CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 29-May-2020
Day Change Summary
Previous Current
28-May-2020 29-May-2020 Change Change % Previous Week
Open 0.6618 0.6621 0.0003 0.0% 0.6544
High 0.6666 0.6683 0.0017 0.3% 0.6683
Low 0.6590 0.6619 0.0029 0.4% 0.6521
Close 0.6658 0.6659 0.0001 0.0% 0.6659
Range 0.0076 0.0064 -0.0012 -15.8% 0.0162
ATR 0.0091 0.0090 -0.0002 -2.1% 0.0000
Volume 689 847 158 22.9% 2,824
Daily Pivots for day following 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.6846 0.6816 0.6694
R3 0.6782 0.6752 0.6677
R2 0.6718 0.6718 0.6671
R1 0.6688 0.6688 0.6665 0.6703
PP 0.6654 0.6654 0.6654 0.6661
S1 0.6624 0.6624 0.6653 0.6639
S2 0.6590 0.6590 0.6647
S3 0.6526 0.6560 0.6641
S4 0.6462 0.6496 0.6624
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.7107 0.7045 0.6748
R3 0.6945 0.6883 0.6704
R2 0.6783 0.6783 0.6689
R1 0.6721 0.6721 0.6674 0.6752
PP 0.6621 0.6621 0.6621 0.6637
S1 0.6559 0.6559 0.6644 0.6590
S2 0.6459 0.6459 0.6629
S3 0.6297 0.6397 0.6614
S4 0.6135 0.6235 0.6570
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% 0.0095 1.4% 86% True False 633
10 0.6683 0.6404 0.0279 4.2% 0.0087 1.3% 91% True False 496
20 0.6683 0.6374 0.0309 4.6% 0.0083 1.2% 92% True False 338
40 0.6683 0.5985 0.0698 10.5% 0.0087 1.3% 97% True False 214
60 0.6683 0.5520 0.1163 17.5% 0.0116 1.7% 98% True False 207
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6955
2.618 0.6851
1.618 0.6787
1.000 0.6747
0.618 0.6723
HIGH 0.6683
0.618 0.6659
0.500 0.6651
0.382 0.6643
LOW 0.6619
0.618 0.6579
1.000 0.6555
1.618 0.6515
2.618 0.6451
4.250 0.6347
Fisher Pivots for day following 29-May-2020
Pivot 1 day 3 day
R1 0.6656 0.6648
PP 0.6654 0.6637
S1 0.6651 0.6626

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

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