CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary
Previous Current
12-Jun-2020 15-Jun-2020 Change Change % Previous Week
Open 0.6840 0.6810 -0.0030 -0.4% 0.6989
High 0.6907 0.6923 0.0016 0.2% 0.7049
Low 0.6798 0.6796 -0.0002 0.0% 0.6798
Close 0.6841 0.6915 0.0074 1.1% 0.6841
Range 0.0109 0.0127 0.0018 16.5% 0.0251
ATR 0.0101 0.0103 0.0002 1.8% 0.0000
Volume 169 25 -144 -85.2% 747
Daily Pivots for day following 15-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7259 0.7214 0.6985
R3 0.7132 0.7087 0.6950
R2 0.7005 0.7005 0.6938
R1 0.6960 0.6960 0.6927 0.6983
PP 0.6878 0.6878 0.6878 0.6889
S1 0.6833 0.6833 0.6903 0.6856
S2 0.6751 0.6751 0.6892
S3 0.6624 0.6706 0.6880
S4 0.6497 0.6579 0.6845
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7649 0.7496 0.6979
R3 0.7398 0.7245 0.6910
R2 0.7147 0.7147 0.6887
R1 0.6994 0.6994 0.6864 0.6945
PP 0.6896 0.6896 0.6896 0.6872
S1 0.6743 0.6743 0.6818 0.6694
S2 0.6645 0.6645 0.6795
S3 0.6394 0.6492 0.6772
S4 0.6143 0.6241 0.6703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7049 0.6796 0.0253 3.7% 0.0128 1.9% 47% False True 128
10 0.7049 0.6777 0.0272 3.9% 0.0112 1.6% 51% False False 88
20 0.7049 0.6439 0.0610 8.8% 0.0100 1.4% 78% False False 57
40 0.7049 0.6258 0.0791 11.4% 0.0079 1.1% 83% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7463
2.618 0.7255
1.618 0.7128
1.000 0.7050
0.618 0.7001
HIGH 0.6923
0.618 0.6874
0.500 0.6860
0.382 0.6845
LOW 0.6796
0.618 0.6718
1.000 0.6669
1.618 0.6591
2.618 0.6464
4.250 0.6256
Fisher Pivots for day following 15-Jun-2020
Pivot 1 day 3 day
R1 0.6897 0.6908
PP 0.6878 0.6901
S1 0.6860 0.6894

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.