CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 0.7258 0.7285 0.0027 0.4% 0.7285
High 0.7308 0.7306 -0.0002 0.0% 0.7326
Low 0.7258 0.7267 0.0009 0.1% 0.7194
Close 0.7276 0.7294 0.0018 0.2% 0.7276
Range 0.0050 0.0039 -0.0011 -22.0% 0.0132
ATR 0.0071 0.0068 -0.0002 -3.2% 0.0000
Volume 75,409 52,863 -22,546 -29.9% 292,777
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7406 0.7389 0.7315
R3 0.7367 0.7350 0.7305
R2 0.7328 0.7328 0.7301
R1 0.7311 0.7311 0.7298 0.7320
PP 0.7289 0.7289 0.7289 0.7293
S1 0.7272 0.7272 0.7290 0.7281
S2 0.7250 0.7250 0.7287
S3 0.7211 0.7233 0.7283
S4 0.7172 0.7194 0.7273
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7661 0.7601 0.7349
R3 0.7529 0.7469 0.7312
R2 0.7397 0.7397 0.7300
R1 0.7337 0.7337 0.7288 0.7301
PP 0.7265 0.7265 0.7265 0.7248
S1 0.7205 0.7205 0.7264 0.7169
S2 0.7133 0.7133 0.7252
S3 0.7001 0.7073 0.7240
S4 0.6869 0.6941 0.7203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7326 0.7194 0.0132 1.8% 0.0072 1.0% 76% False False 69,128
10 0.7416 0.7194 0.0222 3.0% 0.0070 1.0% 45% False False 36,193
20 0.7416 0.7139 0.0277 3.8% 0.0069 0.9% 56% False False 18,272
40 0.7416 0.6976 0.0440 6.0% 0.0068 0.9% 72% False False 9,232
60 0.7416 0.6812 0.0604 8.3% 0.0066 0.9% 80% False False 6,178
80 0.7416 0.6509 0.0907 12.4% 0.0075 1.0% 87% False False 4,649
100 0.7416 0.6294 0.1122 15.4% 0.0072 1.0% 89% False False 3,721
120 0.7416 0.5894 0.1522 20.9% 0.0073 1.0% 92% False False 3,103
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 0.7472
2.618 0.7408
1.618 0.7369
1.000 0.7345
0.618 0.7330
HIGH 0.7306
0.618 0.7291
0.500 0.7287
0.382 0.7282
LOW 0.7267
0.618 0.7243
1.000 0.7228
1.618 0.7204
2.618 0.7165
4.250 0.7101
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 0.7292 0.7292
PP 0.7289 0.7290
S1 0.7287 0.7288

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

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