CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 0.7259 0.7281 0.0022 0.3% 0.7285
High 0.7306 0.7296 -0.0010 -0.1% 0.7325
Low 0.7258 0.7264 0.0006 0.1% 0.7192
Close 0.7274 0.7296 0.0022 0.3% 0.7274
Range 0.0048 0.0032 -0.0016 -33.3% 0.0133
ATR 0.0072 0.0069 -0.0003 -4.0% 0.0000
Volume 16,826 1,013 -15,813 -94.0% 490,288
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7381 0.7371 0.7314
R3 0.7349 0.7339 0.7305
R2 0.7317 0.7317 0.7302
R1 0.7307 0.7307 0.7299 0.7312
PP 0.7285 0.7285 0.7285 0.7288
S1 0.7275 0.7275 0.7293 0.7280
S2 0.7253 0.7253 0.7290
S3 0.7221 0.7243 0.7287
S4 0.7189 0.7211 0.7278
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7663 0.7601 0.7347
R3 0.7530 0.7468 0.7311
R2 0.7397 0.7397 0.7298
R1 0.7335 0.7335 0.7286 0.7300
PP 0.7264 0.7264 0.7264 0.7246
S1 0.7202 0.7202 0.7262 0.7167
S2 0.7131 0.7131 0.7250
S3 0.6998 0.7069 0.7237
S4 0.6865 0.6936 0.7201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7325 0.7192 0.0133 1.8% 0.0071 1.0% 78% False False 98,260
10 0.7414 0.7192 0.0222 3.0% 0.0070 1.0% 47% False False 99,511
20 0.7414 0.7137 0.0277 3.8% 0.0070 1.0% 57% False False 89,009
40 0.7414 0.6973 0.0441 6.0% 0.0069 1.0% 73% False False 88,777
60 0.7414 0.6812 0.0602 8.3% 0.0068 0.9% 80% False False 88,310
80 0.7414 0.6507 0.0907 12.4% 0.0078 1.1% 87% False False 76,243
100 0.7414 0.6285 0.1129 15.5% 0.0079 1.1% 90% False False 61,031
120 0.7414 0.5880 0.1534 21.0% 0.0083 1.1% 92% False False 50,880
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 140 trading days
Fibonacci Retracements and Extensions
4.250 0.7432
2.618 0.7380
1.618 0.7348
1.000 0.7328
0.618 0.7316
HIGH 0.7296
0.618 0.7284
0.500 0.7280
0.382 0.7276
LOW 0.7264
0.618 0.7244
1.000 0.7232
1.618 0.7212
2.618 0.7180
4.250 0.7128
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 0.7291 0.7293
PP 0.7285 0.7290
S1 0.7280 0.7287

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

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