CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 24-Apr-2020
Day Change Summary
Previous Current
23-Apr-2020 24-Apr-2020 Change Change % Previous Week
Open 0.6295 0.6359 0.0064 1.0% 0.6362
High 0.6402 0.6399 -0.0003 0.0% 0.6402
Low 0.6285 0.6339 0.0054 0.9% 0.6255
Close 0.6388 0.6382 -0.0006 -0.1% 0.6382
Range 0.0117 0.0060 -0.0057 -48.7% 0.0147
ATR 0.0114 0.0110 -0.0004 -3.4% 0.0000
Volume 40 19 -21 -52.5% 235
Daily Pivots for day following 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6553 0.6528 0.6415
R3 0.6493 0.6468 0.6399
R2 0.6433 0.6433 0.6393
R1 0.6408 0.6408 0.6388 0.6421
PP 0.6373 0.6373 0.6373 0.6380
S1 0.6348 0.6348 0.6377 0.6361
S2 0.6313 0.6313 0.6371
S3 0.6253 0.6288 0.6366
S4 0.6193 0.6228 0.6349
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6787 0.6732 0.6463
R3 0.6640 0.6585 0.6422
R2 0.6493 0.6493 0.6409
R1 0.6438 0.6438 0.6395 0.6466
PP 0.6346 0.6346 0.6346 0.6360
S1 0.6291 0.6291 0.6369 0.6319
S2 0.6199 0.6199 0.6355
S3 0.6052 0.6144 0.6342
S4 0.5905 0.5997 0.6301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6402 0.6255 0.0147 2.3% 0.0080 1.3% 86% False False 47
10 0.6447 0.6255 0.0192 3.0% 0.0083 1.3% 66% False False 78
20 0.6447 0.5985 0.0462 7.2% 0.0099 1.6% 86% False False 112
40 0.6660 0.5520 0.1140 17.9% 0.0133 2.1% 76% False False 143
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
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 0.6654
2.618 0.6556
1.618 0.6496
1.000 0.6459
0.618 0.6436
HIGH 0.6399
0.618 0.6376
0.500 0.6369
0.382 0.6362
LOW 0.6339
0.618 0.6302
1.000 0.6279
1.618 0.6242
2.618 0.6182
4.250 0.6084
Fisher Pivots for day following 24-Apr-2020
Pivot 1 day 3 day
R1 0.6378 0.6368
PP 0.6373 0.6354
S1 0.6369 0.6341

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

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