CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 01-May-2020
Day Change Summary
Previous Current
30-Apr-2020 01-May-2020 Change Change % Previous Week
Open 0.6555 0.6503 -0.0052 -0.8% 0.6400
High 0.6570 0.6503 -0.0067 -1.0% 0.6570
Low 0.6493 0.6412 -0.0081 -1.2% 0.6398
Close 0.6524 0.6413 -0.0111 -1.7% 0.6413
Range 0.0077 0.0091 0.0014 18.2% 0.0172
ATR 0.0102 0.0102 0.0001 0.7% 0.0000
Volume 146 125 -21 -14.4% 470
Daily Pivots for day following 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.6716 0.6655 0.6463
R3 0.6625 0.6564 0.6438
R2 0.6534 0.6534 0.6430
R1 0.6473 0.6473 0.6421 0.6458
PP 0.6443 0.6443 0.6443 0.6435
S1 0.6382 0.6382 0.6405 0.6367
S2 0.6352 0.6352 0.6396
S3 0.6261 0.6291 0.6388
S4 0.6170 0.6200 0.6363
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.6976 0.6867 0.6508
R3 0.6804 0.6695 0.6460
R2 0.6632 0.6632 0.6445
R1 0.6523 0.6523 0.6429 0.6578
PP 0.6460 0.6460 0.6460 0.6488
S1 0.6351 0.6351 0.6397 0.6406
S2 0.6288 0.6288 0.6381
S3 0.6116 0.6179 0.6366
S4 0.5944 0.6007 0.6318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6570 0.6398 0.0172 2.7% 0.0077 1.2% 9% False False 94
10 0.6570 0.6255 0.0315 4.9% 0.0078 1.2% 50% False False 70
20 0.6570 0.5985 0.0585 9.1% 0.0089 1.4% 73% False False 82
40 0.6660 0.5520 0.1140 17.8% 0.0133 2.1% 78% False False 143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6890
2.618 0.6741
1.618 0.6650
1.000 0.6594
0.618 0.6559
HIGH 0.6503
0.618 0.6468
0.500 0.6458
0.382 0.6447
LOW 0.6412
0.618 0.6356
1.000 0.6321
1.618 0.6265
2.618 0.6174
4.250 0.6025
Fisher Pivots for day following 01-May-2020
Pivot 1 day 3 day
R1 0.6458 0.6491
PP 0.6443 0.6465
S1 0.6428 0.6439

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

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