CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 0.7195 0.7164 -0.0031 -0.4% 0.7174
High 0.7217 0.7205 -0.0012 -0.2% 0.7276
Low 0.7140 0.7153 0.0013 0.2% 0.7137
Close 0.7161 0.7162 0.0001 0.0% 0.7161
Range 0.0077 0.0052 -0.0025 -32.5% 0.0139
ATR 0.0069 0.0067 -0.0001 -1.7% 0.0000
Volume 76,424 53,286 -23,138 -30.3% 407,180
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7329 0.7298 0.7191
R3 0.7277 0.7246 0.7176
R2 0.7225 0.7225 0.7172
R1 0.7194 0.7194 0.7167 0.7184
PP 0.7173 0.7173 0.7173 0.7168
S1 0.7142 0.7142 0.7157 0.7132
S2 0.7121 0.7121 0.7152
S3 0.7069 0.7090 0.7148
S4 0.7017 0.7038 0.7133
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% 18% False False 79,521
10 0.7276 0.7109 0.0167 2.3% 0.0062 0.9% 32% False False 78,328
20 0.7276 0.7077 0.0199 2.8% 0.0067 0.9% 43% False False 83,804
40 0.7276 0.6835 0.0441 6.2% 0.0065 0.9% 74% False False 86,810
60 0.7276 0.6648 0.0628 8.8% 0.0079 1.1% 82% False False 79,603
80 0.7276 0.6374 0.0902 12.6% 0.0080 1.1% 87% False False 59,787
100 0.7276 0.5985 0.1291 18.0% 0.0082 1.1% 91% False False 47,848
120 0.7276 0.5520 0.1756 24.5% 0.0098 1.4% 94% False False 39,905
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7426
2.618 0.7341
1.618 0.7289
1.000 0.7257
0.618 0.7237
HIGH 0.7205
0.618 0.7185
0.500 0.7179
0.382 0.7173
LOW 0.7153
0.618 0.7121
1.000 0.7101
1.618 0.7069
2.618 0.7017
4.250 0.6932
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 0.7179 0.7177
PP 0.7173 0.7172
S1 0.7168 0.7167

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

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