CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 13-Jul-2020
Day Change Summary
Previous Current
10-Jul-2020 13-Jul-2020 Change Change % Previous Week
Open 0.6960 0.6960 0.0000 0.0% 0.6957
High 0.6970 0.6993 0.0023 0.3% 0.7002
Low 0.6927 0.6942 0.0015 0.2% 0.6916
Close 0.6950 0.6965 0.0015 0.2% 0.6950
Range 0.0043 0.0051 0.0008 18.6% 0.0086
ATR 0.0076 0.0074 -0.0002 -2.4% 0.0000
Volume 80 54 -26 -32.5% 222
Daily Pivots for day following 13-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7120 0.7093 0.6993
R3 0.7069 0.7042 0.6979
R2 0.7018 0.7018 0.6974
R1 0.6991 0.6991 0.6970 0.7005
PP 0.6967 0.6967 0.6967 0.6973
S1 0.6940 0.6940 0.6960 0.6954
S2 0.6916 0.6916 0.6956
S3 0.6865 0.6889 0.6951
S4 0.6814 0.6838 0.6937
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 0.6925 0.0077 1.1% 0.0055 0.8% 52% False False 47
10 0.7002 0.6835 0.0167 2.4% 0.0058 0.8% 78% False False 52
20 0.7002 0.6796 0.0206 3.0% 0.0074 1.1% 82% False False 60
40 0.7049 0.6405 0.0644 9.2% 0.0085 1.2% 87% False False 59
60 0.7049 0.6258 0.0791 11.4% 0.0076 1.1% 89% False False 41
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7210
2.618 0.7127
1.618 0.7076
1.000 0.7044
0.618 0.7025
HIGH 0.6993
0.618 0.6974
0.500 0.6968
0.382 0.6961
LOW 0.6942
0.618 0.6910
1.000 0.6891
1.618 0.6859
2.618 0.6808
4.250 0.6725
Fisher Pivots for day following 13-Jul-2020
Pivot 1 day 3 day
R1 0.6968 0.6965
PP 0.6967 0.6965
S1 0.6966 0.6965

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

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