CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 16-Apr-2020
Day Change Summary
Previous Current
15-Apr-2020 16-Apr-2020 Change Change % Previous Week
Open 0.6431 0.6313 -0.0118 -1.8% 0.6004
High 0.6446 0.6327 -0.0119 -1.8% 0.6359
Low 0.6287 0.6266 -0.0021 -0.3% 0.6004
Close 0.6330 0.6313 -0.0017 -0.3% 0.6310
Range 0.0159 0.0061 -0.0098 -61.6% 0.0355
ATR 0.0132 0.0127 -0.0005 -3.7% 0.0000
Volume 165 34 -131 -79.4% 285
Daily Pivots for day following 16-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6485 0.6460 0.6347
R3 0.6424 0.6399 0.6330
R2 0.6363 0.6363 0.6324
R1 0.6338 0.6338 0.6319 0.6344
PP 0.6302 0.6302 0.6302 0.6305
S1 0.6277 0.6277 0.6307 0.6283
S2 0.6241 0.6241 0.6302
S3 0.6180 0.6216 0.6296
S4 0.6119 0.6155 0.6279
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7289 0.7155 0.6505
R3 0.6934 0.6800 0.6408
R2 0.6579 0.6579 0.6375
R1 0.6445 0.6445 0.6343 0.6512
PP 0.6224 0.6224 0.6224 0.6258
S1 0.6090 0.6090 0.6277 0.6157
S2 0.5869 0.5869 0.6245
S3 0.5514 0.5735 0.6212
S4 0.5159 0.5380 0.6115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6447 0.6201 0.0246 3.9% 0.0103 1.6% 46% False False 78
10 0.6447 0.5985 0.0462 7.3% 0.0104 1.7% 71% False False 95
20 0.6447 0.5520 0.0927 14.7% 0.0143 2.3% 86% False False 157
40 0.6711 0.5520 0.1191 18.9% 0.0128 2.0% 67% False False 133
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.6586
2.618 0.6487
1.618 0.6426
1.000 0.6388
0.618 0.6365
HIGH 0.6327
0.618 0.6304
0.500 0.6297
0.382 0.6289
LOW 0.6266
0.618 0.6228
1.000 0.6205
1.618 0.6167
2.618 0.6106
4.250 0.6007
Fisher Pivots for day following 16-Apr-2020
Pivot 1 day 3 day
R1 0.6308 0.6357
PP 0.6302 0.6342
S1 0.6297 0.6328

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

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