CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 30-Jun-2020
Day Change Summary
Previous Current
29-Jun-2020 30-Jun-2020 Change Change % Previous Week
Open 0.6861 0.6869 0.0008 0.1% 0.6821
High 0.6891 0.6912 0.0021 0.3% 0.6974
Low 0.6844 0.6835 -0.0009 -0.1% 0.6812
Close 0.6861 0.6899 0.0038 0.6% 0.6866
Range 0.0047 0.0077 0.0030 63.8% 0.0162
ATR 0.0090 0.0089 -0.0001 -1.0% 0.0000
Volume 57 38 -19 -33.3% 464
Daily Pivots for day following 30-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7113 0.7083 0.6941
R3 0.7036 0.7006 0.6920
R2 0.6959 0.6959 0.6913
R1 0.6929 0.6929 0.6906 0.6944
PP 0.6882 0.6882 0.6882 0.6890
S1 0.6852 0.6852 0.6892 0.6867
S2 0.6805 0.6805 0.6885
S3 0.6728 0.6775 0.6878
S4 0.6651 0.6698 0.6857
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 0.6962 0.6835 0.0127 1.8% 0.0063 0.9% 50% False True 60
10 0.6974 0.6812 0.0162 2.3% 0.0075 1.1% 54% False False 68
20 0.7049 0.6796 0.0253 3.7% 0.0095 1.4% 41% False False 81
40 0.7049 0.6386 0.0663 9.6% 0.0087 1.3% 77% False False 50
60 0.7049 0.6092 0.0957 13.9% 0.0075 1.1% 84% False False 35
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7239
2.618 0.7114
1.618 0.7037
1.000 0.6989
0.618 0.6960
HIGH 0.6912
0.618 0.6883
0.500 0.6874
0.382 0.6864
LOW 0.6835
0.618 0.6787
1.000 0.6758
1.618 0.6710
2.618 0.6633
4.250 0.6508
Fisher Pivots for day following 30-Jun-2020
Pivot 1 day 3 day
R1 0.6891 0.6891
PP 0.6882 0.6882
S1 0.6874 0.6874

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

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