CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 27-Apr-2020
Day Change Summary
Previous Current
24-Apr-2020 27-Apr-2020 Change Change % Previous Week
Open 0.6372 0.6466 0.0094 1.5% 0.6378
High 0.6393 0.6469 0.0076 1.2% 0.6401
Low 0.6341 0.6466 0.0125 2.0% 0.6258
Close 0.6382 0.6466 0.0084 1.3% 0.6382
Range 0.0052 0.0003 -0.0049 -94.2% 0.0143
ATR 0.0100 0.0099 -0.0001 -0.9% 0.0000
Volume 2 0 -2 -100.0% 27
Daily Pivots for day following 27-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6476 0.6474 0.6468
R3 0.6473 0.6471 0.6467
R2 0.6470 0.6470 0.6467
R1 0.6468 0.6468 0.6466 0.6468
PP 0.6467 0.6467 0.6467 0.6467
S1 0.6465 0.6465 0.6466 0.6465
S2 0.6464 0.6464 0.6465
S3 0.6461 0.6462 0.6465
S4 0.6458 0.6459 0.6464
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6776 0.6722 0.6461
R3 0.6633 0.6579 0.6421
R2 0.6490 0.6490 0.6408
R1 0.6436 0.6436 0.6395 0.6463
PP 0.6347 0.6347 0.6347 0.6361
S1 0.6293 0.6293 0.6369 0.6320
S2 0.6204 0.6204 0.6356
S3 0.6061 0.6150 0.6343
S4 0.5918 0.6007 0.6303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6469 0.6258 0.0211 3.3% 0.0051 0.8% 99% True False 5
10 0.6469 0.6258 0.0211 3.3% 0.0051 0.8% 99% True False 5
20 0.6469 0.5990 0.0479 7.4% 0.0062 1.0% 99% True False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.6482
2.618 0.6477
1.618 0.6474
1.000 0.6472
0.618 0.6471
HIGH 0.6469
0.618 0.6468
0.500 0.6468
0.382 0.6467
LOW 0.6466
0.618 0.6464
1.000 0.6463
1.618 0.6461
2.618 0.6458
4.250 0.6453
Fisher Pivots for day following 27-Apr-2020
Pivot 1 day 3 day
R1 0.6468 0.6438
PP 0.6467 0.6410
S1 0.6467 0.6382

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

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