CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 15-May-2020
Day Change Summary
Previous Current
14-May-2020 15-May-2020 Change Change % Previous Week
Open 0.6430 0.6454 0.0024 0.4% 0.6532
High 0.6461 0.6470 0.0009 0.1% 0.6557
Low 0.6408 0.6405 -0.0003 0.0% 0.6405
Close 0.6434 0.6419 -0.0015 -0.2% 0.6419
Range 0.0053 0.0065 0.0012 22.6% 0.0152
ATR 0.0084 0.0083 -0.0001 -1.6% 0.0000
Volume 5 64 59 1,180.0% 94
Daily Pivots for day following 15-May-2020
Classic Woodie Camarilla DeMark
R4 0.6626 0.6588 0.6455
R3 0.6561 0.6523 0.6437
R2 0.6496 0.6496 0.6431
R1 0.6458 0.6458 0.6425 0.6445
PP 0.6431 0.6431 0.6431 0.6425
S1 0.6393 0.6393 0.6413 0.6380
S2 0.6366 0.6366 0.6407
S3 0.6301 0.6328 0.6401
S4 0.6236 0.6263 0.6383
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 0.6916 0.6820 0.6503
R3 0.6764 0.6668 0.6461
R2 0.6612 0.6612 0.6447
R1 0.6516 0.6516 0.6433 0.6488
PP 0.6460 0.6460 0.6460 0.6447
S1 0.6364 0.6364 0.6405 0.6336
S2 0.6308 0.6308 0.6391
S3 0.6156 0.6212 0.6377
S4 0.6004 0.6060 0.6335
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6557 0.6405 0.0152 2.4% 0.0078 1.2% 9% False True 18
10 0.6557 0.6379 0.0178 2.8% 0.0064 1.0% 22% False False 11
20 0.6566 0.6258 0.0308 4.8% 0.0058 0.9% 52% False False 8
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6746
2.618 0.6640
1.618 0.6575
1.000 0.6535
0.618 0.6510
HIGH 0.6470
0.618 0.6445
0.500 0.6438
0.382 0.6430
LOW 0.6405
0.618 0.6365
1.000 0.6340
1.618 0.6300
2.618 0.6235
4.250 0.6129
Fisher Pivots for day following 15-May-2020
Pivot 1 day 3 day
R1 0.6438 0.6463
PP 0.6431 0.6448
S1 0.6425 0.6434

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

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