CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 20-May-2020
Day Change Summary
Previous Current
19-May-2020 20-May-2020 Change Change % Previous Week
Open 0.6530 0.6564 0.0034 0.5% 0.6532
High 0.6581 0.6611 0.0030 0.5% 0.6557
Low 0.6517 0.6535 0.0018 0.3% 0.6405
Close 0.6567 0.6601 0.0034 0.5% 0.6419
Range 0.0064 0.0076 0.0012 18.8% 0.0152
ATR 0.0083 0.0083 -0.0001 -0.6% 0.0000
Volume 3 12 9 300.0% 94
Daily Pivots for day following 20-May-2020
Classic Woodie Camarilla DeMark
R4 0.6810 0.6782 0.6643
R3 0.6734 0.6706 0.6622
R2 0.6658 0.6658 0.6615
R1 0.6630 0.6630 0.6608 0.6644
PP 0.6582 0.6582 0.6582 0.6590
S1 0.6554 0.6554 0.6594 0.6568
S2 0.6506 0.6506 0.6587
S3 0.6430 0.6478 0.6580
S4 0.6354 0.6402 0.6559
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 0.6611 0.6405 0.0206 3.1% 0.0068 1.0% 95% True False 20
10 0.6611 0.6386 0.0225 3.4% 0.0075 1.1% 96% True False 12
20 0.6611 0.6294 0.0317 4.8% 0.0061 0.9% 97% True False 8
40 0.6611 0.5894 0.0717 10.9% 0.0069 1.0% 99% True False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6934
2.618 0.6810
1.618 0.6734
1.000 0.6687
0.618 0.6658
HIGH 0.6611
0.618 0.6582
0.500 0.6573
0.382 0.6564
LOW 0.6535
0.618 0.6488
1.000 0.6459
1.618 0.6412
2.618 0.6336
4.250 0.6212
Fisher Pivots for day following 20-May-2020
Pivot 1 day 3 day
R1 0.6592 0.6576
PP 0.6582 0.6550
S1 0.6573 0.6525

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

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