CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 09-Jul-2020
Day Change Summary
Previous Current
08-Jul-2020 09-Jul-2020 Change Change % Previous Week
Open 0.6951 0.6983 0.0032 0.5% 0.6861
High 0.6989 0.7002 0.0013 0.2% 0.6951
Low 0.6931 0.6952 0.0021 0.3% 0.6835
Close 0.6984 0.6968 -0.0016 -0.2% 0.6920
Range 0.0058 0.0050 -0.0008 -13.8% 0.0116
ATR 0.0081 0.0079 -0.0002 -2.7% 0.0000
Volume 25 48 23 92.0% 247
Daily Pivots for day following 09-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7124 0.7096 0.6996
R3 0.7074 0.7046 0.6982
R2 0.7024 0.7024 0.6977
R1 0.6996 0.6996 0.6973 0.6985
PP 0.6974 0.6974 0.6974 0.6969
S1 0.6946 0.6946 0.6963 0.6935
S2 0.6924 0.6924 0.6959
S3 0.6874 0.6896 0.6954
S4 0.6824 0.6846 0.6941
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 0.7002 0.6905 0.0097 1.4% 0.0060 0.9% 65% True False 46
10 0.7002 0.6835 0.0167 2.4% 0.0058 0.8% 80% True False 51
20 0.7002 0.6796 0.0206 3.0% 0.0082 1.2% 83% True False 71
40 0.7049 0.6405 0.0644 9.2% 0.0086 1.2% 87% False False 56
60 0.7049 0.6258 0.0791 11.4% 0.0076 1.1% 90% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7215
2.618 0.7133
1.618 0.7083
1.000 0.7052
0.618 0.7033
HIGH 0.7002
0.618 0.6983
0.500 0.6977
0.382 0.6971
LOW 0.6952
0.618 0.6921
1.000 0.6902
1.618 0.6871
2.618 0.6821
4.250 0.6740
Fisher Pivots for day following 09-Jul-2020
Pivot 1 day 3 day
R1 0.6977 0.6967
PP 0.6974 0.6965
S1 0.6971 0.6964

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

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