CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 15-Jul-2020
Day Change Summary
Previous Current
14-Jul-2020 15-Jul-2020 Change Change % Previous Week
Open 0.6948 0.6983 0.0035 0.5% 0.6957
High 0.6978 0.7038 0.0060 0.9% 0.7002
Low 0.6924 0.6983 0.0059 0.9% 0.6916
Close 0.6970 0.7002 0.0032 0.5% 0.6950
Range 0.0054 0.0055 0.0001 1.9% 0.0086
ATR 0.0073 0.0073 0.0000 -0.5% 0.0000
Volume 160 97 -63 -39.4% 222
Daily Pivots for day following 15-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7173 0.7142 0.7032
R3 0.7118 0.7087 0.7017
R2 0.7063 0.7063 0.7012
R1 0.7032 0.7032 0.7007 0.7048
PP 0.7008 0.7008 0.7008 0.7015
S1 0.6977 0.6977 0.6997 0.6993
S2 0.6953 0.6953 0.6992
S3 0.6898 0.6922 0.6987
S4 0.6843 0.6867 0.6972
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 0.7038 0.6924 0.0114 1.6% 0.0051 0.7% 68% True False 87
10 0.7038 0.6880 0.0158 2.3% 0.0057 0.8% 77% True False 68
20 0.7038 0.6812 0.0226 3.2% 0.0066 0.9% 84% True False 68
40 0.7049 0.6509 0.0540 7.7% 0.0084 1.2% 91% False False 64
60 0.7049 0.6258 0.0791 11.3% 0.0076 1.1% 94% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7272
2.618 0.7182
1.618 0.7127
1.000 0.7093
0.618 0.7072
HIGH 0.7038
0.618 0.7017
0.500 0.7011
0.382 0.7004
LOW 0.6983
0.618 0.6949
1.000 0.6928
1.618 0.6894
2.618 0.6839
4.250 0.6749
Fisher Pivots for day following 15-Jul-2020
Pivot 1 day 3 day
R1 0.7011 0.6995
PP 0.7008 0.6988
S1 0.7005 0.6981

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

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