CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 0.7292 0.7303 0.0011 0.2% 0.7285
High 0.7345 0.7347 0.0002 0.0% 0.7326
Low 0.7270 0.7280 0.0010 0.1% 0.7194
Close 0.7310 0.7298 -0.0012 -0.2% 0.7276
Range 0.0075 0.0067 -0.0008 -10.7% 0.0132
ATR 0.0069 0.0069 0.0000 -0.2% 0.0000
Volume 70,372 86,760 16,388 23.3% 292,777
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7509 0.7471 0.7335
R3 0.7442 0.7404 0.7316
R2 0.7375 0.7375 0.7310
R1 0.7337 0.7337 0.7304 0.7323
PP 0.7308 0.7308 0.7308 0.7301
S1 0.7270 0.7270 0.7292 0.7256
S2 0.7241 0.7241 0.7286
S3 0.7174 0.7203 0.7280
S4 0.7107 0.7136 0.7261
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 0.7347 0.7249 0.0098 1.3% 0.0062 0.8% 50% True False 66,907
10 0.7383 0.7194 0.0189 2.6% 0.0073 1.0% 55% False False 51,635
20 0.7416 0.7139 0.0277 3.8% 0.0071 1.0% 57% False False 26,109
40 0.7416 0.7067 0.0349 4.8% 0.0067 0.9% 66% False False 13,155
60 0.7416 0.6835 0.0581 8.0% 0.0065 0.9% 80% False False 8,794
80 0.7416 0.6520 0.0896 12.3% 0.0076 1.0% 87% False False 6,612
100 0.7416 0.6379 0.1037 14.2% 0.0072 1.0% 89% False False 5,292
120 0.7416 0.5990 0.1426 19.5% 0.0072 1.0% 92% False False 4,412
Crabel Price Patterns
NR True
NR4 False
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7632
2.618 0.7522
1.618 0.7455
1.000 0.7414
0.618 0.7388
HIGH 0.7347
0.618 0.7321
0.500 0.7314
0.382 0.7306
LOW 0.7280
0.618 0.7239
1.000 0.7213
1.618 0.7172
2.618 0.7105
4.250 0.6995
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 0.7314 0.7307
PP 0.7308 0.7304
S1 0.7303 0.7301

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

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