CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 27-May-2020
Day Change Summary
Previous Current
26-May-2020 27-May-2020 Change Change % Previous Week
Open 0.6544 0.6648 0.0104 1.6% 0.6427
High 0.6675 0.6683 0.0008 0.1% 0.6616
Low 0.6521 0.6568 0.0047 0.7% 0.6414
Close 0.6675 0.6607 -0.0068 -1.0% 0.6529
Range 0.0154 0.0115 -0.0039 -25.3% 0.0202
ATR 0.0091 0.0093 0.0002 1.9% 0.0000
Volume 591 697 106 17.9% 1,802
Daily Pivots for day following 27-May-2020
Classic Woodie Camarilla DeMark
R4 0.6964 0.6901 0.6670
R3 0.6849 0.6786 0.6639
R2 0.6734 0.6734 0.6628
R1 0.6671 0.6671 0.6618 0.6645
PP 0.6619 0.6619 0.6619 0.6607
S1 0.6556 0.6556 0.6596 0.6530
S2 0.6504 0.6504 0.6586
S3 0.6389 0.6441 0.6575
S4 0.6274 0.6326 0.6544
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.7126 0.7029 0.6640
R3 0.6924 0.6827 0.6585
R2 0.6722 0.6722 0.6566
R1 0.6625 0.6625 0.6548 0.6674
PP 0.6520 0.6520 0.6520 0.6544
S1 0.6423 0.6423 0.6510 0.6472
S2 0.6318 0.6318 0.6492
S3 0.6116 0.6221 0.6473
S4 0.5914 0.6019 0.6418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6683 0.6507 0.0176 2.7% 0.0094 1.4% 57% True False 456
10 0.6683 0.6404 0.0279 4.2% 0.0088 1.3% 73% True False 423
20 0.6683 0.6374 0.0309 4.7% 0.0083 1.3% 75% True False 273
40 0.6683 0.5985 0.0698 10.6% 0.0089 1.4% 89% True False 187
60 0.6683 0.5520 0.1163 17.6% 0.0116 1.8% 93% True False 187
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 False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7172
2.618 0.6984
1.618 0.6869
1.000 0.6798
0.618 0.6754
HIGH 0.6683
0.618 0.6639
0.500 0.6626
0.382 0.6612
LOW 0.6568
0.618 0.6497
1.000 0.6453
1.618 0.6382
2.618 0.6267
4.250 0.6079
Fisher Pivots for day following 27-May-2020
Pivot 1 day 3 day
R1 0.6626 0.6603
PP 0.6619 0.6599
S1 0.6613 0.6595

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

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