CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 0.6526 0.6532 0.0006 0.1% 0.6395
High 0.6543 0.6557 0.0014 0.2% 0.6543
Low 0.6526 0.6460 -0.0066 -1.0% 0.6379
Close 0.6526 0.6484 -0.0042 -0.6% 0.6526
Range 0.0017 0.0097 0.0080 470.6% 0.0164
ATR 0.0086 0.0087 0.0001 0.9% 0.0000
Volume 0 20 20 23
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 0.6791 0.6735 0.6537
R3 0.6694 0.6638 0.6511
R2 0.6597 0.6597 0.6502
R1 0.6541 0.6541 0.6493 0.6521
PP 0.6500 0.6500 0.6500 0.6490
S1 0.6444 0.6444 0.6475 0.6424
S2 0.6403 0.6403 0.6466
S3 0.6306 0.6347 0.6457
S4 0.6209 0.6250 0.6431
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.6975 0.6914 0.6616
R3 0.6811 0.6750 0.6571
R2 0.6647 0.6647 0.6556
R1 0.6586 0.6586 0.6541 0.6617
PP 0.6483 0.6483 0.6483 0.6498
S1 0.6422 0.6422 0.6511 0.6453
S2 0.6319 0.6319 0.6496
S3 0.6155 0.6258 0.6481
S4 0.5991 0.6094 0.6436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6557 0.6386 0.0171 2.6% 0.0060 0.9% 57% True False 8
10 0.6566 0.6379 0.0187 2.9% 0.0055 0.8% 56% False False 6
20 0.6566 0.6258 0.0308 4.8% 0.0053 0.8% 73% False False 5
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6969
2.618 0.6811
1.618 0.6714
1.000 0.6654
0.618 0.6617
HIGH 0.6557
0.618 0.6520
0.500 0.6509
0.382 0.6497
LOW 0.6460
0.618 0.6400
1.000 0.6363
1.618 0.6303
2.618 0.6206
4.250 0.6048
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 0.6509 0.6480
PP 0.6500 0.6476
S1 0.6492 0.6472

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

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