CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 0.7285 0.7203 -0.0082 -1.1% 0.7362
High 0.7310 0.7288 -0.0022 -0.3% 0.7414
Low 0.7210 0.7192 -0.0018 -0.2% 0.7222
Close 0.7216 0.7271 0.0055 0.8% 0.7298
Range 0.0100 0.0096 -0.0004 -4.0% 0.0192
ATR 0.0072 0.0074 0.0002 2.4% 0.0000
Volume 160,591 206,382 45,791 28.5% 503,813
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7538 0.7501 0.7324
R3 0.7442 0.7405 0.7297
R2 0.7346 0.7346 0.7289
R1 0.7309 0.7309 0.7280 0.7328
PP 0.7250 0.7250 0.7250 0.7260
S1 0.7213 0.7213 0.7262 0.7232
S2 0.7154 0.7154 0.7253
S3 0.7058 0.7117 0.7245
S4 0.6962 0.7021 0.7218
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7887 0.7785 0.7404
R3 0.7695 0.7593 0.7351
R2 0.7503 0.7503 0.7333
R1 0.7401 0.7401 0.7316 0.7356
PP 0.7311 0.7311 0.7311 0.7289
S1 0.7209 0.7209 0.7280 0.7164
S2 0.7119 0.7119 0.7263
S3 0.6927 0.7017 0.7245
S4 0.6735 0.6825 0.7192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7383 0.7192 0.0191 2.6% 0.0085 1.2% 41% False True 132,276
10 0.7414 0.7188 0.0226 3.1% 0.0079 1.1% 37% False False 112,938
20 0.7414 0.7109 0.0305 4.2% 0.0070 1.0% 53% False False 94,374
40 0.7414 0.6964 0.0450 6.2% 0.0069 0.9% 68% False False 91,916
60 0.7414 0.6812 0.0602 8.3% 0.0070 1.0% 76% False False 91,460
80 0.7414 0.6414 0.1000 13.8% 0.0080 1.1% 86% False False 74,703
100 0.7414 0.6255 0.1159 15.9% 0.0079 1.1% 88% False False 59,789
120 0.7414 0.5679 0.1735 23.9% 0.0087 1.2% 92% False False 49,850
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7696
2.618 0.7539
1.618 0.7443
1.000 0.7384
0.618 0.7347
HIGH 0.7288
0.618 0.7251
0.500 0.7240
0.382 0.7229
LOW 0.7192
0.618 0.7133
1.000 0.7096
1.618 0.7037
2.618 0.6941
4.250 0.6784
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 0.7261 0.7264
PP 0.7250 0.7258
S1 0.7240 0.7251

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

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