CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 0.7186 0.7195 0.0009 0.1% 0.7174
High 0.7204 0.7217 0.0013 0.2% 0.7276
Low 0.7137 0.7140 0.0003 0.0% 0.7137
Close 0.7194 0.7161 -0.0033 -0.5% 0.7161
Range 0.0067 0.0077 0.0010 14.9% 0.0139
ATR 0.0068 0.0069 0.0001 0.9% 0.0000
Volume 95,458 76,424 -19,034 -19.9% 407,180
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7404 0.7359 0.7203
R3 0.7327 0.7282 0.7182
R2 0.7250 0.7250 0.7175
R1 0.7205 0.7205 0.7168 0.7189
PP 0.7173 0.7173 0.7173 0.7165
S1 0.7128 0.7128 0.7154 0.7112
S2 0.7096 0.7096 0.7147
S3 0.7019 0.7051 0.7140
S4 0.6942 0.6974 0.7119
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7608 0.7524 0.7237
R3 0.7469 0.7385 0.7199
R2 0.7330 0.7330 0.7186
R1 0.7246 0.7246 0.7174 0.7219
PP 0.7191 0.7191 0.7191 0.7178
S1 0.7107 0.7107 0.7148 0.7080
S2 0.7052 0.7052 0.7136
S3 0.6913 0.6968 0.7123
S4 0.6774 0.6829 0.7085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7276 0.7137 0.0139 1.9% 0.0070 1.0% 17% False False 81,436
10 0.7276 0.7109 0.0167 2.3% 0.0061 0.9% 31% False False 79,137
20 0.7276 0.7077 0.0199 2.8% 0.0067 0.9% 42% False False 84,514
40 0.7276 0.6835 0.0441 6.2% 0.0065 0.9% 74% False False 87,208
60 0.7276 0.6619 0.0657 9.2% 0.0079 1.1% 82% False False 78,729
80 0.7276 0.6374 0.0902 12.6% 0.0080 1.1% 87% False False 59,123
100 0.7276 0.5985 0.1291 18.0% 0.0083 1.2% 91% False False 47,316
120 0.7276 0.5520 0.1756 24.5% 0.0097 1.4% 93% False False 39,462
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7544
2.618 0.7419
1.618 0.7342
1.000 0.7294
0.618 0.7265
HIGH 0.7217
0.618 0.7188
0.500 0.7179
0.382 0.7169
LOW 0.7140
0.618 0.7092
1.000 0.7063
1.618 0.7015
2.618 0.6938
4.250 0.6813
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 0.7179 0.7207
PP 0.7173 0.7191
S1 0.7167 0.7176

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

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