CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 06-Apr-2020
Day Change Summary
Previous Current
03-Apr-2020 06-Apr-2020 Change Change % Previous Week
Open 0.6001 0.6092 0.0091 1.5% 0.6153
High 0.6072 0.6102 0.0030 0.5% 0.6205
Low 0.5990 0.6092 0.0102 1.7% 0.5990
Close 0.6001 0.6092 0.0091 1.5% 0.6001
Range 0.0082 0.0010 -0.0072 -87.8% 0.0215
ATR
Volume 0 1 1 177
Daily Pivots for day following 06-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6125 0.6119 0.6098
R3 0.6115 0.6109 0.6095
R2 0.6105 0.6105 0.6094
R1 0.6099 0.6099 0.6093 0.6097
PP 0.6095 0.6095 0.6095 0.6095
S1 0.6089 0.6089 0.6091 0.6087
S2 0.6085 0.6085 0.6090
S3 0.6075 0.6079 0.6089
S4 0.6065 0.6069 0.6087
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6710 0.6571 0.6119
R3 0.6495 0.6356 0.6060
R2 0.6280 0.6280 0.6040
R1 0.6141 0.6141 0.6021 0.6103
PP 0.6065 0.6065 0.6065 0.6047
S1 0.5926 0.5926 0.5981 0.5888
S2 0.5850 0.5850 0.5962
S3 0.5635 0.5711 0.5942
S4 0.5420 0.5496 0.5883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6205 0.5990 0.0215 3.5% 0.0086 1.4% 47% False False 29
10 0.6205 0.5894 0.0311 5.1% 0.0096 1.6% 64% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.6145
2.618 0.6128
1.618 0.6118
1.000 0.6112
0.618 0.6108
HIGH 0.6102
0.618 0.6098
0.500 0.6097
0.382 0.6096
LOW 0.6092
0.618 0.6086
1.000 0.6082
1.618 0.6076
2.618 0.6066
4.250 0.6050
Fisher Pivots for day following 06-Apr-2020
Pivot 1 day 3 day
R1 0.6097 0.6079
PP 0.6095 0.6066
S1 0.6094 0.6053

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

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