CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 06-Aug-2020
Day Change Summary
Previous Current
05-Aug-2020 06-Aug-2020 Change Change % Previous Week
Open 0.7164 0.7201 0.0037 0.5% 0.7102
High 0.7243 0.7240 -0.0003 0.0% 0.7229
Low 0.7157 0.7177 0.0020 0.3% 0.7097
Close 0.7195 0.7236 0.0041 0.6% 0.7148
Range 0.0086 0.0063 -0.0023 -26.7% 0.0132
ATR 0.0070 0.0069 0.0000 -0.7% 0.0000
Volume 155 96 -59 -38.1% 1,097
Daily Pivots for day following 06-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7407 0.7384 0.7271
R3 0.7344 0.7321 0.7253
R2 0.7281 0.7281 0.7248
R1 0.7258 0.7258 0.7242 0.7270
PP 0.7218 0.7218 0.7218 0.7223
S1 0.7195 0.7195 0.7230 0.7207
S2 0.7155 0.7155 0.7224
S3 0.7092 0.7132 0.7219
S4 0.7029 0.7069 0.7201
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 0.7243 0.7080 0.0163 2.3% 0.0074 1.0% 96% False False 342
10 0.7243 0.7067 0.0176 2.4% 0.0067 0.9% 96% False False 252
20 0.7243 0.6924 0.0319 4.4% 0.0063 0.9% 98% False False 167
40 0.7243 0.6796 0.0447 6.2% 0.0072 1.0% 98% False False 119
60 0.7243 0.6405 0.0838 11.6% 0.0078 1.1% 99% False False 93
80 0.7243 0.6258 0.0985 13.6% 0.0072 1.0% 99% False False 71
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7508
2.618 0.7405
1.618 0.7342
1.000 0.7303
0.618 0.7279
HIGH 0.7240
0.618 0.7216
0.500 0.7209
0.382 0.7201
LOW 0.7177
0.618 0.7138
1.000 0.7114
1.618 0.7075
2.618 0.7012
4.250 0.6909
Fisher Pivots for day following 06-Aug-2020
Pivot 1 day 3 day
R1 0.7227 0.7216
PP 0.7218 0.7196
S1 0.7209 0.7177

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

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