CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 07-Jul-2020
Day Change Summary
Previous Current
06-Jul-2020 07-Jul-2020 Change Change % Previous Week
Open 0.6957 0.6988 0.0031 0.4% 0.6861
High 0.6988 0.6999 0.0011 0.2% 0.6951
Low 0.6916 0.6925 0.0009 0.1% 0.6835
Close 0.6978 0.6961 -0.0017 -0.2% 0.6920
Range 0.0072 0.0074 0.0002 2.8% 0.0116
ATR 0.0083 0.0083 -0.0001 -0.8% 0.0000
Volume 39 30 -9 -23.1% 247
Daily Pivots for day following 07-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7184 0.7146 0.7002
R3 0.7110 0.7072 0.6981
R2 0.7036 0.7036 0.6975
R1 0.6998 0.6998 0.6968 0.6980
PP 0.6962 0.6962 0.6962 0.6953
S1 0.6924 0.6924 0.6954 0.6906
S2 0.6888 0.6888 0.6947
S3 0.6814 0.6850 0.6941
S4 0.6740 0.6776 0.6920
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 0.6999 0.6835 0.0164 2.4% 0.0067 1.0% 77% True False 51
10 0.6999 0.6835 0.0164 2.4% 0.0069 1.0% 77% True False 68
20 0.7049 0.6796 0.0253 3.6% 0.0090 1.3% 65% False False 80
40 0.7049 0.6405 0.0644 9.3% 0.0088 1.3% 86% False False 55
60 0.7049 0.6258 0.0791 11.4% 0.0075 1.1% 89% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7314
2.618 0.7193
1.618 0.7119
1.000 0.7073
0.618 0.7045
HIGH 0.6999
0.618 0.6971
0.500 0.6962
0.382 0.6953
LOW 0.6925
0.618 0.6879
1.000 0.6851
1.618 0.6805
2.618 0.6731
4.250 0.6611
Fisher Pivots for day following 07-Jul-2020
Pivot 1 day 3 day
R1 0.6962 0.6958
PP 0.6962 0.6955
S1 0.6961 0.6952

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

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