CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 08-Jul-2020
Day Change Summary
Previous Current
07-Jul-2020 08-Jul-2020 Change Change % Previous Week
Open 0.6988 0.6951 -0.0037 -0.5% 0.6861
High 0.6999 0.6989 -0.0010 -0.1% 0.6951
Low 0.6925 0.6931 0.0006 0.1% 0.6835
Close 0.6961 0.6984 0.0023 0.3% 0.6920
Range 0.0074 0.0058 -0.0016 -21.6% 0.0116
ATR 0.0083 0.0081 -0.0002 -2.1% 0.0000
Volume 30 25 -5 -16.7% 247
Daily Pivots for day following 08-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7142 0.7121 0.7016
R3 0.7084 0.7063 0.7000
R2 0.7026 0.7026 0.6995
R1 0.7005 0.7005 0.6989 0.7016
PP 0.6968 0.6968 0.6968 0.6973
S1 0.6947 0.6947 0.6979 0.6958
S2 0.6910 0.6910 0.6973
S3 0.6852 0.6889 0.6968
S4 0.6794 0.6831 0.6952
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 0.6880 0.0119 1.7% 0.0063 0.9% 87% False False 49
10 0.6999 0.6835 0.0164 2.3% 0.0063 0.9% 91% False False 54
20 0.7049 0.6796 0.0253 3.6% 0.0086 1.2% 74% False False 80
40 0.7049 0.6405 0.0644 9.2% 0.0087 1.3% 90% False False 55
60 0.7049 0.6258 0.0791 11.3% 0.0076 1.1% 92% False False 39
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7236
2.618 0.7141
1.618 0.7083
1.000 0.7047
0.618 0.7025
HIGH 0.6989
0.618 0.6967
0.500 0.6960
0.382 0.6953
LOW 0.6931
0.618 0.6895
1.000 0.6873
1.618 0.6837
2.618 0.6779
4.250 0.6685
Fisher Pivots for day following 08-Jul-2020
Pivot 1 day 3 day
R1 0.6976 0.6975
PP 0.6968 0.6966
S1 0.6960 0.6958

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

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