CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 0.6916 0.6945 0.0029 0.4% 0.6659
High 0.6985 0.7008 0.0023 0.3% 0.7008
Low 0.6882 0.6932 0.0050 0.7% 0.6654
Close 0.6938 0.6966 0.0028 0.4% 0.6966
Range 0.0103 0.0076 -0.0027 -26.2% 0.0354
ATR 0.0093 0.0092 -0.0001 -1.3% 0.0000
Volume 4 71 67 1,675.0% 140
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7197 0.7157 0.7008
R3 0.7121 0.7081 0.6987
R2 0.7045 0.7045 0.6980
R1 0.7005 0.7005 0.6973 0.7025
PP 0.6969 0.6969 0.6969 0.6979
S1 0.6929 0.6929 0.6959 0.6949
S2 0.6893 0.6893 0.6952
S3 0.6817 0.6853 0.6945
S4 0.6741 0.6777 0.6924
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7938 0.7806 0.7161
R3 0.7584 0.7452 0.7063
R2 0.7230 0.7230 0.7031
R1 0.7098 0.7098 0.6998 0.7164
PP 0.6876 0.6876 0.6876 0.6909
S1 0.6744 0.6744 0.6934 0.6810
S2 0.6522 0.6522 0.6901
S3 0.6168 0.6390 0.6869
S4 0.5814 0.6036 0.6771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7008 0.6654 0.0354 5.1% 0.0113 1.6% 88% True False 28
10 0.7008 0.6509 0.0499 7.2% 0.0103 1.5% 92% True False 33
20 0.7008 0.6405 0.0603 8.7% 0.0085 1.2% 93% True False 23
40 0.7008 0.6199 0.0809 11.6% 0.0070 1.0% 95% True False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7331
2.618 0.7207
1.618 0.7131
1.000 0.7084
0.618 0.7055
HIGH 0.7008
0.618 0.6979
0.500 0.6970
0.382 0.6961
LOW 0.6932
0.618 0.6885
1.000 0.6856
1.618 0.6809
2.618 0.6733
4.250 0.6609
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 0.6970 0.6955
PP 0.6969 0.6944
S1 0.6967 0.6933

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

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