CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 19-May-2020
Day Change Summary
Previous Current
18-May-2020 19-May-2020 Change Change % Previous Week
Open 0.6443 0.6530 0.0087 1.4% 0.6532
High 0.6523 0.6581 0.0058 0.9% 0.6557
Low 0.6439 0.6517 0.0078 1.2% 0.6405
Close 0.6515 0.6567 0.0052 0.8% 0.6419
Range 0.0084 0.0064 -0.0020 -23.8% 0.0152
ATR 0.0084 0.0083 -0.0001 -1.6% 0.0000
Volume 18 3 -15 -83.3% 94
Daily Pivots for day following 19-May-2020
Classic Woodie Camarilla DeMark
R4 0.6747 0.6721 0.6602
R3 0.6683 0.6657 0.6585
R2 0.6619 0.6619 0.6579
R1 0.6593 0.6593 0.6573 0.6606
PP 0.6555 0.6555 0.6555 0.6562
S1 0.6529 0.6529 0.6561 0.6542
S2 0.6491 0.6491 0.6555
S3 0.6427 0.6465 0.6549
S4 0.6363 0.6401 0.6532
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 0.6581 0.6405 0.0176 2.7% 0.0069 1.1% 92% True False 18
10 0.6581 0.6386 0.0195 3.0% 0.0069 1.0% 93% True False 13
20 0.6581 0.6284 0.0297 4.5% 0.0061 0.9% 95% True False 8
40 0.6581 0.5894 0.0687 10.5% 0.0068 1.0% 98% True False 10
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6853
2.618 0.6749
1.618 0.6685
1.000 0.6645
0.618 0.6621
HIGH 0.6581
0.618 0.6557
0.500 0.6549
0.382 0.6541
LOW 0.6517
0.618 0.6477
1.000 0.6453
1.618 0.6413
2.618 0.6349
4.250 0.6245
Fisher Pivots for day following 19-May-2020
Pivot 1 day 3 day
R1 0.6561 0.6542
PP 0.6555 0.6518
S1 0.6549 0.6493

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

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