CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 04-Aug-2020
Day Change Summary
Previous Current
03-Aug-2020 04-Aug-2020 Change Change % Previous Week
Open 0.7137 0.7126 -0.0011 -0.2% 0.7102
High 0.7152 0.7168 0.0016 0.2% 0.7229
Low 0.7080 0.7110 0.0030 0.4% 0.7097
Close 0.7122 0.7158 0.0036 0.5% 0.7148
Range 0.0072 0.0058 -0.0014 -19.4% 0.0132
ATR 0.0069 0.0069 -0.0001 -1.2% 0.0000
Volume 456 502 46 10.1% 1,097
Daily Pivots for day following 04-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7319 0.7297 0.7190
R3 0.7261 0.7239 0.7174
R2 0.7203 0.7203 0.7169
R1 0.7181 0.7181 0.7163 0.7192
PP 0.7145 0.7145 0.7145 0.7151
S1 0.7123 0.7123 0.7153 0.7134
S2 0.7087 0.7087 0.7147
S3 0.7029 0.7065 0.7142
S4 0.6971 0.7007 0.7126
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7554 0.7483 0.7221
R3 0.7422 0.7351 0.7184
R2 0.7290 0.7290 0.7172
R1 0.7219 0.7219 0.7160 0.7255
PP 0.7158 0.7158 0.7158 0.7176
S1 0.7087 0.7087 0.7136 0.7123
S2 0.7026 0.7026 0.7124
S3 0.6894 0.6955 0.7112
S4 0.6762 0.6823 0.7075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7229 0.7080 0.0149 2.1% 0.0069 1.0% 52% False False 382
10 0.7229 0.7067 0.0162 2.3% 0.0066 0.9% 56% False False 238
20 0.7229 0.6924 0.0305 4.3% 0.0061 0.8% 77% False False 158
40 0.7229 0.6796 0.0433 6.0% 0.0075 1.0% 84% False False 119
60 0.7229 0.6405 0.0824 11.5% 0.0079 1.1% 91% False False 89
80 0.7229 0.6258 0.0971 13.6% 0.0071 1.0% 93% False False 68
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 0.7415
2.618 0.7320
1.618 0.7262
1.000 0.7226
0.618 0.7204
HIGH 0.7168
0.618 0.7146
0.500 0.7139
0.382 0.7132
LOW 0.7110
0.618 0.7074
1.000 0.7052
1.618 0.7016
2.618 0.6958
4.250 0.6864
Fisher Pivots for day following 04-Aug-2020
Pivot 1 day 3 day
R1 0.7152 0.7157
PP 0.7145 0.7156
S1 0.7139 0.7155

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

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