CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 28-May-2020
Day Change Summary
Previous Current
27-May-2020 28-May-2020 Change Change % Previous Week
Open 0.6648 0.6618 -0.0030 -0.5% 0.6427
High 0.6683 0.6666 -0.0017 -0.3% 0.6616
Low 0.6568 0.6590 0.0022 0.3% 0.6414
Close 0.6607 0.6658 0.0051 0.8% 0.6529
Range 0.0115 0.0076 -0.0039 -33.9% 0.0202
ATR 0.0093 0.0091 -0.0001 -1.3% 0.0000
Volume 697 689 -8 -1.1% 1,802
Daily Pivots for day following 28-May-2020
Classic Woodie Camarilla DeMark
R4 0.6866 0.6838 0.6700
R3 0.6790 0.6762 0.6679
R2 0.6714 0.6714 0.6672
R1 0.6686 0.6686 0.6665 0.6700
PP 0.6638 0.6638 0.6638 0.6645
S1 0.6610 0.6610 0.6651 0.6624
S2 0.6562 0.6562 0.6644
S3 0.6486 0.6534 0.6637
S4 0.6410 0.6458 0.6616
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 2.6% 0.0092 1.4% 86% False False 529
10 0.6683 0.6404 0.0279 4.2% 0.0087 1.3% 91% False False 453
20 0.6683 0.6374 0.0309 4.6% 0.0084 1.3% 92% False False 303
40 0.6683 0.5985 0.0698 10.5% 0.0088 1.3% 96% False False 196
60 0.6683 0.5520 0.1163 17.5% 0.0115 1.7% 98% False False 194
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6989
2.618 0.6865
1.618 0.6789
1.000 0.6742
0.618 0.6713
HIGH 0.6666
0.618 0.6637
0.500 0.6628
0.382 0.6619
LOW 0.6590
0.618 0.6543
1.000 0.6514
1.618 0.6467
2.618 0.6391
4.250 0.6267
Fisher Pivots for day following 28-May-2020
Pivot 1 day 3 day
R1 0.6648 0.6639
PP 0.6638 0.6621
S1 0.6628 0.6602

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

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