CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 0.7362 0.7377 0.0015 0.2% 0.7164
High 0.7404 0.7414 0.0010 0.1% 0.7368
Low 0.7341 0.7359 0.0018 0.2% 0.7150
Close 0.7389 0.7368 -0.0021 -0.3% 0.7357
Range 0.0063 0.0055 -0.0008 -12.7% 0.0218
ATR 0.0069 0.0068 -0.0001 -1.4% 0.0000
Volume 95,778 113,624 17,846 18.6% 377,888
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7545 0.7512 0.7398
R3 0.7490 0.7457 0.7383
R2 0.7435 0.7435 0.7378
R1 0.7402 0.7402 0.7373 0.7391
PP 0.7380 0.7380 0.7380 0.7375
S1 0.7347 0.7347 0.7363 0.7336
S2 0.7325 0.7325 0.7358
S3 0.7270 0.7292 0.7353
S4 0.7215 0.7237 0.7338
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 0.7414 0.7188 0.0226 3.1% 0.0072 1.0% 80% True False 93,600
10 0.7414 0.7137 0.0277 3.8% 0.0070 1.0% 83% True False 84,859
20 0.7414 0.7109 0.0305 4.1% 0.0066 0.9% 85% True False 83,781
40 0.7414 0.6922 0.0492 6.7% 0.0065 0.9% 91% True False 86,806
60 0.7414 0.6777 0.0637 8.6% 0.0075 1.0% 93% True False 88,046
80 0.7414 0.6404 0.1010 13.7% 0.0080 1.1% 95% True False 66,456
100 0.7414 0.6255 0.1159 15.7% 0.0079 1.1% 96% True False 53,181
120 0.7414 0.5520 0.1894 25.7% 0.0094 1.3% 98% True False 44,348
Crabel Price Patterns
NR True
NR4 True
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 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7648
2.618 0.7558
1.618 0.7503
1.000 0.7469
0.618 0.7448
HIGH 0.7414
0.618 0.7393
0.500 0.7387
0.382 0.7380
LOW 0.7359
0.618 0.7325
1.000 0.7304
1.618 0.7270
2.618 0.7215
4.250 0.7125
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 0.7387 0.7357
PP 0.7380 0.7346
S1 0.7374 0.7335

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

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