CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 0.7377 0.7377 0.0000 0.0% 0.7164
High 0.7414 0.7383 -0.0031 -0.4% 0.7368
Low 0.7359 0.7301 -0.0058 -0.8% 0.7150
Close 0.7368 0.7317 -0.0051 -0.7% 0.7357
Range 0.0055 0.0082 0.0027 49.1% 0.0218
ATR 0.0068 0.0069 0.0001 1.5% 0.0000
Volume 113,624 89,326 -24,298 -21.4% 377,888
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7580 0.7530 0.7362
R3 0.7498 0.7448 0.7340
R2 0.7416 0.7416 0.7332
R1 0.7366 0.7366 0.7325 0.7350
PP 0.7334 0.7334 0.7334 0.7326
S1 0.7284 0.7284 0.7309 0.7268
S2 0.7252 0.7252 0.7302
S3 0.7170 0.7202 0.7294
S4 0.7088 0.7120 0.7272
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7946 0.7869 0.7477
R3 0.7728 0.7651 0.7417
R2 0.7510 0.7510 0.7397
R1 0.7433 0.7433 0.7377 0.7472
PP 0.7292 0.7292 0.7292 0.7311
S1 0.7215 0.7215 0.7337 0.7254
S2 0.7074 0.7074 0.7317
S3 0.6856 0.6997 0.7297
S4 0.6638 0.6779 0.7237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7414 0.7217 0.0197 2.7% 0.0078 1.1% 51% False False 99,958
10 0.7414 0.7137 0.0277 3.8% 0.0069 0.9% 65% False False 84,849
20 0.7414 0.7109 0.0305 4.2% 0.0066 0.9% 68% False False 83,961
40 0.7414 0.6922 0.0492 6.7% 0.0066 0.9% 80% False False 87,091
60 0.7414 0.6777 0.0637 8.7% 0.0074 1.0% 85% False False 89,008
80 0.7414 0.6404 0.1010 13.8% 0.0079 1.1% 90% False False 67,570
100 0.7414 0.6255 0.1159 15.8% 0.0079 1.1% 92% False False 54,074
120 0.7414 0.5520 0.1894 25.9% 0.0093 1.3% 95% False False 45,089
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7732
2.618 0.7598
1.618 0.7516
1.000 0.7465
0.618 0.7434
HIGH 0.7383
0.618 0.7352
0.500 0.7342
0.382 0.7332
LOW 0.7301
0.618 0.7250
1.000 0.7219
1.618 0.7168
2.618 0.7086
4.250 0.6953
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 0.7342 0.7358
PP 0.7334 0.7344
S1 0.7325 0.7331

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

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