CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 0.7164 0.7187 0.0023 0.3% 0.7034
High 0.7211 0.7191 -0.0020 -0.3% 0.7211
Low 0.7157 0.7133 -0.0024 -0.3% 0.7033
Close 0.7194 0.7161 -0.0033 -0.5% 0.7161
Range 0.0054 0.0058 0.0004 7.4% 0.0178
ATR 0.0071 0.0071 -0.0001 -1.0% 0.0000
Volume 92,109 99,354 7,245 7.9% 447,467
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7336 0.7306 0.7193
R3 0.7278 0.7248 0.7177
R2 0.7220 0.7220 0.7172
R1 0.7190 0.7190 0.7166 0.7176
PP 0.7162 0.7162 0.7162 0.7155
S1 0.7132 0.7132 0.7156 0.7118
S2 0.7104 0.7104 0.7150
S3 0.7046 0.7074 0.7145
S4 0.6988 0.7016 0.7129
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7669 0.7593 0.7259
R3 0.7491 0.7415 0.7210
R2 0.7313 0.7313 0.7194
R1 0.7237 0.7237 0.7177 0.7275
PP 0.7135 0.7135 0.7135 0.7154
S1 0.7059 0.7059 0.7145 0.7097
S2 0.6957 0.6957 0.7128
S3 0.6779 0.6881 0.7112
S4 0.6601 0.6703 0.7063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7211 0.7033 0.0178 2.5% 0.0060 0.8% 72% False False 89,493
10 0.7326 0.7008 0.0318 4.4% 0.0076 1.1% 48% False False 101,060
20 0.7347 0.7008 0.0339 4.7% 0.0073 1.0% 45% False False 84,702
40 0.7416 0.7008 0.0408 5.7% 0.0069 1.0% 38% False False 42,611
60 0.7416 0.6924 0.0492 6.9% 0.0067 0.9% 48% False False 28,463
80 0.7416 0.6796 0.0620 8.7% 0.0071 1.0% 59% False False 21,365
100 0.7416 0.6405 0.1011 14.1% 0.0074 1.0% 75% False False 17,100
120 0.7416 0.6258 0.1158 16.2% 0.0071 1.0% 78% False False 14,251
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7438
2.618 0.7343
1.618 0.7285
1.000 0.7249
0.618 0.7227
HIGH 0.7191
0.618 0.7169
0.500 0.7162
0.382 0.7155
LOW 0.7133
0.618 0.7097
1.000 0.7075
1.618 0.7039
2.618 0.6981
4.250 0.6887
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 0.7162 0.7159
PP 0.7162 0.7158
S1 0.7161 0.7156

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

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