CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 29-Apr-2020
Day Change Summary
Previous Current
28-Apr-2020 29-Apr-2020 Change Change % Previous Week
Open 0.6501 0.6546 0.0045 0.7% 0.6378
High 0.6514 0.6552 0.0038 0.6% 0.6401
Low 0.6442 0.6496 0.0054 0.8% 0.6258
Close 0.6501 0.6543 0.0042 0.6% 0.6382
Range 0.0072 0.0056 -0.0016 -22.2% 0.0143
ATR 0.0097 0.0094 -0.0003 -3.0% 0.0000
Volume 0 6 6 27
Daily Pivots for day following 29-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6698 0.6677 0.6574
R3 0.6642 0.6621 0.6558
R2 0.6586 0.6586 0.6553
R1 0.6565 0.6565 0.6548 0.6548
PP 0.6530 0.6530 0.6530 0.6522
S1 0.6509 0.6509 0.6538 0.6492
S2 0.6474 0.6474 0.6533
S3 0.6418 0.6453 0.6528
S4 0.6362 0.6397 0.6512
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 0.6552 0.6294 0.0258 3.9% 0.0058 0.9% 97% True False 2
10 0.6552 0.6258 0.0294 4.5% 0.0054 0.8% 97% True False 5
20 0.6552 0.5990 0.0562 8.6% 0.0061 0.9% 98% True False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6790
2.618 0.6699
1.618 0.6643
1.000 0.6608
0.618 0.6587
HIGH 0.6552
0.618 0.6531
0.500 0.6524
0.382 0.6517
LOW 0.6496
0.618 0.6461
1.000 0.6440
1.618 0.6405
2.618 0.6349
4.250 0.6258
Fisher Pivots for day following 29-Apr-2020
Pivot 1 day 3 day
R1 0.6537 0.6528
PP 0.6530 0.6512
S1 0.6524 0.6497

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

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