CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 18-May-2020
Day Change Summary
Previous Current
15-May-2020 18-May-2020 Change Change % Previous Week
Open 0.6456 0.6427 -0.0029 -0.4% 0.6537
High 0.6474 0.6527 0.0053 0.8% 0.6562
Low 0.6404 0.6414 0.0010 0.2% 0.6404
Close 0.6419 0.6515 0.0096 1.5% 0.6419
Range 0.0070 0.0113 0.0043 61.4% 0.0158
ATR 0.0090 0.0092 0.0002 1.8% 0.0000
Volume 334 281 -53 -15.9% 1,680
Daily Pivots for day following 18-May-2020
Classic Woodie Camarilla DeMark
R4 0.6824 0.6783 0.6577
R3 0.6711 0.6670 0.6546
R2 0.6598 0.6598 0.6536
R1 0.6557 0.6557 0.6525 0.6578
PP 0.6485 0.6485 0.6485 0.6496
S1 0.6444 0.6444 0.6505 0.6465
S2 0.6372 0.6372 0.6494
S3 0.6259 0.6331 0.6484
S4 0.6146 0.6218 0.6453
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 0.6936 0.6835 0.6506
R3 0.6778 0.6677 0.6462
R2 0.6620 0.6620 0.6448
R1 0.6519 0.6519 0.6433 0.6491
PP 0.6462 0.6462 0.6462 0.6447
S1 0.6361 0.6361 0.6405 0.6333
S2 0.6304 0.6304 0.6390
S3 0.6146 0.6203 0.6376
S4 0.5988 0.6045 0.6332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6536 0.6404 0.0132 2.0% 0.0086 1.3% 84% False False 339
10 0.6562 0.6380 0.0182 2.8% 0.0082 1.3% 74% False False 223
20 0.6570 0.6255 0.0315 4.8% 0.0080 1.2% 83% False False 146
40 0.6570 0.5710 0.0860 13.2% 0.0096 1.5% 94% False False 141
60 0.6660 0.5520 0.1140 17.5% 0.0112 1.7% 87% False False 143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7007
2.618 0.6823
1.618 0.6710
1.000 0.6640
0.618 0.6597
HIGH 0.6527
0.618 0.6484
0.500 0.6471
0.382 0.6457
LOW 0.6414
0.618 0.6344
1.000 0.6301
1.618 0.6231
2.618 0.6118
4.250 0.5934
Fisher Pivots for day following 18-May-2020
Pivot 1 day 3 day
R1 0.6500 0.6499
PP 0.6485 0.6482
S1 0.6471 0.6466

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

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