CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 0.6912 0.6918 0.0006 0.1% 0.6821
High 0.6944 0.6951 0.0007 0.1% 0.6974
Low 0.6880 0.6905 0.0025 0.4% 0.6812
Close 0.6916 0.6920 0.0004 0.1% 0.6866
Range 0.0064 0.0046 -0.0018 -28.1% 0.0162
ATR 0.0087 0.0084 -0.0003 -3.4% 0.0000
Volume 61 91 30 49.2% 464
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7063 0.7038 0.6945
R3 0.7017 0.6992 0.6933
R2 0.6971 0.6971 0.6928
R1 0.6946 0.6946 0.6924 0.6959
PP 0.6925 0.6925 0.6925 0.6932
S1 0.6900 0.6900 0.6916 0.6913
S2 0.6879 0.6879 0.6912
S3 0.6833 0.6854 0.6907
S4 0.6787 0.6808 0.6895
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 0.6951 0.6835 0.0116 1.7% 0.0057 0.8% 73% True False 54
10 0.6974 0.6812 0.0162 2.3% 0.0073 1.1% 67% False False 74
20 0.7049 0.6796 0.0253 3.7% 0.0089 1.3% 49% False False 87
40 0.7049 0.6386 0.0663 9.6% 0.0088 1.3% 81% False False 53
60 0.7049 0.6131 0.0918 13.3% 0.0077 1.1% 86% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7147
2.618 0.7071
1.618 0.7025
1.000 0.6997
0.618 0.6979
HIGH 0.6951
0.618 0.6933
0.500 0.6928
0.382 0.6923
LOW 0.6905
0.618 0.6877
1.000 0.6859
1.618 0.6831
2.618 0.6785
4.250 0.6710
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 0.6928 0.6911
PP 0.6925 0.6902
S1 0.6923 0.6893

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

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