CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 0.7129 0.7164 0.0035 0.5% 0.7298
High 0.7177 0.7211 0.0034 0.5% 0.7326
Low 0.7101 0.7157 0.0056 0.8% 0.7008
Close 0.7163 0.7194 0.0031 0.4% 0.7026
Range 0.0076 0.0054 -0.0022 -28.9% 0.0318
ATR 0.0073 0.0071 -0.0001 -1.8% 0.0000
Volume 99,764 92,109 -7,655 -7.7% 563,133
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7349 0.7326 0.7224
R3 0.7295 0.7272 0.7209
R2 0.7241 0.7241 0.7204
R1 0.7218 0.7218 0.7199 0.7230
PP 0.7187 0.7187 0.7187 0.7193
S1 0.7164 0.7164 0.7189 0.7176
S2 0.7133 0.7133 0.7184
S3 0.7079 0.7110 0.7179
S4 0.7025 0.7056 0.7164
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 0.7211 0.7008 0.0203 2.8% 0.0064 0.9% 92% True False 89,873
10 0.7336 0.7008 0.0328 4.6% 0.0076 1.1% 57% False False 98,932
20 0.7347 0.7008 0.0339 4.7% 0.0073 1.0% 55% False False 79,799
40 0.7416 0.7008 0.0408 5.7% 0.0069 1.0% 46% False False 40,129
60 0.7416 0.6924 0.0492 6.8% 0.0066 0.9% 55% False False 26,808
80 0.7416 0.6796 0.0620 8.6% 0.0071 1.0% 64% False False 20,126
100 0.7416 0.6405 0.1011 14.1% 0.0075 1.0% 78% False False 16,107
120 0.7416 0.6258 0.1158 16.1% 0.0071 1.0% 81% False False 13,423
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7441
2.618 0.7352
1.618 0.7298
1.000 0.7265
0.618 0.7244
HIGH 0.7211
0.618 0.7190
0.500 0.7184
0.382 0.7178
LOW 0.7157
0.618 0.7124
1.000 0.7103
1.618 0.7070
2.618 0.7016
4.250 0.6928
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 0.7191 0.7176
PP 0.7187 0.7159
S1 0.7184 0.7141

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

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