CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 0.7261 0.7362 0.0101 1.4% 0.7164
High 0.7368 0.7404 0.0036 0.5% 0.7368
Low 0.7255 0.7341 0.0086 1.2% 0.7150
Close 0.7357 0.7389 0.0032 0.4% 0.7357
Range 0.0113 0.0063 -0.0050 -44.2% 0.0218
ATR 0.0069 0.0069 0.0000 -0.6% 0.0000
Volume 99,011 95,778 -3,233 -3.3% 377,888
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7567 0.7541 0.7424
R3 0.7504 0.7478 0.7406
R2 0.7441 0.7441 0.7401
R1 0.7415 0.7415 0.7395 0.7428
PP 0.7378 0.7378 0.7378 0.7385
S1 0.7352 0.7352 0.7383 0.7365
S2 0.7315 0.7315 0.7377
S3 0.7252 0.7289 0.7372
S4 0.7189 0.7226 0.7354
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7946 0.7869 0.7477
R3 0.7728 0.7651 0.7417
R2 0.7510 0.7510 0.7397
R1 0.7433 0.7433 0.7377 0.7472
PP 0.7292 0.7292 0.7292 0.7311
S1 0.7215 0.7215 0.7337 0.7254
S2 0.7074 0.7074 0.7317
S3 0.6856 0.6997 0.7297
S4 0.6638 0.6779 0.7237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7404 0.7150 0.0254 3.4% 0.0071 1.0% 94% True False 84,076
10 0.7404 0.7137 0.0267 3.6% 0.0070 0.9% 94% True False 81,798
20 0.7404 0.7107 0.0297 4.0% 0.0067 0.9% 95% True False 81,914
40 0.7404 0.6922 0.0482 6.5% 0.0066 0.9% 97% True False 86,200
60 0.7404 0.6777 0.0627 8.5% 0.0075 1.0% 98% True False 86,368
80 0.7404 0.6404 0.1000 13.5% 0.0080 1.1% 99% True False 65,037
100 0.7404 0.6201 0.1203 16.3% 0.0080 1.1% 99% True False 52,046
120 0.7404 0.5520 0.1884 25.5% 0.0096 1.3% 99% True False 43,403
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7672
2.618 0.7569
1.618 0.7506
1.000 0.7467
0.618 0.7443
HIGH 0.7404
0.618 0.7380
0.500 0.7373
0.382 0.7365
LOW 0.7341
0.618 0.7302
1.000 0.7278
1.618 0.7239
2.618 0.7176
4.250 0.7073
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 0.7384 0.7363
PP 0.7378 0.7337
S1 0.7373 0.7311

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

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