CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 0.6810 0.6938 0.0128 1.9% 0.6989
High 0.6923 0.6976 0.0053 0.8% 0.7049
Low 0.6796 0.6835 0.0039 0.6% 0.6798
Close 0.6915 0.6893 -0.0022 -0.3% 0.6841
Range 0.0127 0.0141 0.0014 11.0% 0.0251
ATR 0.0103 0.0106 0.0003 2.6% 0.0000
Volume 25 68 43 172.0% 747
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7324 0.7250 0.6971
R3 0.7183 0.7109 0.6932
R2 0.7042 0.7042 0.6919
R1 0.6968 0.6968 0.6906 0.6935
PP 0.6901 0.6901 0.6901 0.6885
S1 0.6827 0.6827 0.6880 0.6794
S2 0.6760 0.6760 0.6867
S3 0.6619 0.6686 0.6854
S4 0.6478 0.6545 0.6815
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% 0.0129 1.9% 38% False False 136
10 0.7049 0.6796 0.0253 3.7% 0.0115 1.7% 38% False False 94
20 0.7049 0.6509 0.0540 7.8% 0.0103 1.5% 71% False False 59
40 0.7049 0.6258 0.0791 11.5% 0.0081 1.2% 80% False False 34
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 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7575
2.618 0.7345
1.618 0.7204
1.000 0.7117
0.618 0.7063
HIGH 0.6976
0.618 0.6922
0.500 0.6906
0.382 0.6889
LOW 0.6835
0.618 0.6748
1.000 0.6694
1.618 0.6607
2.618 0.6466
4.250 0.6236
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 0.6906 0.6891
PP 0.6901 0.6888
S1 0.6897 0.6886

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

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