CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 09-Apr-2020
Day Change Summary
Previous Current
08-Apr-2020 09-Apr-2020 Change Change % Previous Week
Open 0.6237 0.6242 0.0005 0.1% 0.6153
High 0.6237 0.6353 0.0116 1.9% 0.6205
Low 0.6131 0.6199 0.0068 1.1% 0.5990
Close 0.6237 0.6309 0.0072 1.2% 0.6001
Range 0.0106 0.0154 0.0048 45.3% 0.0215
ATR 0.0000 0.0124 0.0124 0.0000
Volume 0 4 4 177
Daily Pivots for day following 09-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6749 0.6683 0.6394
R3 0.6595 0.6529 0.6351
R2 0.6441 0.6441 0.6337
R1 0.6375 0.6375 0.6323 0.6408
PP 0.6287 0.6287 0.6287 0.6304
S1 0.6221 0.6221 0.6295 0.6254
S2 0.6133 0.6133 0.6281
S3 0.5979 0.6067 0.6267
S4 0.5825 0.5913 0.6224
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6710 0.6571 0.6119
R3 0.6495 0.6356 0.6060
R2 0.6280 0.6280 0.6040
R1 0.6141 0.6141 0.6021 0.6103
PP 0.6065 0.6065 0.6065 0.6047
S1 0.5926 0.5926 0.5981 0.5888
S2 0.5850 0.5850 0.5962
S3 0.5635 0.5711 0.5942
S4 0.5420 0.5496 0.5883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6353 0.5990 0.0363 5.8% 0.0072 1.1% 88% True False 1
10 0.6353 0.5990 0.0363 5.8% 0.0089 1.4% 88% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7008
2.618 0.6756
1.618 0.6602
1.000 0.6507
0.618 0.6448
HIGH 0.6353
0.618 0.6294
0.500 0.6276
0.382 0.6258
LOW 0.6199
0.618 0.6104
1.000 0.6045
1.618 0.5950
2.618 0.5796
4.250 0.5545
Fisher Pivots for day following 09-Apr-2020
Pivot 1 day 3 day
R1 0.6298 0.6287
PP 0.6287 0.6264
S1 0.6276 0.6242

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

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