CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 0.6984 0.6994 0.0010 0.1% 0.6960
High 0.7005 0.7019 0.0014 0.2% 0.7038
Low 0.6977 0.6976 -0.0001 0.0% 0.6924
Close 0.7003 0.7014 0.0011 0.2% 0.7003
Range 0.0028 0.0043 0.0015 53.6% 0.0114
ATR 0.0068 0.0066 -0.0002 -2.6% 0.0000
Volume 29 58 29 100.0% 431
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7132 0.7116 0.7038
R3 0.7089 0.7073 0.7026
R2 0.7046 0.7046 0.7022
R1 0.7030 0.7030 0.7018 0.7038
PP 0.7003 0.7003 0.7003 0.7007
S1 0.6987 0.6987 0.7010 0.6995
S2 0.6960 0.6960 0.7006
S3 0.6917 0.6944 0.7002
S4 0.6874 0.6901 0.6990
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7330 0.7281 0.7066
R3 0.7216 0.7167 0.7034
R2 0.7102 0.7102 0.7024
R1 0.7053 0.7053 0.7013 0.7078
PP 0.6988 0.6988 0.6988 0.7001
S1 0.6939 0.6939 0.6993 0.6964
S2 0.6874 0.6874 0.6982
S3 0.6760 0.6825 0.6972
S4 0.6646 0.6711 0.6940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7038 0.6924 0.0114 1.6% 0.0045 0.6% 79% False False 87
10 0.7038 0.6924 0.0114 1.6% 0.0050 0.7% 79% False False 67
20 0.7038 0.6812 0.0226 3.2% 0.0061 0.9% 89% False False 71
40 0.7049 0.6509 0.0540 7.7% 0.0083 1.2% 94% False False 68
60 0.7049 0.6341 0.0708 10.1% 0.0075 1.1% 95% False False 48
80 0.7049 0.5894 0.1155 16.5% 0.0075 1.1% 97% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7202
2.618 0.7132
1.618 0.7089
1.000 0.7062
0.618 0.7046
HIGH 0.7019
0.618 0.7003
0.500 0.6998
0.382 0.6992
LOW 0.6976
0.618 0.6949
1.000 0.6933
1.618 0.6906
2.618 0.6863
4.250 0.6793
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 0.7009 0.7007
PP 0.7003 0.7000
S1 0.6998 0.6993

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

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