CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 0.7143 0.7163 0.0020 0.3% 0.7136
High 0.7177 0.7189 0.0012 0.2% 0.7244
Low 0.7109 0.7137 0.0028 0.4% 0.7077
Close 0.7163 0.7143 -0.0020 -0.3% 0.7150
Range 0.0068 0.0052 -0.0016 -23.5% 0.0167
ATR 0.0071 0.0069 -0.0001 -1.9% 0.0000
Volume 93,254 79,931 -13,323 -14.3% 440,250
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7312 0.7280 0.7172
R3 0.7260 0.7228 0.7157
R2 0.7208 0.7208 0.7153
R1 0.7176 0.7176 0.7148 0.7166
PP 0.7156 0.7156 0.7156 0.7152
S1 0.7124 0.7124 0.7138 0.7114
S2 0.7104 0.7104 0.7133
S3 0.7052 0.7072 0.7129
S4 0.7000 0.7020 0.7114
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% 0.0064 0.9% 25% False False 86,138
10 0.7244 0.7077 0.0167 2.3% 0.0070 1.0% 40% False False 88,270
20 0.7244 0.6971 0.0273 3.8% 0.0069 1.0% 63% False False 88,435
40 0.7244 0.6812 0.0432 6.0% 0.0068 1.0% 77% False False 88,645
60 0.7244 0.6507 0.0737 10.3% 0.0082 1.1% 86% False False 71,019
80 0.7244 0.6279 0.0965 13.5% 0.0081 1.1% 90% False False 53,306
100 0.7244 0.5839 0.1405 19.7% 0.0087 1.2% 93% False False 42,672
120 0.7244 0.5520 0.1724 24.1% 0.0097 1.4% 94% False False 35,585
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7410
2.618 0.7325
1.618 0.7273
1.000 0.7241
0.618 0.7221
HIGH 0.7189
0.618 0.7169
0.500 0.7163
0.382 0.7157
LOW 0.7137
0.618 0.7105
1.000 0.7085
1.618 0.7053
2.618 0.7001
4.250 0.6916
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 0.7163 0.7150
PP 0.7156 0.7147
S1 0.7150 0.7145

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

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