CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 0.6827 0.6920 0.0093 1.4% 0.6974
High 0.6926 0.6979 0.0053 0.8% 0.7064
Low 0.6777 0.6832 0.0055 0.8% 0.6800
Close 0.6916 0.6894 -0.0022 -0.3% 0.6842
Range 0.0149 0.0147 -0.0002 -1.3% 0.0264
ATR 0.0110 0.0113 0.0003 2.4% 0.0000
Volume 135,817 136,648 831 0.6% 333,660
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7343 0.7265 0.6975
R3 0.7196 0.7118 0.6934
R2 0.7049 0.7049 0.6921
R1 0.6971 0.6971 0.6907 0.6937
PP 0.6902 0.6902 0.6902 0.6884
S1 0.6824 0.6824 0.6881 0.6790
S2 0.6755 0.6755 0.6867
S3 0.6608 0.6677 0.6854
S4 0.6461 0.6530 0.6813
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7694 0.7532 0.6987
R3 0.7430 0.7268 0.6915
R2 0.7166 0.7166 0.6890
R1 0.7004 0.7004 0.6866 0.6953
PP 0.6902 0.6902 0.6902 0.6877
S1 0.6740 0.6740 0.6818 0.6689
S2 0.6638 0.6638 0.6794
S3 0.6374 0.6476 0.6769
S4 0.6110 0.6212 0.6697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7064 0.6777 0.0287 4.2% 0.0141 2.0% 41% False False 112,314
10 0.7064 0.6777 0.0287 4.2% 0.0123 1.8% 41% False False 61,738
20 0.7064 0.6507 0.0557 8.1% 0.0110 1.6% 69% False False 31,249
40 0.7064 0.6255 0.0809 11.7% 0.0095 1.4% 79% False False 15,697
60 0.7064 0.5710 0.1354 19.6% 0.0101 1.5% 87% False False 10,510
80 0.7064 0.5520 0.1544 22.4% 0.0111 1.6% 89% False False 7,919
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 0.0031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7604
2.618 0.7364
1.618 0.7217
1.000 0.7126
0.618 0.7070
HIGH 0.6979
0.618 0.6923
0.500 0.6906
0.382 0.6888
LOW 0.6832
0.618 0.6741
1.000 0.6685
1.618 0.6594
2.618 0.6447
4.250 0.6207
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 0.6906 0.6889
PP 0.6902 0.6883
S1 0.6898 0.6878

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

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