CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 01-Jun-2020
Day Change Summary
Previous Current
29-May-2020 01-Jun-2020 Change Change % Previous Week
Open 0.6629 0.6659 0.0030 0.5% 0.6538
High 0.6680 0.6801 0.0121 1.8% 0.6680
Low 0.6619 0.6654 0.0035 0.5% 0.6520
Close 0.6658 0.6796 0.0138 2.1% 0.6658
Range 0.0061 0.0147 0.0086 141.0% 0.0160
ATR 0.0083 0.0088 0.0005 5.4% 0.0000
Volume 81 25 -56 -69.1% 117
Daily Pivots for day following 01-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7191 0.7141 0.6877
R3 0.7044 0.6994 0.6836
R2 0.6897 0.6897 0.6823
R1 0.6847 0.6847 0.6809 0.6872
PP 0.6750 0.6750 0.6750 0.6763
S1 0.6700 0.6700 0.6783 0.6725
S2 0.6603 0.6603 0.6769
S3 0.6456 0.6553 0.6756
S4 0.6309 0.6406 0.6715
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 0.6801 0.6520 0.0281 4.1% 0.0110 1.6% 98% True False 28
10 0.6801 0.6439 0.0362 5.3% 0.0087 1.3% 99% True False 25
20 0.6801 0.6379 0.0422 6.2% 0.0076 1.1% 99% True False 18
40 0.6801 0.5990 0.0811 11.9% 0.0065 1.0% 99% True False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7426
2.618 0.7186
1.618 0.7039
1.000 0.6948
0.618 0.6892
HIGH 0.6801
0.618 0.6745
0.500 0.6728
0.382 0.6710
LOW 0.6654
0.618 0.6563
1.000 0.6507
1.618 0.6416
2.618 0.6269
4.250 0.6029
Fisher Pivots for day following 01-Jun-2020
Pivot 1 day 3 day
R1 0.6773 0.6762
PP 0.6750 0.6728
S1 0.6728 0.6694

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

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