CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 26-Jun-2020
Day Change Summary
Previous Current
25-Jun-2020 26-Jun-2020 Change Change % Previous Week
Open 0.6865 0.6888 0.0023 0.3% 0.6821
High 0.6892 0.6896 0.0004 0.1% 0.6974
Low 0.6849 0.6843 -0.0006 -0.1% 0.6812
Close 0.6874 0.6866 -0.0008 -0.1% 0.6866
Range 0.0043 0.0053 0.0010 23.3% 0.0162
ATR 0.0096 0.0093 -0.0003 -3.2% 0.0000
Volume 105 24 -81 -77.1% 464
Daily Pivots for day following 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7027 0.7000 0.6895
R3 0.6974 0.6947 0.6881
R2 0.6921 0.6921 0.6876
R1 0.6894 0.6894 0.6871 0.6881
PP 0.6868 0.6868 0.6868 0.6862
S1 0.6841 0.6841 0.6861 0.6828
S2 0.6815 0.6815 0.6856
S3 0.6762 0.6788 0.6851
S4 0.6709 0.6735 0.6837
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7370 0.7280 0.6955
R3 0.7208 0.7118 0.6911
R2 0.7046 0.7046 0.6896
R1 0.6956 0.6956 0.6881 0.7001
PP 0.6884 0.6884 0.6884 0.6907
S1 0.6794 0.6794 0.6851 0.6839
S2 0.6722 0.6722 0.6836
S3 0.6560 0.6632 0.6821
S4 0.6398 0.6470 0.6777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6974 0.6812 0.0162 2.4% 0.0083 1.2% 33% False False 92
10 0.6976 0.6796 0.0180 2.6% 0.0090 1.3% 39% False False 68
20 0.7049 0.6654 0.0395 5.8% 0.0102 1.5% 54% False False 78
40 0.7049 0.6379 0.0670 9.8% 0.0085 1.2% 73% False False 48
60 0.7049 0.5990 0.1059 15.4% 0.0076 1.1% 83% False False 33
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7121
2.618 0.7035
1.618 0.6982
1.000 0.6949
0.618 0.6929
HIGH 0.6896
0.618 0.6876
0.500 0.6870
0.382 0.6863
LOW 0.6843
0.618 0.6810
1.000 0.6790
1.618 0.6757
2.618 0.6704
4.250 0.6618
Fisher Pivots for day following 26-Jun-2020
Pivot 1 day 3 day
R1 0.6870 0.6903
PP 0.6868 0.6890
S1 0.6867 0.6878

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

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