CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 06-Jul-2020
Day Change Summary
Previous Current
02-Jul-2020 06-Jul-2020 Change Change % Previous Week
Open 0.6915 0.6934 0.0019 0.3% 0.6852
High 0.6953 0.6989 0.0036 0.5% 0.6953
Low 0.6904 0.6915 0.0011 0.2% 0.6835
Close 0.6920 0.6978 0.0058 0.8% 0.6920
Range 0.0049 0.0074 0.0025 51.0% 0.0118
ATR 0.0089 0.0088 -0.0001 -1.2% 0.0000
Volume 81,183 96,053 14,870 18.3% 348,741
Daily Pivots for day following 06-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7183 0.7154 0.7019
R3 0.7109 0.7080 0.6998
R2 0.7035 0.7035 0.6992
R1 0.7006 0.7006 0.6985 0.7021
PP 0.6961 0.6961 0.6961 0.6968
S1 0.6932 0.6932 0.6971 0.6947
S2 0.6887 0.6887 0.6964
S3 0.6813 0.6858 0.6958
S4 0.6739 0.6784 0.6937
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7257 0.7206 0.6985
R3 0.7139 0.7088 0.6952
R2 0.7021 0.7021 0.6942
R1 0.6970 0.6970 0.6931 0.6996
PP 0.6903 0.6903 0.6903 0.6915
S1 0.6852 0.6852 0.6909 0.6878
S2 0.6785 0.6785 0.6898
S3 0.6667 0.6734 0.6888
S4 0.6549 0.6616 0.6855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6989 0.6835 0.0154 2.2% 0.0064 0.9% 93% True False 88,958
10 0.6989 0.6812 0.0177 2.5% 0.0075 1.1% 94% True False 86,936
20 0.7064 0.6777 0.0287 4.1% 0.0094 1.4% 70% False False 86,703
40 0.7064 0.6404 0.0660 9.5% 0.0094 1.3% 87% False False 43,874
60 0.7064 0.6201 0.0863 12.4% 0.0090 1.3% 90% False False 29,276
80 0.7064 0.5520 0.1544 22.1% 0.0110 1.6% 94% False False 22,004
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7304
2.618 0.7183
1.618 0.7109
1.000 0.7063
0.618 0.7035
HIGH 0.6989
0.618 0.6961
0.500 0.6952
0.382 0.6943
LOW 0.6915
0.618 0.6869
1.000 0.6841
1.618 0.6795
2.618 0.6721
4.250 0.6601
Fisher Pivots for day following 06-Jul-2020
Pivot 1 day 3 day
R1 0.6969 0.6963
PP 0.6961 0.6949
S1 0.6952 0.6934

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

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