CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 0.7210 0.7163 -0.0047 -0.7% 0.7178
High 0.7217 0.7205 -0.0012 -0.2% 0.7277
Low 0.7143 0.7155 0.0012 0.2% 0.7139
Close 0.7163 0.7164 0.0001 0.0% 0.7163
Range 0.0074 0.0050 -0.0024 -32.4% 0.0138
ATR 0.0066 0.0065 -0.0001 -1.8% 0.0000
Volume 270 268 -2 -0.7% 1,224
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7325 0.7294 0.7192
R3 0.7275 0.7244 0.7178
R2 0.7225 0.7225 0.7173
R1 0.7194 0.7194 0.7169 0.7210
PP 0.7175 0.7175 0.7175 0.7182
S1 0.7144 0.7144 0.7159 0.7160
S2 0.7125 0.7125 0.7155
S3 0.7075 0.7094 0.7150
S4 0.7025 0.7044 0.7137
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7607 0.7523 0.7239
R3 0.7469 0.7385 0.7201
R2 0.7331 0.7331 0.7188
R1 0.7247 0.7247 0.7176 0.7220
PP 0.7193 0.7193 0.7193 0.7180
S1 0.7109 0.7109 0.7150 0.7082
S2 0.7055 0.7055 0.7138
S3 0.6917 0.6971 0.7125
S4 0.6779 0.6833 0.7087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7277 0.7139 0.0138 1.9% 0.0067 0.9% 18% False False 266
10 0.7277 0.7111 0.0166 2.3% 0.0060 0.8% 32% False False 213
20 0.7277 0.7080 0.0197 2.7% 0.0065 0.9% 43% False False 236
40 0.7277 0.6835 0.0442 6.2% 0.0062 0.9% 74% False False 155
60 0.7277 0.6654 0.0623 8.7% 0.0075 1.1% 82% False False 129
80 0.7277 0.6379 0.0898 12.5% 0.0074 1.0% 87% False False 101
100 0.7277 0.5990 0.1287 18.0% 0.0071 1.0% 91% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7418
2.618 0.7336
1.618 0.7286
1.000 0.7255
0.618 0.7236
HIGH 0.7205
0.618 0.7186
0.500 0.7180
0.382 0.7174
LOW 0.7155
0.618 0.7124
1.000 0.7105
1.618 0.7074
2.618 0.7024
4.250 0.6943
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 0.7180 0.7178
PP 0.7175 0.7173
S1 0.7169 0.7169

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

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