CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 29-May-2020
Day Change Summary
Previous Current
28-May-2020 29-May-2020 Change Change % Previous Week
Open 0.6586 0.6629 0.0043 0.7% 0.6538
High 0.6663 0.6680 0.0017 0.3% 0.6680
Low 0.6586 0.6619 0.0033 0.5% 0.6520
Close 0.6658 0.6658 0.0000 0.0% 0.6658
Range 0.0077 0.0061 -0.0016 -20.8% 0.0160
ATR 0.0085 0.0083 -0.0002 -2.0% 0.0000
Volume 26 81 55 211.5% 117
Daily Pivots for day following 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.6835 0.6808 0.6692
R3 0.6774 0.6747 0.6675
R2 0.6713 0.6713 0.6669
R1 0.6686 0.6686 0.6664 0.6700
PP 0.6652 0.6652 0.6652 0.6659
S1 0.6625 0.6625 0.6652 0.6639
S2 0.6591 0.6591 0.6647
S3 0.6530 0.6564 0.6641
S4 0.6469 0.6503 0.6624
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.7099 0.7039 0.6746
R3 0.6939 0.6879 0.6702
R2 0.6779 0.6779 0.6687
R1 0.6719 0.6719 0.6673 0.6749
PP 0.6619 0.6619 0.6619 0.6635
S1 0.6559 0.6559 0.6643 0.6589
S2 0.6459 0.6459 0.6629
S3 0.6299 0.6399 0.6614
S4 0.6139 0.6239 0.6570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6680 0.6509 0.0171 2.6% 0.0093 1.4% 87% True False 39
10 0.6680 0.6405 0.0275 4.1% 0.0079 1.2% 92% True False 29
20 0.6680 0.6379 0.0301 4.5% 0.0068 1.0% 93% True False 17
40 0.6680 0.5990 0.0690 10.4% 0.0064 1.0% 97% True False 11
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6939
2.618 0.6840
1.618 0.6779
1.000 0.6741
0.618 0.6718
HIGH 0.6680
0.618 0.6657
0.500 0.6650
0.382 0.6642
LOW 0.6619
0.618 0.6581
1.000 0.6558
1.618 0.6520
2.618 0.6459
4.250 0.6360
Fisher Pivots for day following 29-May-2020
Pivot 1 day 3 day
R1 0.6655 0.6647
PP 0.6652 0.6635
S1 0.6650 0.6624

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

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