CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 0.7145 0.7165 0.0020 0.3% 0.7137
High 0.7177 0.7189 0.0012 0.2% 0.7244
Low 0.7111 0.7139 0.0028 0.4% 0.7080
Close 0.7164 0.7144 -0.0020 -0.3% 0.7151
Range 0.0066 0.0050 -0.0016 -24.2% 0.0164
ATR 0.0068 0.0066 -0.0001 -1.9% 0.0000
Volume 303 121 -182 -60.1% 1,516
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7307 0.7276 0.7172
R3 0.7257 0.7226 0.7158
R2 0.7207 0.7207 0.7153
R1 0.7176 0.7176 0.7149 0.7167
PP 0.7157 0.7157 0.7157 0.7153
S1 0.7126 0.7126 0.7139 0.7117
S2 0.7107 0.7107 0.7135
S3 0.7057 0.7076 0.7130
S4 0.7007 0.7026 0.7117
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7650 0.7565 0.7241
R3 0.7486 0.7401 0.7196
R2 0.7322 0.7322 0.7181
R1 0.7237 0.7237 0.7166 0.7280
PP 0.7158 0.7158 0.7158 0.7180
S1 0.7073 0.7073 0.7136 0.7116
S2 0.6994 0.6994 0.7121
S3 0.6830 0.6909 0.7106
S4 0.6666 0.6745 0.7061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7244 0.7111 0.0133 1.9% 0.0061 0.9% 25% False False 173
10 0.7244 0.7080 0.0164 2.3% 0.0068 0.9% 39% False False 257
20 0.7244 0.6976 0.0268 3.8% 0.0066 0.9% 63% False False 186
40 0.7244 0.6812 0.0432 6.0% 0.0065 0.9% 77% False False 128
60 0.7244 0.6509 0.0735 10.3% 0.0078 1.1% 86% False False 106
80 0.7244 0.6284 0.0960 13.4% 0.0074 1.0% 90% False False 81
100 0.7244 0.5894 0.1350 18.9% 0.0074 1.0% 93% False False 68
Crabel Price Patterns
NR True
NR4 False
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7402
2.618 0.7320
1.618 0.7270
1.000 0.7239
0.618 0.7220
HIGH 0.7189
0.618 0.7170
0.500 0.7164
0.382 0.7158
LOW 0.7139
0.618 0.7108
1.000 0.7089
1.618 0.7058
2.618 0.7008
4.250 0.6927
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 0.7164 0.7151
PP 0.7157 0.7148
S1 0.7151 0.7146

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

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