CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 0.7047 0.7034 -0.0013 -0.2% 0.7298
High 0.7088 0.7076 -0.0012 -0.2% 0.7326
Low 0.7008 0.7033 0.0025 0.4% 0.7008
Close 0.7026 0.7070 0.0044 0.6% 0.7026
Range 0.0080 0.0043 -0.0037 -46.3% 0.0318
ATR 0.0074 0.0073 -0.0002 -2.3% 0.0000
Volume 101,256 72,905 -28,351 -28.0% 563,133
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7189 0.7172 0.7094
R3 0.7146 0.7129 0.7082
R2 0.7103 0.7103 0.7078
R1 0.7086 0.7086 0.7074 0.7095
PP 0.7060 0.7060 0.7060 0.7064
S1 0.7043 0.7043 0.7066 0.7052
S2 0.7017 0.7017 0.7062
S3 0.6974 0.7000 0.7058
S4 0.6931 0.6957 0.7046
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.8074 0.7868 0.7201
R3 0.7756 0.7550 0.7113
R2 0.7438 0.7438 0.7084
R1 0.7232 0.7232 0.7055 0.7176
PP 0.7120 0.7120 0.7120 0.7092
S1 0.6914 0.6914 0.6997 0.6858
S2 0.6802 0.6802 0.6968
S3 0.6484 0.6596 0.6939
S4 0.6166 0.6278 0.6851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7237 0.7008 0.0229 3.2% 0.0076 1.1% 27% False False 106,365
10 0.7347 0.7008 0.0339 4.8% 0.0076 1.1% 18% False False 96,342
20 0.7416 0.7008 0.0408 5.8% 0.0073 1.0% 15% False False 66,267
40 0.7416 0.7008 0.0408 5.8% 0.0069 1.0% 15% False False 33,277
60 0.7416 0.6916 0.0500 7.1% 0.0067 0.9% 31% False False 22,222
80 0.7416 0.6796 0.0620 8.8% 0.0072 1.0% 44% False False 16,688
100 0.7416 0.6386 0.1030 14.6% 0.0075 1.1% 66% False False 13,355
120 0.7416 0.6131 0.1285 18.2% 0.0072 1.0% 73% False False 11,130
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7259
2.618 0.7189
1.618 0.7146
1.000 0.7119
0.618 0.7103
HIGH 0.7076
0.618 0.7060
0.500 0.7055
0.382 0.7049
LOW 0.7033
0.618 0.7006
1.000 0.6990
1.618 0.6963
2.618 0.6920
4.250 0.6850
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 0.7065 0.7063
PP 0.7060 0.7055
S1 0.7055 0.7048

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.