CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 26-May-2020
Day Change Summary
Previous Current
22-May-2020 26-May-2020 Change Change % Previous Week
Open 0.6569 0.6538 -0.0031 -0.5% 0.6443
High 0.6570 0.6674 0.0104 1.6% 0.6611
Low 0.6509 0.6520 0.0011 0.2% 0.6439
Close 0.6528 0.6674 0.0146 2.2% 0.6528
Range 0.0061 0.0154 0.0093 152.5% 0.0172
ATR 0.0079 0.0084 0.0005 6.9% 0.0000
Volume 82 8 -74 -90.2% 117
Daily Pivots for day following 26-May-2020
Classic Woodie Camarilla DeMark
R4 0.7085 0.7033 0.6759
R3 0.6931 0.6879 0.6716
R2 0.6777 0.6777 0.6702
R1 0.6725 0.6725 0.6688 0.6751
PP 0.6623 0.6623 0.6623 0.6636
S1 0.6571 0.6571 0.6660 0.6597
S2 0.6469 0.6469 0.6646
S3 0.6315 0.6417 0.6632
S4 0.6161 0.6263 0.6589
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 0.6674 0.6509 0.0165 2.5% 0.0079 1.2% 100% True False 21
10 0.6674 0.6405 0.0269 4.0% 0.0077 1.2% 100% True False 19
20 0.6674 0.6379 0.0295 4.4% 0.0066 1.0% 100% True False 13
40 0.6674 0.5990 0.0684 10.2% 0.0064 1.0% 100% True False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 31 trading days
Fibonacci Retracements and Extensions
4.250 0.7329
2.618 0.7077
1.618 0.6923
1.000 0.6828
0.618 0.6769
HIGH 0.6674
0.618 0.6615
0.500 0.6597
0.382 0.6579
LOW 0.6520
0.618 0.6425
1.000 0.6366
1.618 0.6271
2.618 0.6117
4.250 0.5866
Fisher Pivots for day following 26-May-2020
Pivot 1 day 3 day
R1 0.6648 0.6647
PP 0.6623 0.6619
S1 0.6597 0.6592

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

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