CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 22-Apr-2020
Day Change Summary
Previous Current
21-Apr-2020 22-Apr-2020 Change Change % Previous Week
Open 0.6285 0.6323 0.0038 0.6% 0.6399
High 0.6285 0.6350 0.0065 1.0% 0.6444
Low 0.6258 0.6284 0.0026 0.4% 0.6272
Close 0.6285 0.6323 0.0038 0.6% 0.6354
Range 0.0027 0.0066 0.0039 144.4% 0.0172
ATR 0.0106 0.0104 -0.0003 -2.7% 0.0000
Volume 20 0 -20 -100.0% 28
Daily Pivots for day following 22-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6517 0.6486 0.6359
R3 0.6451 0.6420 0.6341
R2 0.6385 0.6385 0.6335
R1 0.6354 0.6354 0.6329 0.6356
PP 0.6319 0.6319 0.6319 0.6320
S1 0.6288 0.6288 0.6317 0.6290
S2 0.6253 0.6253 0.6311
S3 0.6187 0.6222 0.6305
S4 0.6121 0.6156 0.6287
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6873 0.6785 0.6449
R3 0.6701 0.6613 0.6401
R2 0.6529 0.6529 0.6386
R1 0.6441 0.6441 0.6370 0.6399
PP 0.6357 0.6357 0.6357 0.6336
S1 0.6269 0.6269 0.6338 0.6227
S2 0.6185 0.6185 0.6322
S3 0.6013 0.6097 0.6307
S4 0.5841 0.5925 0.6259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6393 0.6258 0.0135 2.1% 0.0050 0.8% 48% False False 8
10 0.6444 0.6131 0.0313 5.0% 0.0061 1.0% 61% False False 5
20 0.6444 0.5894 0.0550 8.7% 0.0076 1.2% 78% False False 13
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 0.0012
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.6631
2.618 0.6523
1.618 0.6457
1.000 0.6416
0.618 0.6391
HIGH 0.6350
0.618 0.6325
0.500 0.6317
0.382 0.6309
LOW 0.6284
0.618 0.6243
1.000 0.6218
1.618 0.6177
2.618 0.6111
4.250 0.6004
Fisher Pivots for day following 22-Apr-2020
Pivot 1 day 3 day
R1 0.6321 0.6326
PP 0.6319 0.6325
S1 0.6317 0.6324

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

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