CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 0.6532 0.6476 -0.0056 -0.9% 0.6395
High 0.6557 0.6530 -0.0027 -0.4% 0.6543
Low 0.6460 0.6437 -0.0023 -0.4% 0.6379
Close 0.6484 0.6492 0.0008 0.1% 0.6526
Range 0.0097 0.0093 -0.0004 -4.1% 0.0164
ATR 0.0087 0.0087 0.0000 0.5% 0.0000
Volume 20 1 -19 -95.0% 23
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 0.6765 0.6722 0.6543
R3 0.6672 0.6629 0.6518
R2 0.6579 0.6579 0.6509
R1 0.6536 0.6536 0.6501 0.6558
PP 0.6486 0.6486 0.6486 0.6497
S1 0.6443 0.6443 0.6483 0.6465
S2 0.6393 0.6393 0.6475
S3 0.6300 0.6350 0.6466
S4 0.6207 0.6257 0.6441
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% 0.0068 1.0% 62% False False 8
10 0.6566 0.6379 0.0187 2.9% 0.0057 0.9% 60% False False 6
20 0.6566 0.6258 0.0308 4.7% 0.0055 0.8% 76% False False 5
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6925
2.618 0.6773
1.618 0.6680
1.000 0.6623
0.618 0.6587
HIGH 0.6530
0.618 0.6494
0.500 0.6484
0.382 0.6473
LOW 0.6437
0.618 0.6380
1.000 0.6344
1.618 0.6287
2.618 0.6194
4.250 0.6042
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 0.6489 0.6497
PP 0.6486 0.6495
S1 0.6484 0.6494

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

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