 0.7115 0.7144
S3 0.7071 0.7090 0.7140
S4 0.7027 0.7046 0.7128
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 0.7107 0.0137 1.9% 0.0072 1.0% 33% False False 86,926
10 0.7244 0.7077 0.0167 2.3% 0.0071 1.0% 45% False False 89,281
20 0.7244 0.6922 0.0322 4.5% 0.0068 1.0% 71% False False 90,866
40 0.7244 0.6777 0.0467 6.5% 0.0073 1.0% 80% False False 91,119
60 0.7244 0.6404 0.0840 11.7% 0.0083 1.2% 89% False False 66,631
80 0.7244 0.6255 0.0989 13.8% 0.0082 1.1% 91% False False 50,007
100 0.7244 0.5520 0.1724 24.1% 0.0094 1.3% 95% False False 40,037
120 0.7244 0.5520 0.1724 24.1% 0.0097 1.4% 95% False False 33,382
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 0.0016
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7372
2.618 0.7300
1.618 0.7256
1.000 0.7229
0.618 0.7212
HIGH 0.7185
0.618 0.7168
0.500 0.7163
0.382 0.7158
LOW 0.7141
0.618 0.7114
1.000 0.7097
1.618 0.7070
2.618 0.7026
4.250 0.6954
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 0.7163 0.7193
PP 0.7159 0.7179
S1 0.7156 0.7166

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.