CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 08-May-2020
Day Change Summary
Previous Current
07-May-2020 08-May-2020 Change Change % Previous Week
Open 0.6390 0.6505 0.0115 1.8% 0.6407
High 0.6502 0.6548 0.0046 0.7% 0.6548
Low 0.6380 0.6495 0.0115 1.8% 0.6374
Close 0.6488 0.6527 0.0039 0.6% 0.6527
Range 0.0122 0.0053 -0.0069 -56.6% 0.0174
ATR 0.0096 0.0093 -0.0003 -2.7% 0.0000
Volume 110 95 -15 -13.6% 346
Daily Pivots for day following 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.6682 0.6658 0.6556
R3 0.6629 0.6605 0.6542
R2 0.6576 0.6576 0.6537
R1 0.6552 0.6552 0.6532 0.6564
PP 0.6523 0.6523 0.6523 0.6530
S1 0.6499 0.6499 0.6522 0.6511
S2 0.6470 0.6470 0.6517
S3 0.6417 0.6446 0.6512
S4 0.6364 0.6393 0.6498
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.7005 0.6940 0.6623
R3 0.6831 0.6766 0.6575
R2 0.6657 0.6657 0.6559
R1 0.6592 0.6592 0.6543 0.6625
PP 0.6483 0.6483 0.6483 0.6499
S1 0.6418 0.6418 0.6511 0.6451
S2 0.6309 0.6309 0.6495
S3 0.6135 0.6244 0.6479
S4 0.5961 0.6070 0.6431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6548 0.6374 0.0174 2.7% 0.0069 1.1% 88% True False 69
10 0.6570 0.6374 0.0196 3.0% 0.0073 1.1% 78% False False 81
20 0.6570 0.6255 0.0315 4.8% 0.0078 1.2% 86% False False 79
40 0.6570 0.5520 0.1050 16.1% 0.0123 1.9% 96% False False 132
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 0.0010
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.6773
2.618 0.6687
1.618 0.6634
1.000 0.6601
0.618 0.6581
HIGH 0.6548
0.618 0.6528
0.500 0.6522
0.382 0.6515
LOW 0.6495
0.618 0.6462
1.000 0.6442
1.618 0.6409
2.618 0.6356
4.250 0.6270
Fisher Pivots for day following 08-May-2020
Pivot 1 day 3 day
R1 0.6525 0.6506
PP 0.6523 0.6485
S1 0.6522 0.6464

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

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