CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 01-May-2020
Day Change Summary
Previous Current
30-Apr-2020 01-May-2020 Change Change % Previous Week
Open 0.6550 0.6413 -0.0137 -2.1% 0.6466
High 0.6566 0.6413 -0.0153 -2.3% 0.6566
Low 0.6494 0.6413 -0.0081 -1.2% 0.6413
Close 0.6523 0.6413 -0.0110 -1.7% 0.6413
Range 0.0072 0.0000 -0.0072 -100.0% 0.0153
ATR 0.0093 0.0094 0.0001 1.3% 0.0000
Volume 15 0 -15 -100.0% 21
Daily Pivots for day following 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.6413 0.6413 0.6413
R3 0.6413 0.6413 0.6413
R2 0.6413 0.6413 0.6413
R1 0.6413 0.6413 0.6413 0.6413
PP 0.6413 0.6413 0.6413 0.6413
S1 0.6413 0.6413 0.6413 0.6413
S2 0.6413 0.6413 0.6413
S3 0.6413 0.6413 0.6413
S4 0.6413 0.6413 0.6413
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.6923 0.6821 0.6497
R3 0.6770 0.6668 0.6455
R2 0.6617 0.6617 0.6441
R1 0.6515 0.6515 0.6427 0.6490
PP 0.6464 0.6464 0.6464 0.6451
S1 0.6362 0.6362 0.6399 0.6337
S2 0.6311 0.6311 0.6385
S3 0.6158 0.6209 0.6371
S4 0.6005 0.6056 0.6329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6566 0.6413 0.0153 2.4% 0.0041 0.6% 0% False True 4
10 0.6566 0.6258 0.0308 4.8% 0.0051 0.8% 50% False False 4
20 0.6566 0.5990 0.0576 9.0% 0.0054 0.8% 73% False False 4
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 29 trading days
Fibonacci Retracements and Extensions
4.250 0.6413
2.618 0.6413
1.618 0.6413
1.000 0.6413
0.618 0.6413
HIGH 0.6413
0.618 0.6413
0.500 0.6413
0.382 0.6413
LOW 0.6413
0.618 0.6413
1.000 0.6413
1.618 0.6413
2.618 0.6413
4.250 0.6413
Fisher Pivots for day following 01-May-2020
Pivot 1 day 3 day
R1 0.6413 0.6490
PP 0.6413 0.6464
S1 0.6413 0.6439

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

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