CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 30-Jun-2020
Day Change Summary
Previous Current
29-Jun-2020 30-Jun-2020 Change Change % Previous Week
Open 0.6852 0.6866 0.0014 0.2% 0.6823
High 0.6893 0.6915 0.0022 0.3% 0.6976
Low 0.6843 0.6835 -0.0008 -0.1% 0.6812
Close 0.6862 0.6900 0.0038 0.6% 0.6866
Range 0.0050 0.0080 0.0030 60.0% 0.0164
ATR 0.0095 0.0094 -0.0001 -1.1% 0.0000
Volume 71,276 96,937 25,661 36.0% 424,570
Daily Pivots for day following 30-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7123 0.7092 0.6944
R3 0.7043 0.7012 0.6922
R2 0.6963 0.6963 0.6915
R1 0.6932 0.6932 0.6907 0.6948
PP 0.6883 0.6883 0.6883 0.6891
S1 0.6852 0.6852 0.6893 0.6868
S2 0.6803 0.6803 0.6885
S3 0.6723 0.6772 0.6878
S4 0.6643 0.6692 0.6856
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7377 0.7285 0.6956
R3 0.7213 0.7121 0.6911
R2 0.7049 0.7049 0.6896
R1 0.6957 0.6957 0.6881 0.7003
PP 0.6885 0.6885 0.6885 0.6908
S1 0.6793 0.6793 0.6851 0.6839
S2 0.6721 0.6721 0.6836
S3 0.6557 0.6629 0.6821
S4 0.6393 0.6465 0.6776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6963 0.6835 0.0128 1.9% 0.0066 1.0% 51% False True 82,521
10 0.6976 0.6812 0.0164 2.4% 0.0078 1.1% 54% False False 85,136
20 0.7064 0.6777 0.0287 4.2% 0.0100 1.5% 43% False False 73,437
40 0.7064 0.6380 0.0684 9.9% 0.0095 1.4% 76% False False 36,964
60 0.7064 0.6004 0.1060 15.4% 0.0093 1.3% 85% False False 24,670
80 0.7064 0.5520 0.1544 22.4% 0.0114 1.7% 89% False False 18,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7255
2.618 0.7124
1.618 0.7044
1.000 0.6995
0.618 0.6964
HIGH 0.6915
0.618 0.6884
0.500 0.6875
0.382 0.6866
LOW 0.6835
0.618 0.6786
1.000 0.6755
1.618 0.6706
2.618 0.6626
4.250 0.6495
Fisher Pivots for day following 30-Jun-2020
Pivot 1 day 3 day
R1 0.6892 0.6892
PP 0.6883 0.6883
S1 0.6875 0.6875

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

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