CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 03-Jun-2020
Day Change Summary
Previous Current
02-Jun-2020 03-Jun-2020 Change Change % Previous Week
Open 0.6797 0.6917 0.0120 1.8% 0.6538
High 0.6894 0.6978 0.0084 1.2% 0.6680
Low 0.6777 0.6857 0.0080 1.2% 0.6520
Close 0.6887 0.6931 0.0044 0.6% 0.6658
Range 0.0117 0.0121 0.0004 3.4% 0.0160
ATR 0.0090 0.0092 0.0002 2.5% 0.0000
Volume 15 25 10 66.7% 117
Daily Pivots for day following 03-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7285 0.7229 0.6998
R3 0.7164 0.7108 0.6964
R2 0.7043 0.7043 0.6953
R1 0.6987 0.6987 0.6942 0.7015
PP 0.6922 0.6922 0.6922 0.6936
S1 0.6866 0.6866 0.6920 0.6894
S2 0.6801 0.6801 0.6909
S3 0.6680 0.6745 0.6898
S4 0.6559 0.6624 0.6864
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 0.6978 0.6586 0.0392 5.7% 0.0105 1.5% 88% True False 34
10 0.6978 0.6509 0.0469 6.8% 0.0096 1.4% 90% True False 27
20 0.6978 0.6386 0.0592 8.5% 0.0082 1.2% 92% True False 20
40 0.6978 0.6131 0.0847 12.2% 0.0068 1.0% 94% True 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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7492
2.618 0.7295
1.618 0.7174
1.000 0.7099
0.618 0.7053
HIGH 0.6978
0.618 0.6932
0.500 0.6918
0.382 0.6903
LOW 0.6857
0.618 0.6782
1.000 0.6736
1.618 0.6661
2.618 0.6540
4.250 0.6343
Fisher Pivots for day following 03-Jun-2020
Pivot 1 day 3 day
R1 0.6927 0.6893
PP 0.6922 0.6854
S1 0.6918 0.6816

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.