CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 27-Apr-2020
Day Change Summary
Previous Current
24-Apr-2020 27-Apr-2020 Change Change % Previous Week
Open 0.6359 0.6400 0.0041 0.6% 0.6362
High 0.6399 0.6471 0.0072 1.1% 0.6402
Low 0.6339 0.6398 0.0059 0.9% 0.6255
Close 0.6382 0.6466 0.0084 1.3% 0.6382
Range 0.0060 0.0073 0.0013 21.7% 0.0147
ATR 0.0110 0.0109 -0.0002 -1.4% 0.0000
Volume 19 52 33 173.7% 235
Daily Pivots for day following 27-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6664 0.6638 0.6506
R3 0.6591 0.6565 0.6486
R2 0.6518 0.6518 0.6479
R1 0.6492 0.6492 0.6473 0.6505
PP 0.6445 0.6445 0.6445 0.6452
S1 0.6419 0.6419 0.6459 0.6432
S2 0.6372 0.6372 0.6453
S3 0.6299 0.6346 0.6446
S4 0.6226 0.6273 0.6426
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 0.6471 0.6255 0.0216 3.3% 0.0083 1.3% 98% True False 40
10 0.6471 0.6255 0.0216 3.3% 0.0083 1.3% 98% True False 78
20 0.6471 0.5985 0.0486 7.5% 0.0095 1.5% 99% True False 103
40 0.6660 0.5520 0.1140 17.6% 0.0132 2.0% 83% False False 144
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 0.6781
2.618 0.6662
1.618 0.6589
1.000 0.6544
0.618 0.6516
HIGH 0.6471
0.618 0.6443
0.500 0.6435
0.382 0.6426
LOW 0.6398
0.618 0.6353
1.000 0.6325
1.618 0.6280
2.618 0.6207
4.250 0.6088
Fisher Pivots for day following 27-Apr-2020
Pivot 1 day 3 day
R1 0.6456 0.6437
PP 0.6445 0.6407
S1 0.6435 0.6378

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

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