CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 0.6537 0.6490 -0.0047 -0.7% 0.6407
High 0.6562 0.6536 -0.0026 -0.4% 0.6548
Low 0.6458 0.6433 -0.0025 -0.4% 0.6374
Close 0.6485 0.6493 0.0008 0.1% 0.6527
Range 0.0104 0.0103 -0.0001 -1.0% 0.0174
ATR 0.0094 0.0095 0.0001 0.7% 0.0000
Volume 266 272 6 2.3% 346
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 0.6796 0.6748 0.6550
R3 0.6693 0.6645 0.6521
R2 0.6590 0.6590 0.6512
R1 0.6542 0.6542 0.6502 0.6566
PP 0.6487 0.6487 0.6487 0.6500
S1 0.6439 0.6439 0.6484 0.6463
S2 0.6384 0.6384 0.6474
S3 0.6281 0.6336 0.6465
S4 0.6178 0.6233 0.6436
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 0.6562 0.6380 0.0182 2.8% 0.0088 1.3% 62% False False 154
10 0.6570 0.6374 0.0196 3.0% 0.0079 1.2% 61% False False 124
20 0.6570 0.6255 0.0315 4.9% 0.0081 1.3% 76% False False 102
40 0.6570 0.5520 0.1050 16.2% 0.0119 1.8% 93% False False 132
60 0.6752 0.5520 0.1232 19.0% 0.0110 1.7% 79% False False 120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6974
2.618 0.6806
1.618 0.6703
1.000 0.6639
0.618 0.6600
HIGH 0.6536
0.618 0.6497
0.500 0.6485
0.382 0.6472
LOW 0.6433
0.618 0.6369
1.000 0.6330
1.618 0.6266
2.618 0.6163
4.250 0.5995
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 0.6490 0.6498
PP 0.6487 0.6496
S1 0.6485 0.6495

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

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