CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 0.7163 0.7149 -0.0014 -0.2% 0.7156
High 0.7189 0.7176 -0.0013 -0.2% 0.7190
Low 0.7137 0.7133 -0.0004 -0.1% 0.7109
Close 0.7143 0.7174 0.0031 0.4% 0.7174
Range 0.0052 0.0043 -0.0009 -17.3% 0.0081
ATR 0.0069 0.0067 -0.0002 -2.7% 0.0000
Volume 79,931 58,441 -21,490 -26.9% 384,198
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7290 0.7275 0.7198
R3 0.7247 0.7232 0.7186
R2 0.7204 0.7204 0.7182
R1 0.7189 0.7189 0.7178 0.7197
PP 0.7161 0.7161 0.7161 0.7165
S1 0.7146 0.7146 0.7170 0.7154
S2 0.7118 0.7118 0.7166
S3 0.7075 0.7103 0.7162
S4 0.7032 0.7060 0.7150
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7401 0.7368 0.7219
R3 0.7320 0.7287 0.7196
R2 0.7239 0.7239 0.7189
R1 0.7206 0.7206 0.7181 0.7223
PP 0.7158 0.7158 0.7158 0.7166
S1 0.7125 0.7125 0.7167 0.7142
S2 0.7077 0.7077 0.7159
S3 0.6996 0.7044 0.7152
S4 0.6915 0.6963 0.7129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7190 0.7109 0.0081 1.1% 0.0052 0.7% 80% False False 76,839
10 0.7244 0.7077 0.0167 2.3% 0.0065 0.9% 58% False False 82,444
20 0.7244 0.6973 0.0271 3.8% 0.0069 1.0% 74% False False 88,545
40 0.7244 0.6812 0.0432 6.0% 0.0068 0.9% 84% False False 87,961
60 0.7244 0.6507 0.0737 10.3% 0.0081 1.1% 91% False False 71,987
80 0.7244 0.6285 0.0959 13.4% 0.0081 1.1% 93% False False 54,036
100 0.7244 0.5880 0.1364 19.0% 0.0086 1.2% 95% False False 43,254
120 0.7244 0.5520 0.1724 24.0% 0.0098 1.4% 96% False False 36,072
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 0.0018
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7359
2.618 0.7289
1.618 0.7246
1.000 0.7219
0.618 0.7203
HIGH 0.7176
0.618 0.7160
0.500 0.7155
0.382 0.7149
LOW 0.7133
0.618 0.7106
1.000 0.7090
1.618 0.7063
2.618 0.7020
4.250 0.6950
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 0.7168 0.7166
PP 0.7161 0.7157
S1 0.7155 0.7149

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

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