CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 17-Aug-2020

Day Change Summary
	Previous	Current
	14-Aug-2020	17-Aug-2020	Change	Change %	Previous Week
Open	0.7149	0.7174	0.0025	0.3%	0.7156
High	0.7176	0.7228	0.0052	0.7%	0.7190
Low	0.7133	0.7172	0.0039	0.5%	0.7109
Close	0.7174	0.7209	0.0035	0.5%	0.7174
Range	0.0043	0.0056	0.0013	30.2%	0.0081
ATR	0.0067	0.0067	-0.0001	-1.2%	0.0000
Volume	58,441	62,858	4,417	7.6%	384,198

Daily Pivots for day following 17-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7371	0.7346	0.7240
R3	0.7315	0.7290	0.7224
R2	0.7259	0.7259	0.7219
R1	0.7234	0.7234	0.7214	0.7247
PP	0.7203	0.7203	0.7203	0.7209
S1	0.7178	0.7178	0.7204	0.7191
S2	0.7147	0.7147	0.7199
S3	0.7091	0.7122	0.7194
S4	0.7035	0.7066	0.7178

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7401	0.7368	0.7219
R3	0.7320	0.7287	0.7196
R2	0.7239	0.7239	0.7189
R1	0.7206	0.7206	0.7181	0.7223
PP	0.7158	0.7158	0.7158	0.7166
S1	0.7125	0.7125	0.7167	0.7142
S2	0.7077	0.7077	0.7159
S3	0.6996	0.7044	0.7152
S4	0.6915	0.6963	0.7129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7228	0.7109	0.0119	1.7%	0.0055	0.8%	84%	True	False	77,135
10	0.7244	0.7107	0.0137	1.9%	0.0063	0.9%	74%	False	False	82,030
20	0.7244	0.7016	0.0228	3.2%	0.0069	1.0%	85%	False	False	88,412
40	0.7244	0.6812	0.0432	6.0%	0.0067	0.9%	92%	False	False	87,484
60	0.7244	0.6507	0.0737	10.2%	0.0081	1.1%	95%	False	False	73,029
80	0.7244	0.6339	0.0905	12.6%	0.0080	1.1%	96%	False	False	54,822
100	0.7244	0.5880	0.1364	18.9%	0.0085	1.2%	97%	False	False	43,881
120	0.7244	0.5520	0.1724	23.9%	0.0098	1.4%	98%	False	False	36,595

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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7466
2.618	0.7375
1.618	0.7319
1.000	0.7284
0.618	0.7263
HIGH	0.7228
0.618	0.7207
0.500	0.7200
0.382	0.7193
LOW	0.7172
0.618	0.7137
1.000	0.7116
1.618	0.7081
2.618	0.7025
4.250	0.6934

Fisher Pivots for day following 17-Aug-2020
Pivot	1 day	3 day
R1	0.7206	0.7200
PP	0.7203	0.7190
S1	0.7200	0.7181

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