CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 09-Jun-2020
Day Change Summary
Previous Current
08-Jun-2020 09-Jun-2020 Change Change % Previous Week
Open 0.6989 0.7029 0.0040 0.6% 0.6659
High 0.7027 0.7039 0.0012 0.2% 0.7008
Low 0.6963 0.6900 -0.0063 -0.9% 0.6654
Close 0.7021 0.6964 -0.0057 -0.8% 0.6966
Range 0.0064 0.0139 0.0075 117.2% 0.0354
ATR 0.0090 0.0093 0.0004 3.9% 0.0000
Volume 131 25 -106 -80.9% 140
Daily Pivots for day following 09-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7385 0.7313 0.7040
R3 0.7246 0.7174 0.7002
R2 0.7107 0.7107 0.6989
R1 0.7035 0.7035 0.6977 0.7002
PP 0.6968 0.6968 0.6968 0.6951
S1 0.6896 0.6896 0.6951 0.6863
S2 0.6829 0.6829 0.6939
S3 0.6690 0.6757 0.6926
S4 0.6551 0.6618 0.6888
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 0.7039 0.6857 0.0182 2.6% 0.0101 1.4% 59% True False 51
10 0.7039 0.6568 0.0471 6.8% 0.0102 1.5% 84% True False 40
20 0.7039 0.6405 0.0634 9.1% 0.0089 1.3% 88% True False 30
40 0.7039 0.6258 0.0781 11.2% 0.0071 1.0% 90% True False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7630
2.618 0.7403
1.618 0.7264
1.000 0.7178
0.618 0.7125
HIGH 0.7039
0.618 0.6986
0.500 0.6970
0.382 0.6953
LOW 0.6900
0.618 0.6814
1.000 0.6761
1.618 0.6675
2.618 0.6536
4.250 0.6309
Fisher Pivots for day following 09-Jun-2020
Pivot 1 day 3 day
R1 0.6970 0.6970
PP 0.6968 0.6968
S1 0.6966 0.6966

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

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