CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 0.7152 0.7143 -0.0009 -0.1% 0.7136
High 0.7190 0.7177 -0.0013 -0.2% 0.7244
Low 0.7135 0.7109 -0.0026 -0.4% 0.7077
Close 0.7153 0.7163 0.0010 0.1% 0.7150
Range 0.0055 0.0068 0.0013 23.6% 0.0167
ATR 0.0071 0.0071 0.0000 -0.3% 0.0000
Volume 91,194 93,254 2,060 2.3% 440,250
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7354 0.7326 0.7200
R3 0.7286 0.7258 0.7182
R2 0.7218 0.7218 0.7175
R1 0.7190 0.7190 0.7169 0.7204
PP 0.7150 0.7150 0.7150 0.7157
S1 0.7122 0.7122 0.7157 0.7136
S2 0.7082 0.7082 0.7151
S3 0.7014 0.7054 0.7144
S4 0.6946 0.6986 0.7126
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 0.7109 0.0135 1.9% 0.0066 0.9% 40% False True 91,410
10 0.7244 0.7077 0.0167 2.3% 0.0073 1.0% 51% False False 90,704
20 0.7244 0.6964 0.0280 3.9% 0.0068 1.0% 71% False False 88,898
40 0.7244 0.6812 0.0432 6.0% 0.0069 1.0% 81% False False 88,918
60 0.7244 0.6507 0.0737 10.3% 0.0082 1.1% 89% False False 69,695
80 0.7244 0.6255 0.0989 13.8% 0.0082 1.1% 92% False False 52,308
100 0.7244 0.5710 0.1534 21.4% 0.0088 1.2% 95% False False 41,873
120 0.7244 0.5520 0.1724 24.1% 0.0097 1.4% 95% False False 34,919
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7466
2.618 0.7355
1.618 0.7287
1.000 0.7245
0.618 0.7219
HIGH 0.7177
0.618 0.7151
0.500 0.7143
0.382 0.7135
LOW 0.7109
0.618 0.7067
1.000 0.7041
1.618 0.6999
2.618 0.6931
4.250 0.6820
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 0.7156 0.7159
PP 0.7150 0.7154
S1 0.7143 0.7150

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

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