CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 0.7149 0.7174 0.0025 0.3% 0.7156
High 0.7176 0.7228 0.0052 0.7% 0.7190
Low 0.7133 0.7172 0.0039 0.5% 0.7109
Close 0.7174 0.7209 0.0035 0.5% 0.7174
Range 0.0043 0.0056 0.0013 30.2% 0.0081
ATR 0.0067 0.0067 -0.0001 -1.2% 0.0000
Volume 58,441 62,858 4,417 7.6% 384,198
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7371 0.7346 0.7240
R3 0.7315 0.7290 0.7224
R2 0.7259 0.7259 0.7219
R1 0.7234 0.7234 0.7214 0.7247
PP 0.7203 0.7203 0.7203 0.7209
S1 0.7178 0.7178 0.7204 0.7191
S2 0.7147 0.7147 0.7199
S3 0.7091 0.7122 0.7194
S4 0.7035 0.7066 0.7178
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 0.7228 0.7109 0.0119 1.7% 0.0055 0.8% 84% True False 77,135
10 0.7244 0.7107 0.0137 1.9% 0.0063 0.9% 74% False False 82,030
20 0.7244 0.7016 0.0228 3.2% 0.0069 1.0% 85% False False 88,412
40 0.7244 0.6812 0.0432 6.0% 0.0067 0.9% 92% False False 87,484
60 0.7244 0.6507 0.0737 10.2% 0.0081 1.1% 95% False False 73,029
80 0.7244 0.6339 0.0905 12.6% 0.0080 1.1% 96% False False 54,822
100 0.7244 0.5880 0.1364 18.9% 0.0085 1.2% 97% False False 43,881
120 0.7244 0.5520 0.1724 23.9% 0.0098 1.4% 98% False False 36,595
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7466
2.618 0.7375
1.618 0.7319
1.000 0.7284
0.618 0.7263
HIGH 0.7228
0.618 0.7207
0.500 0.7200
0.382 0.7193
LOW 0.7172
0.618 0.7137
1.000 0.7116
1.618 0.7081
2.618 0.7025
4.250 0.6934
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 0.7206 0.7200
PP 0.7203 0.7190
S1 0.7200 0.7181

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.