CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 0.7152 0.7178 0.0026 0.4% 0.7168
High 0.7176 0.7229 0.0053 0.7% 0.7190
Low 0.7135 0.7174 0.0039 0.5% 0.7111
Close 0.7176 0.7211 0.0035 0.5% 0.7176
Range 0.0041 0.0055 0.0014 34.1% 0.0079
ATR 0.0065 0.0064 -0.0001 -1.1% 0.0000
Volume 132 159 27 20.5% 690
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7370 0.7345 0.7241
R3 0.7315 0.7290 0.7226
R2 0.7260 0.7260 0.7221
R1 0.7235 0.7235 0.7216 0.7248
PP 0.7205 0.7205 0.7205 0.7211
S1 0.7180 0.7180 0.7206 0.7193
S2 0.7150 0.7150 0.7201
S3 0.7095 0.7125 0.7196
S4 0.7040 0.7070 0.7181
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 0.7229 0.7111 0.0118 1.6% 0.0053 0.7% 85% True False 160
10 0.7244 0.7110 0.0134 1.9% 0.0061 0.8% 75% False False 190
20 0.7244 0.7019 0.0225 3.1% 0.0067 0.9% 85% False False 196
40 0.7244 0.6812 0.0432 6.0% 0.0064 0.9% 92% False False 133
60 0.7244 0.6509 0.0735 10.2% 0.0077 1.1% 96% False False 111
80 0.7244 0.6341 0.0903 12.5% 0.0073 1.0% 96% False False 85
100 0.7244 0.5894 0.1350 18.7% 0.0073 1.0% 98% False False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7463
2.618 0.7373
1.618 0.7318
1.000 0.7284
0.618 0.7263
HIGH 0.7229
0.618 0.7208
0.500 0.7202
0.382 0.7195
LOW 0.7174
0.618 0.7140
1.000 0.7119
1.618 0.7085
2.618 0.7030
4.250 0.6940
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 0.7208 0.7201
PP 0.7205 0.7192
S1 0.7202 0.7182

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

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