CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 0.7170 0.7076 -0.0094 -1.3% 0.7285
High 0.7179 0.7083 -0.0096 -1.3% 0.7347
Low 0.7070 0.7017 -0.0053 -0.7% 0.7256
Close 0.7078 0.7052 -0.0026 -0.4% 0.7301
Range 0.0109 0.0066 -0.0043 -39.4% 0.0091
ATR 0.0075 0.0074 -0.0001 -0.8% 0.0000
Volume 108,881 130,396 21,515 19.8% 380,251
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7249 0.7216 0.7088
R3 0.7183 0.7150 0.7070
R2 0.7117 0.7117 0.7064
R1 0.7084 0.7084 0.7058 0.7068
PP 0.7051 0.7051 0.7051 0.7042
S1 0.7018 0.7018 0.7046 0.7002
S2 0.6985 0.6985 0.7040
S3 0.6919 0.6952 0.7034
S4 0.6853 0.6886 0.7016
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7574 0.7529 0.7351
R3 0.7483 0.7438 0.7326
R2 0.7392 0.7392 0.7318
R1 0.7347 0.7347 0.7309 0.7370
PP 0.7301 0.7301 0.7301 0.7313
S1 0.7256 0.7256 0.7293 0.7279
S2 0.7210 0.7210 0.7284
S3 0.7119 0.7165 0.7276
S4 0.7028 0.7074 0.7251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7336 0.7017 0.0319 4.5% 0.0087 1.2% 11% False True 107,990
10 0.7347 0.7017 0.0330 4.7% 0.0073 1.0% 11% False True 91,753
20 0.7416 0.7017 0.0399 5.7% 0.0076 1.1% 9% False True 57,635
40 0.7416 0.7017 0.0399 5.7% 0.0070 1.0% 9% False True 28,944
60 0.7416 0.6880 0.0536 7.6% 0.0066 0.9% 32% False False 19,322
80 0.7416 0.6796 0.0620 8.8% 0.0074 1.0% 41% False False 14,512
100 0.7416 0.6386 0.1030 14.6% 0.0075 1.1% 65% False False 11,613
120 0.7416 0.6092 0.1324 18.8% 0.0071 1.0% 73% False False 9,678
Crabel Price Patterns
NR True
NR4 True
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7364
2.618 0.7256
1.618 0.7190
1.000 0.7149
0.618 0.7124
HIGH 0.7083
0.618 0.7058
0.500 0.7050
0.382 0.7042
LOW 0.7017
0.618 0.6976
1.000 0.6951
1.618 0.6910
2.618 0.6844
4.250 0.6737
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 0.7051 0.7127
PP 0.7051 0.7102
S1 0.7050 0.7077

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

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