CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 07-May-2020
Day Change Summary
Previous Current
06-May-2020 07-May-2020 Change Change % Previous Week
Open 0.6416 0.6487 0.0071 1.1% 0.6466
High 0.6416 0.6501 0.0085 1.3% 0.6566
Low 0.6400 0.6386 -0.0014 -0.2% 0.6413
Close 0.6416 0.6487 0.0071 1.1% 0.6413
Range 0.0016 0.0115 0.0099 618.8% 0.0153
ATR 0.0086 0.0088 0.0002 2.4% 0.0000
Volume 20 0 -20 -100.0% 21
Daily Pivots for day following 07-May-2020
Classic Woodie Camarilla DeMark
R4 0.6803 0.6760 0.6550
R3 0.6688 0.6645 0.6519
R2 0.6573 0.6573 0.6508
R1 0.6530 0.6530 0.6498 0.6545
PP 0.6458 0.6458 0.6458 0.6465
S1 0.6415 0.6415 0.6476 0.6430
S2 0.6343 0.6343 0.6466
S3 0.6228 0.6300 0.6455
S4 0.6113 0.6185 0.6424
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 0.6501 0.6379 0.0122 1.9% 0.0047 0.7% 89% True False 4
10 0.6566 0.6341 0.0225 3.5% 0.0049 0.8% 65% False False 4
20 0.6566 0.6199 0.0367 5.7% 0.0055 0.9% 78% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.6990
2.618 0.6802
1.618 0.6687
1.000 0.6616
0.618 0.6572
HIGH 0.6501
0.618 0.6457
0.500 0.6444
0.382 0.6430
LOW 0.6386
0.618 0.6315
1.000 0.6271
1.618 0.6200
2.618 0.6085
4.250 0.5897
Fisher Pivots for day following 07-May-2020
Pivot 1 day 3 day
R1 0.6473 0.6473
PP 0.6458 0.6458
S1 0.6444 0.6444

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

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