CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 0.7165 0.7152 -0.0013 -0.2% 0.7168
High 0.7189 0.7176 -0.0013 -0.2% 0.7190
Low 0.7139 0.7135 -0.0004 -0.1% 0.7111
Close 0.7144 0.7176 0.0032 0.4% 0.7176
Range 0.0050 0.0041 -0.0009 -18.0% 0.0079
ATR 0.0066 0.0065 -0.0002 -2.7% 0.0000
Volume 121 132 11 9.1% 690
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7285 0.7272 0.7199
R3 0.7244 0.7231 0.7187
R2 0.7203 0.7203 0.7184
R1 0.7190 0.7190 0.7180 0.7197
PP 0.7162 0.7162 0.7162 0.7166
S1 0.7149 0.7149 0.7172 0.7156
S2 0.7121 0.7121 0.7168
S3 0.7080 0.7108 0.7165
S4 0.7039 0.7067 0.7153
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7396 0.7365 0.7219
R3 0.7317 0.7286 0.7198
R2 0.7238 0.7238 0.7190
R1 0.7207 0.7207 0.7183 0.7223
PP 0.7159 0.7159 0.7159 0.7167
S1 0.7128 0.7128 0.7169 0.7144
S2 0.7080 0.7080 0.7162
S3 0.7001 0.7049 0.7154
S4 0.6922 0.6970 0.7133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7190 0.7111 0.0079 1.1% 0.0050 0.7% 82% False False 138
10 0.7244 0.7080 0.0164 2.3% 0.0063 0.9% 59% False False 220
20 0.7244 0.6976 0.0268 3.7% 0.0066 0.9% 75% False False 191
40 0.7244 0.6812 0.0432 6.0% 0.0065 0.9% 84% False False 130
60 0.7244 0.6509 0.0735 10.2% 0.0077 1.1% 91% False False 108
80 0.7244 0.6294 0.0950 13.2% 0.0073 1.0% 93% False False 83
100 0.7244 0.5894 0.1350 18.8% 0.0074 1.0% 95% False False 69
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7350
2.618 0.7283
1.618 0.7242
1.000 0.7217
0.618 0.7201
HIGH 0.7176
0.618 0.7160
0.500 0.7156
0.382 0.7151
LOW 0.7135
0.618 0.7110
1.000 0.7094
1.618 0.7069
2.618 0.7028
4.250 0.6961
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 0.7169 0.7167
PP 0.7162 0.7159
S1 0.7156 0.7150

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

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