CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 0.7156 0.7152 -0.0004 -0.1% 0.7136
High 0.7185 0.7190 0.0005 0.1% 0.7244
Low 0.7141 0.7135 -0.0006 -0.1% 0.7077
Close 0.7152 0.7153 0.0001 0.0% 0.7150
Range 0.0044 0.0055 0.0011 25.0% 0.0167
ATR 0.0072 0.0071 -0.0001 -1.7% 0.0000
Volume 61,378 91,194 29,816 48.6% 440,250
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7324 0.7294 0.7183
R3 0.7269 0.7239 0.7168
R2 0.7214 0.7214 0.7163
R1 0.7184 0.7184 0.7158 0.7199
PP 0.7159 0.7159 0.7159 0.7167
S1 0.7129 0.7129 0.7148 0.7144
S2 0.7104 0.7104 0.7143
S3 0.7049 0.7074 0.7138
S4 0.6994 0.7019 0.7123
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 0.7135 0.0109 1.5% 0.0070 1.0% 17% False True 89,908
10 0.7244 0.7077 0.0167 2.3% 0.0071 1.0% 46% False False 90,283
20 0.7244 0.6964 0.0280 3.9% 0.0068 1.0% 68% False False 89,458
40 0.7244 0.6812 0.0432 6.0% 0.0071 1.0% 79% False False 90,003
60 0.7244 0.6414 0.0830 11.6% 0.0083 1.2% 89% False False 68,146
80 0.7244 0.6255 0.0989 13.8% 0.0082 1.1% 91% False False 51,143
100 0.7244 0.5679 0.1565 21.9% 0.0090 1.3% 94% False False 40,946
120 0.7244 0.5520 0.1724 24.1% 0.0097 1.4% 95% False False 34,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7424
2.618 0.7334
1.618 0.7279
1.000 0.7245
0.618 0.7224
HIGH 0.7190
0.618 0.7169
0.500 0.7163
0.382 0.7156
LOW 0.7135
0.618 0.7101
1.000 0.7080
1.618 0.7046
2.618 0.6991
4.250 0.6901
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 0.7163 0.7190
PP 0.7159 0.7177
S1 0.7156 0.7165

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

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