CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary
Previous Current
09-Jul-2020 10-Jul-2020 Change Change % Previous Week
Open 0.6983 0.6960 -0.0023 -0.3% 0.6957
High 0.7002 0.6970 -0.0032 -0.5% 0.7002
Low 0.6952 0.6927 -0.0025 -0.4% 0.6916
Close 0.6968 0.6950 -0.0018 -0.3% 0.6950
Range 0.0050 0.0043 -0.0007 -14.0% 0.0086
ATR 0.0079 0.0076 -0.0003 -3.2% 0.0000
Volume 48 80 32 66.7% 222
Daily Pivots for day following 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7078 0.7057 0.6974
R3 0.7035 0.7014 0.6962
R2 0.6992 0.6992 0.6958
R1 0.6971 0.6971 0.6954 0.6960
PP 0.6949 0.6949 0.6949 0.6944
S1 0.6928 0.6928 0.6946 0.6917
S2 0.6906 0.6906 0.6942
S3 0.6863 0.6885 0.6938
S4 0.6820 0.6842 0.6926
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7214 0.7168 0.6997
R3 0.7128 0.7082 0.6974
R2 0.7042 0.7042 0.6966
R1 0.6996 0.6996 0.6958 0.6976
PP 0.6956 0.6956 0.6956 0.6946
S1 0.6910 0.6910 0.6942 0.6890
S2 0.6870 0.6870 0.6934
S3 0.6784 0.6824 0.6926
S4 0.6698 0.6738 0.6903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7002 0.6916 0.0086 1.2% 0.0059 0.9% 40% False False 44
10 0.7002 0.6835 0.0167 2.4% 0.0058 0.8% 69% False False 49
20 0.7002 0.6796 0.0206 3.0% 0.0077 1.1% 75% False False 66
40 0.7049 0.6405 0.0644 9.3% 0.0085 1.2% 85% False False 58
60 0.7049 0.6258 0.0791 11.4% 0.0076 1.1% 87% False False 41
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7153
2.618 0.7083
1.618 0.7040
1.000 0.7013
0.618 0.6997
HIGH 0.6970
0.618 0.6954
0.500 0.6949
0.382 0.6943
LOW 0.6927
0.618 0.6900
1.000 0.6884
1.618 0.6857
2.618 0.6814
4.250 0.6744
Fisher Pivots for day following 10-Jul-2020
Pivot 1 day 3 day
R1 0.6950 0.6965
PP 0.6949 0.6960
S1 0.6949 0.6955

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

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