CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 0.7271 0.7285 0.0014 0.2% 0.7362
High 0.7299 0.7310 0.0011 0.2% 0.7414
Low 0.7222 0.7210 -0.0012 -0.2% 0.7222
Close 0.7298 0.7216 -0.0082 -1.1% 0.7298
Range 0.0077 0.0100 0.0023 29.9% 0.0192
ATR 0.0070 0.0072 0.0002 3.1% 0.0000
Volume 114,043 160,591 46,548 40.8% 503,813
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7545 0.7481 0.7271
R3 0.7445 0.7381 0.7244
R2 0.7345 0.7345 0.7234
R1 0.7281 0.7281 0.7225 0.7263
PP 0.7245 0.7245 0.7245 0.7237
S1 0.7181 0.7181 0.7207 0.7163
S2 0.7145 0.7145 0.7198
S3 0.7045 0.7081 0.7189
S4 0.6945 0.6981 0.7161
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7887 0.7785 0.7404
R3 0.7695 0.7593 0.7351
R2 0.7503 0.7503 0.7333
R1 0.7401 0.7401 0.7316 0.7356
PP 0.7311 0.7311 0.7311 0.7289
S1 0.7209 0.7209 0.7280 0.7164
S2 0.7119 0.7119 0.7263
S3 0.6927 0.7017 0.7245
S4 0.6735 0.6825 0.7192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7414 0.7210 0.0204 2.8% 0.0077 1.1% 3% False True 113,725
10 0.7414 0.7150 0.0264 3.7% 0.0074 1.0% 25% False False 98,900
20 0.7414 0.7109 0.0305 4.2% 0.0068 0.9% 35% False False 88,614
40 0.7414 0.6922 0.0492 6.8% 0.0068 0.9% 60% False False 89,740
60 0.7414 0.6777 0.0637 8.8% 0.0071 1.0% 69% False False 90,284
80 0.7414 0.6404 0.1010 14.0% 0.0079 1.1% 80% False False 72,127
100 0.7414 0.6255 0.1159 16.1% 0.0079 1.1% 83% False False 57,728
120 0.7414 0.5520 0.1894 26.2% 0.0090 1.2% 90% False False 48,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7735
2.618 0.7572
1.618 0.7472
1.000 0.7410
0.618 0.7372
HIGH 0.7310
0.618 0.7272
0.500 0.7260
0.382 0.7248
LOW 0.7210
0.618 0.7148
1.000 0.7110
1.618 0.7048
2.618 0.6948
4.250 0.6785
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 0.7260 0.7274
PP 0.7245 0.7255
S1 0.7231 0.7235

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

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