CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 0.7285 0.7292 0.0007 0.1% 0.7285
High 0.7306 0.7345 0.0039 0.5% 0.7326
Low 0.7267 0.7270 0.0003 0.0% 0.7194
Close 0.7294 0.7310 0.0016 0.2% 0.7276
Range 0.0039 0.0075 0.0036 92.3% 0.0132
ATR 0.0068 0.0069 0.0000 0.7% 0.0000
Volume 52,863 70,372 17,509 33.1% 292,777
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7533 0.7497 0.7351
R3 0.7458 0.7422 0.7331
R2 0.7383 0.7383 0.7324
R1 0.7347 0.7347 0.7317 0.7365
PP 0.7308 0.7308 0.7308 0.7318
S1 0.7272 0.7272 0.7303 0.7290
S2 0.7233 0.7233 0.7296
S3 0.7158 0.7197 0.7289
S4 0.7083 0.7122 0.7269
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 0.7345 0.7194 0.0151 2.1% 0.0068 0.9% 77% True False 75,239
10 0.7416 0.7194 0.0222 3.0% 0.0072 1.0% 52% False False 43,125
20 0.7416 0.7139 0.0277 3.8% 0.0070 1.0% 62% False False 21,783
40 0.7416 0.7019 0.0397 5.4% 0.0068 0.9% 73% False False 10,990
60 0.7416 0.6812 0.0604 8.3% 0.0066 0.9% 82% False False 7,350
80 0.7416 0.6509 0.0907 12.4% 0.0076 1.0% 88% False False 5,529
100 0.7416 0.6341 0.1075 14.7% 0.0072 1.0% 90% False False 4,425
120 0.7416 0.5894 0.1522 20.8% 0.0073 1.0% 93% False False 3,689
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 0.7664
2.618 0.7541
1.618 0.7466
1.000 0.7420
0.618 0.7391
HIGH 0.7345
0.618 0.7316
0.500 0.7308
0.382 0.7299
LOW 0.7270
0.618 0.7224
1.000 0.7195
1.618 0.7149
2.618 0.7074
4.250 0.6951
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 0.7309 0.7307
PP 0.7308 0.7304
S1 0.7308 0.7302

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

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