CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 22-Jun-2020
Day Change Summary
Previous Current
19-Jun-2020 22-Jun-2020 Change Change % Previous Week
Open 0.6861 0.6821 -0.0040 -0.6% 0.6810
High 0.6910 0.6921 0.0011 0.2% 0.6976
Low 0.6831 0.6812 -0.0019 -0.3% 0.6796
Close 0.6850 0.6918 0.0068 1.0% 0.6850
Range 0.0079 0.0109 0.0030 38.0% 0.0180
ATR 0.0099 0.0100 0.0001 0.7% 0.0000
Volume 36 99 63 175.0% 222
Daily Pivots for day following 22-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7211 0.7173 0.6978
R3 0.7102 0.7064 0.6948
R2 0.6993 0.6993 0.6938
R1 0.6955 0.6955 0.6928 0.6974
PP 0.6884 0.6884 0.6884 0.6893
S1 0.6846 0.6846 0.6908 0.6865
S2 0.6775 0.6775 0.6898
S3 0.6666 0.6737 0.6888
S4 0.6557 0.6628 0.6858
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7414 0.7312 0.6949
R3 0.7234 0.7132 0.6900
R2 0.7054 0.7054 0.6883
R1 0.6952 0.6952 0.6867 0.7003
PP 0.6874 0.6874 0.6874 0.6900
S1 0.6772 0.6772 0.6834 0.6823
S2 0.6694 0.6694 0.6817
S3 0.6514 0.6592 0.6801
S4 0.6334 0.6412 0.6751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6976 0.6812 0.0164 2.4% 0.0093 1.3% 65% False True 59
10 0.7049 0.6796 0.0253 3.7% 0.0111 1.6% 48% False False 93
20 0.7049 0.6520 0.0529 7.6% 0.0107 1.5% 75% False False 66
40 0.7049 0.6379 0.0670 9.7% 0.0083 1.2% 80% False False 39
60 0.7049 0.5990 0.1059 15.3% 0.0078 1.1% 88% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7384
2.618 0.7206
1.618 0.7097
1.000 0.7030
0.618 0.6988
HIGH 0.6921
0.618 0.6879
0.500 0.6867
0.382 0.6854
LOW 0.6812
0.618 0.6745
1.000 0.6703
1.618 0.6636
2.618 0.6527
4.250 0.6349
Fisher Pivots for day following 22-Jun-2020
Pivot 1 day 3 day
R1 0.6901 0.6901
PP 0.6884 0.6884
S1 0.6867 0.6867

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

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