CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 10-Sep-2020

Day Change Summary
	Previous	Current
	09-Sep-2020	10-Sep-2020	Change	Change %	Previous Week
Open	0.7203	0.7282	0.0079	1.1%	0.7362
High	0.7288	0.7325	0.0037	0.5%	0.7414
Low	0.7192	0.7248	0.0056	0.8%	0.7222
Close	0.7271	0.7267	-0.0004	-0.1%	0.7298
Range	0.0096	0.0077	-0.0019	-19.8%	0.0192
ATR	0.0074	0.0074	0.0000	0.3%	0.0000
Volume	206,382	106,489	-99,893	-48.4%	503,813

Daily Pivots for day following 10-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7511	0.7466	0.7309
R3	0.7434	0.7389	0.7288
R2	0.7357	0.7357	0.7281
R1	0.7312	0.7312	0.7274	0.7296
PP	0.7280	0.7280	0.7280	0.7272
S1	0.7235	0.7235	0.7260	0.7219
S2	0.7203	0.7203	0.7253
S3	0.7126	0.7158	0.7246
S4	0.7049	0.7081	0.7225

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	0.7338	0.7192	0.0146	2.0%	0.0084	1.2%	51%	False	False	135,709
10	0.7414	0.7192	0.0222	3.1%	0.0081	1.1%	34%	False	False	117,833
20	0.7414	0.7133	0.0281	3.9%	0.0071	1.0%	48%	False	False	95,035
40	0.7414	0.6964	0.0450	6.2%	0.0069	1.0%	67%	False	False	91,967
60	0.7414	0.6812	0.0602	8.3%	0.0069	1.0%	76%	False	False	90,957
80	0.7414	0.6507	0.0907	12.5%	0.0079	1.1%	84%	False	False	76,030
100	0.7414	0.6255	0.1159	15.9%	0.0080	1.1%	87%	False	False	60,853
120	0.7414	0.5710	0.1704	23.4%	0.0085	1.2%	91%	False	False	50,734

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	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7652
2.618	0.7527
1.618	0.7450
1.000	0.7402
0.618	0.7373
HIGH	0.7325
0.618	0.7296
0.500	0.7287
0.382	0.7277
LOW	0.7248
0.618	0.7200
1.000	0.7171
1.618	0.7123
2.618	0.7046
4.250	0.6921

Fisher Pivots for day following 10-Sep-2020
Pivot	1 day	3 day
R1	0.7287	0.7264
PP	0.7280	0.7261
S1	0.7274	0.7259

Download as Excel Spreadsheet

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

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