CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 21-May-2020
Day Change Summary
Previous Current
20-May-2020 21-May-2020 Change Change % Previous Week
Open 0.6564 0.6578 0.0014 0.2% 0.6532
High 0.6611 0.6594 -0.0017 -0.3% 0.6557
Low 0.6535 0.6556 0.0021 0.3% 0.6405
Close 0.6601 0.6565 -0.0036 -0.5% 0.6419
Range 0.0076 0.0038 -0.0038 -50.0% 0.0152
ATR 0.0083 0.0080 -0.0003 -3.3% 0.0000
Volume 12 2 -10 -83.3% 94
Daily Pivots for day following 21-May-2020
Classic Woodie Camarilla DeMark
R4 0.6686 0.6663 0.6586
R3 0.6648 0.6625 0.6575
R2 0.6610 0.6610 0.6572
R1 0.6587 0.6587 0.6568 0.6580
PP 0.6572 0.6572 0.6572 0.6568
S1 0.6549 0.6549 0.6562 0.6542
S2 0.6534 0.6534 0.6558
S3 0.6496 0.6511 0.6555
S4 0.6458 0.6473 0.6544
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% 0.0065 1.0% 78% False False 19
10 0.6611 0.6405 0.0206 3.1% 0.0067 1.0% 78% False False 12
20 0.6611 0.6341 0.0270 4.1% 0.0058 0.9% 83% False False 8
40 0.6611 0.5894 0.0717 10.9% 0.0067 1.0% 94% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.6756
2.618 0.6693
1.618 0.6655
1.000 0.6632
0.618 0.6617
HIGH 0.6594
0.618 0.6579
0.500 0.6575
0.382 0.6571
LOW 0.6556
0.618 0.6533
1.000 0.6518
1.618 0.6495
2.618 0.6457
4.250 0.6395
Fisher Pivots for day following 21-May-2020
Pivot 1 day 3 day
R1 0.6575 0.6565
PP 0.6572 0.6564
S1 0.6568 0.6564

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.