CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 08-Jul-2020

Day Change Summary
	Previous	Current
	07-Jul-2020	08-Jul-2020	Change	Change %	Previous Week
Open	0.6977	0.6948	-0.0029	-0.4%	0.6852
High	0.6999	0.6989	-0.0010	-0.1%	0.6953
Low	0.6923	0.6929	0.0006	0.1%	0.6835
Close	0.6960	0.6984	0.0024	0.3%	0.6920
Range	0.0076	0.0060	-0.0016	-21.1%	0.0118
ATR	0.0087	0.0085	-0.0002	-2.2%	0.0000
Volume	89,403	77,895	-11,508	-12.9%	348,741

Daily Pivots for day following 08-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7147	0.7126	0.7017
R3	0.7087	0.7066	0.7001
R2	0.7027	0.7027	0.6995
R1	0.7006	0.7006	0.6990	0.7017
PP	0.6967	0.6967	0.6967	0.6973
S1	0.6946	0.6946	0.6979	0.6957
S2	0.6907	0.6907	0.6973
S3	0.6847	0.6886	0.6968
S4	0.6787	0.6826	0.6951

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	0.6999	0.6879	0.0120	1.7%	0.0065	0.9%	88%	False	False	88,775
10	0.6999	0.6835	0.0164	2.3%	0.0066	0.9%	91%	False	False	85,648
20	0.7064	0.6777	0.0287	4.1%	0.0091	1.3%	72%	False	False	92,840
40	0.7064	0.6404	0.0660	9.5%	0.0093	1.3%	88%	False	False	48,048
60	0.7064	0.6255	0.0809	11.6%	0.0089	1.3%	90%	False	False	32,062
80	0.7064	0.5520	0.1544	22.1%	0.0107	1.5%	95%	False	False	24,089

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	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7244
2.618	0.7146
1.618	0.7086
1.000	0.7049
0.618	0.7026
HIGH	0.6989
0.618	0.6966
0.500	0.6959
0.382	0.6952
LOW	0.6929
0.618	0.6892
1.000	0.6869
1.618	0.6832
2.618	0.6772
4.250	0.6674

Fisher Pivots for day following 08-Jul-2020
Pivot	1 day	3 day
R1	0.6976	0.6975
PP	0.6967	0.6966
S1	0.6959	0.6957

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols