CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 28-Apr-2020
Day Change Summary
Previous Current
27-Apr-2020 28-Apr-2020 Change Change % Previous Week
Open 0.6466 0.6501 0.0035 0.5% 0.6378
High 0.6469 0.6514 0.0045 0.7% 0.6401
Low 0.6466 0.6442 -0.0024 -0.4% 0.6258
Close 0.6466 0.6501 0.0035 0.5% 0.6382
Range 0.0003 0.0072 0.0069 2,300.0% 0.0143
ATR 0.0099 0.0097 -0.0002 -2.0% 0.0000
Volume
Daily Pivots for day following 28-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6702 0.6673 0.6541
R3 0.6630 0.6601 0.6521
R2 0.6558 0.6558 0.6514
R1 0.6529 0.6529 0.6508 0.6537
PP 0.6486 0.6486 0.6486 0.6490
S1 0.6457 0.6457 0.6494 0.6465
S2 0.6414 0.6414 0.6488
S3 0.6342 0.6385 0.6481
S4 0.6270 0.6313 0.6461
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 0.6514 0.6284 0.0230 3.5% 0.0060 0.9% 94% True False 1
10 0.6514 0.6258 0.0256 3.9% 0.0052 0.8% 95% True False 4
20 0.6514 0.5990 0.0524 8.1% 0.0064 1.0% 98% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6820
2.618 0.6702
1.618 0.6630
1.000 0.6586
0.618 0.6558
HIGH 0.6514
0.618 0.6486
0.500 0.6478
0.382 0.6470
LOW 0.6442
0.618 0.6398
1.000 0.6370
1.618 0.6326
2.618 0.6254
4.250 0.6136
Fisher Pivots for day following 28-Apr-2020
Pivot 1 day 3 day
R1 0.6493 0.6477
PP 0.6486 0.6452
S1 0.6478 0.6428

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

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