CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary
Previous Current
09-Jul-2020 10-Jul-2020 Change Change % Previous Week
Open 0.6982 0.6963 -0.0019 -0.3% 0.6934
High 0.7002 0.6972 -0.0030 -0.4% 0.7002
Low 0.6951 0.6925 -0.0026 -0.4% 0.6915
Close 0.6967 0.6949 -0.0018 -0.3% 0.6949
Range 0.0051 0.0047 -0.0004 -7.8% 0.0087
ATR 0.0082 0.0080 -0.0003 -3.1% 0.0000
Volume 87,411 80,347 -7,064 -8.1% 431,109
Daily Pivots for day following 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7090 0.7066 0.6975
R3 0.7043 0.7019 0.6962
R2 0.6996 0.6996 0.6958
R1 0.6972 0.6972 0.6953 0.6961
PP 0.6949 0.6949 0.6949 0.6943
S1 0.6925 0.6925 0.6945 0.6914
S2 0.6902 0.6902 0.6940
S3 0.6855 0.6878 0.6936
S4 0.6808 0.6831 0.6923
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7216 0.7170 0.6997
R3 0.7129 0.7083 0.6973
R2 0.7042 0.7042 0.6965
R1 0.6996 0.6996 0.6957 0.7019
PP 0.6955 0.6955 0.6955 0.6967
S1 0.6909 0.6909 0.6941 0.6932
S2 0.6868 0.6868 0.6933
S3 0.6781 0.6822 0.6925
S4 0.6694 0.6735 0.6901
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7002 0.6915 0.0087 1.3% 0.0062 0.9% 39% False False 86,221
10 0.7002 0.6835 0.0167 2.4% 0.0061 0.9% 68% False False 84,905
20 0.7002 0.6777 0.0225 3.2% 0.0081 1.2% 76% False False 94,530
40 0.7064 0.6404 0.0660 9.5% 0.0091 1.3% 83% False False 52,225
60 0.7064 0.6255 0.0809 11.6% 0.0087 1.2% 86% False False 34,854
80 0.7064 0.5520 0.1544 22.2% 0.0104 1.5% 93% False False 26,182
100 0.7064 0.5520 0.1544 22.2% 0.0103 1.5% 93% False False 20,966
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7172
2.618 0.7095
1.618 0.7048
1.000 0.7019
0.618 0.7001
HIGH 0.6972
0.618 0.6954
0.500 0.6949
0.382 0.6943
LOW 0.6925
0.618 0.6896
1.000 0.6878
1.618 0.6849
2.618 0.6802
4.250 0.6725
Fisher Pivots for day following 10-Jul-2020
Pivot 1 day 3 day
R1 0.6949 0.6964
PP 0.6949 0.6959
S1 0.6949 0.6954

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

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