CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 0.7377 0.7334 -0.0043 -0.6% 0.7164
High 0.7383 0.7338 -0.0045 -0.6% 0.7368
Low 0.7301 0.7266 -0.0035 -0.5% 0.7150
Close 0.7317 0.7275 -0.0042 -0.6% 0.7357
Range 0.0082 0.0072 -0.0010 -12.2% 0.0218
ATR 0.0069 0.0069 0.0000 0.3% 0.0000
Volume 89,326 91,042 1,716 1.9% 377,888
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7509 0.7464 0.7315
R3 0.7437 0.7392 0.7295
R2 0.7365 0.7365 0.7288
R1 0.7320 0.7320 0.7282 0.7307
PP 0.7293 0.7293 0.7293 0.7286
S1 0.7248 0.7248 0.7268 0.7235
S2 0.7221 0.7221 0.7262
S3 0.7149 0.7176 0.7255
S4 0.7077 0.7104 0.7235
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 0.7255 0.0159 2.2% 0.0077 1.1% 13% False False 97,756
10 0.7414 0.7140 0.0274 3.8% 0.0069 0.9% 49% False False 84,408
20 0.7414 0.7109 0.0305 4.2% 0.0066 0.9% 54% False False 83,198
40 0.7414 0.6922 0.0492 6.8% 0.0066 0.9% 72% False False 87,182
60 0.7414 0.6777 0.0637 8.8% 0.0073 1.0% 78% False False 89,229
80 0.7414 0.6404 0.1010 13.9% 0.0079 1.1% 86% False False 68,704
100 0.7414 0.6255 0.1159 15.9% 0.0080 1.1% 88% False False 54,984
120 0.7414 0.5520 0.1894 26.0% 0.0092 1.3% 93% False False 45,847
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7644
2.618 0.7526
1.618 0.7454
1.000 0.7410
0.618 0.7382
HIGH 0.7338
0.618 0.7310
0.500 0.7302
0.382 0.7294
LOW 0.7266
0.618 0.7222
1.000 0.7194
1.618 0.7150
2.618 0.7078
4.250 0.6960
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 0.7302 0.7340
PP 0.7293 0.7318
S1 0.7284 0.7297

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

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