CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 22-May-2020
Day Change Summary
Previous Current
21-May-2020 22-May-2020 Change Change % Previous Week
Open 0.6578 0.6569 -0.0009 -0.1% 0.6443
High 0.6594 0.6570 -0.0024 -0.4% 0.6611
Low 0.6556 0.6509 -0.0047 -0.7% 0.6439
Close 0.6565 0.6528 -0.0037 -0.6% 0.6528
Range 0.0038 0.0061 0.0023 60.5% 0.0172
ATR 0.0080 0.0079 -0.0001 -1.7% 0.0000
Volume 2 82 80 4,000.0% 117
Daily Pivots for day following 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.6719 0.6684 0.6562
R3 0.6658 0.6623 0.6545
R2 0.6597 0.6597 0.6539
R1 0.6562 0.6562 0.6534 0.6549
PP 0.6536 0.6536 0.6536 0.6529
S1 0.6501 0.6501 0.6522 0.6488
S2 0.6475 0.6475 0.6517
S3 0.6414 0.6440 0.6511
S4 0.6353 0.6379 0.6494
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.7042 0.6957 0.6623
R3 0.6870 0.6785 0.6575
R2 0.6698 0.6698 0.6560
R1 0.6613 0.6613 0.6544 0.6656
PP 0.6526 0.6526 0.6526 0.6547
S1 0.6441 0.6441 0.6512 0.6484
S2 0.6354 0.6354 0.6496
S3 0.6182 0.6269 0.6481
S4 0.6010 0.6097 0.6433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6611 0.6439 0.0172 2.6% 0.0065 1.0% 52% False False 23
10 0.6611 0.6405 0.0206 3.2% 0.0071 1.1% 60% False False 21
20 0.6611 0.6379 0.0232 3.6% 0.0058 0.9% 64% False False 12
40 0.6611 0.5990 0.0621 9.5% 0.0064 1.0% 87% False False 12
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6829
2.618 0.6730
1.618 0.6669
1.000 0.6631
0.618 0.6608
HIGH 0.6570
0.618 0.6547
0.500 0.6540
0.382 0.6532
LOW 0.6509
0.618 0.6471
1.000 0.6448
1.618 0.6410
2.618 0.6349
4.250 0.6250
Fisher Pivots for day following 22-May-2020
Pivot 1 day 3 day
R1 0.6540 0.6560
PP 0.6536 0.6549
S1 0.6532 0.6539

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

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