CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 11-Jun-2020
Day Change Summary
Previous Current
10-Jun-2020 11-Jun-2020 Change Change % Previous Week
Open 0.6974 0.6980 0.0006 0.1% 0.6659
High 0.7049 0.6992 -0.0057 -0.8% 0.7008
Low 0.6933 0.6841 -0.0092 -1.3% 0.6654
Close 0.7018 0.6847 -0.0171 -2.4% 0.6966
Range 0.0116 0.0151 0.0035 30.2% 0.0354
ATR 0.0095 0.0101 0.0006 6.2% 0.0000
Volume 232 190 -42 -18.1% 140
Daily Pivots for day following 11-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7346 0.7248 0.6930
R3 0.7195 0.7097 0.6889
R2 0.7044 0.7044 0.6875
R1 0.6946 0.6946 0.6861 0.6920
PP 0.6893 0.6893 0.6893 0.6880
S1 0.6795 0.6795 0.6833 0.6769
S2 0.6742 0.6742 0.6819
S3 0.6591 0.6644 0.6805
S4 0.6440 0.6493 0.6764
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 0.7049 0.6841 0.0208 3.0% 0.0109 1.6% 3% False True 129
10 0.7049 0.6619 0.0430 6.3% 0.0110 1.6% 53% False False 79
20 0.7049 0.6405 0.0644 9.4% 0.0094 1.4% 69% False False 51
40 0.7049 0.6258 0.0791 11.6% 0.0075 1.1% 74% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7634
2.618 0.7387
1.618 0.7236
1.000 0.7143
0.618 0.7085
HIGH 0.6992
0.618 0.6934
0.500 0.6917
0.382 0.6899
LOW 0.6841
0.618 0.6748
1.000 0.6690
1.618 0.6597
2.618 0.6446
4.250 0.6199
Fisher Pivots for day following 11-Jun-2020
Pivot 1 day 3 day
R1 0.6917 0.6945
PP 0.6893 0.6912
S1 0.6870 0.6880

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

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