CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 0.7194 0.7234 0.0040 0.6% 0.7174
High 0.7241 0.7292 0.0051 0.7% 0.7276
Low 0.7188 0.7217 0.0029 0.4% 0.7137
Close 0.7227 0.7260 0.0033 0.5% 0.7161
Range 0.0053 0.0075 0.0022 41.5% 0.0139
ATR 0.0065 0.0066 0.0001 1.1% 0.0000
Volume 57,539 102,052 44,513 77.4% 407,180
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7481 0.7446 0.7301
R3 0.7406 0.7371 0.7281
R2 0.7331 0.7331 0.7274
R1 0.7296 0.7296 0.7267 0.7314
PP 0.7256 0.7256 0.7256 0.7265
S1 0.7221 0.7221 0.7253 0.7239
S2 0.7181 0.7181 0.7246
S3 0.7106 0.7146 0.7239
S4 0.7031 0.7071 0.7219
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 0.7292 0.7140 0.0152 2.1% 0.0061 0.8% 79% True False 71,060
10 0.7292 0.7133 0.0159 2.2% 0.0062 0.9% 80% True False 74,449
20 0.7292 0.7077 0.0215 3.0% 0.0066 0.9% 85% True False 81,360
40 0.7292 0.6904 0.0388 5.3% 0.0064 0.9% 92% True False 85,761
60 0.7292 0.6777 0.0515 7.1% 0.0075 1.0% 94% True False 83,252
80 0.7292 0.6380 0.0912 12.6% 0.0080 1.1% 96% True False 62,604
100 0.7292 0.6088 0.1204 16.6% 0.0081 1.1% 97% True False 50,099
120 0.7292 0.5520 0.1772 24.4% 0.0095 1.3% 98% True False 41,784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7611
2.618 0.7488
1.618 0.7413
1.000 0.7367
0.618 0.7338
HIGH 0.7292
0.618 0.7263
0.500 0.7255
0.382 0.7246
LOW 0.7217
0.618 0.7171
1.000 0.7142
1.618 0.7096
2.618 0.7021
4.250 0.6898
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 0.7258 0.7247
PP 0.7256 0.7234
S1 0.7255 0.7221

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

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