CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 14-Jul-2020
Day Change Summary
Previous Current
13-Jul-2020 14-Jul-2020 Change Change % Previous Week
Open 0.6960 0.6948 -0.0012 -0.2% 0.6957
High 0.6993 0.6978 -0.0015 -0.2% 0.7002
Low 0.6942 0.6924 -0.0018 -0.3% 0.6916
Close 0.6965 0.6970 0.0005 0.1% 0.6950
Range 0.0051 0.0054 0.0003 5.9% 0.0086
ATR 0.0074 0.0073 -0.0001 -2.0% 0.0000
Volume 54 160 106 196.3% 222
Daily Pivots for day following 14-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7119 0.7099 0.7000
R3 0.7065 0.7045 0.6985
R2 0.7011 0.7011 0.6980
R1 0.6991 0.6991 0.6975 0.7001
PP 0.6957 0.6957 0.6957 0.6963
S1 0.6937 0.6937 0.6965 0.6947
S2 0.6903 0.6903 0.6960
S3 0.6849 0.6883 0.6955
S4 0.6795 0.6829 0.6940
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 0.6924 0.0078 1.1% 0.0051 0.7% 59% False True 73
10 0.7002 0.6835 0.0167 2.4% 0.0059 0.8% 81% False False 62
20 0.7002 0.6812 0.0190 2.7% 0.0070 1.0% 83% False False 67
40 0.7049 0.6439 0.0610 8.8% 0.0085 1.2% 87% False False 62
60 0.7049 0.6258 0.0791 11.3% 0.0076 1.1% 90% False False 44
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 True
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7208
2.618 0.7119
1.618 0.7065
1.000 0.7032
0.618 0.7011
HIGH 0.6978
0.618 0.6957
0.500 0.6951
0.382 0.6945
LOW 0.6924
0.618 0.6891
1.000 0.6870
1.618 0.6837
2.618 0.6783
4.250 0.6695
Fisher Pivots for day following 14-Jul-2020
Pivot 1 day 3 day
R1 0.6964 0.6966
PP 0.6957 0.6962
S1 0.6951 0.6959

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

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