CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 06-Jul-2020
Day Change Summary
Previous Current
02-Jul-2020 06-Jul-2020 Change Change % Previous Week
Open 0.6918 0.6957 0.0039 0.6% 0.6861
High 0.6951 0.6988 0.0037 0.5% 0.6951
Low 0.6905 0.6916 0.0011 0.2% 0.6835
Close 0.6920 0.6978 0.0058 0.8% 0.6920
Range 0.0046 0.0072 0.0026 56.5% 0.0116
ATR 0.0084 0.0083 -0.0001 -1.0% 0.0000
Volume 91 39 -52 -57.1% 247
Daily Pivots for day following 06-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7177 0.7149 0.7018
R3 0.7105 0.7077 0.6998
R2 0.7033 0.7033 0.6991
R1 0.7005 0.7005 0.6985 0.7019
PP 0.6961 0.6961 0.6961 0.6968
S1 0.6933 0.6933 0.6971 0.6947
S2 0.6889 0.6889 0.6965
S3 0.6817 0.6861 0.6958
S4 0.6745 0.6789 0.6938
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7250 0.7201 0.6984
R3 0.7134 0.7085 0.6952
R2 0.7018 0.7018 0.6941
R1 0.6969 0.6969 0.6931 0.6994
PP 0.6902 0.6902 0.6902 0.6914
S1 0.6853 0.6853 0.6909 0.6878
S2 0.6786 0.6786 0.6899
S3 0.6670 0.6737 0.6888
S4 0.6554 0.6621 0.6856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6988 0.6835 0.0153 2.2% 0.0061 0.9% 93% True False 57
10 0.6988 0.6812 0.0176 2.5% 0.0072 1.0% 94% True False 75
20 0.7049 0.6796 0.0253 3.6% 0.0089 1.3% 72% False False 85
40 0.7049 0.6405 0.0644 9.2% 0.0087 1.2% 89% False False 54
60 0.7049 0.6199 0.0850 12.2% 0.0076 1.1% 92% False False 38
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7294
2.618 0.7176
1.618 0.7104
1.000 0.7060
0.618 0.7032
HIGH 0.6988
0.618 0.6960
0.500 0.6952
0.382 0.6944
LOW 0.6916
0.618 0.6872
1.000 0.6844
1.618 0.6800
2.618 0.6728
4.250 0.6610
Fisher Pivots for day following 06-Jul-2020
Pivot 1 day 3 day
R1 0.6969 0.6963
PP 0.6961 0.6949
S1 0.6952 0.6934

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

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