CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 07-Apr-2020
Day Change Summary
Previous Current
06-Apr-2020 07-Apr-2020 Change Change % Previous Week
Open 0.6092 0.6197 0.0105 1.7% 0.6153
High 0.6102 0.6205 0.0103 1.7% 0.6205
Low 0.6092 0.6197 0.0105 1.7% 0.5990
Close 0.6092 0.6197 0.0105 1.7% 0.6001
Range 0.0010 0.0008 -0.0002 -20.0% 0.0215
ATR
Volume 1 0 -1 -100.0% 177
Daily Pivots for day following 07-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6224 0.6218 0.6201
R3 0.6216 0.6210 0.6199
R2 0.6208 0.6208 0.6198
R1 0.6202 0.6202 0.6198 0.6201
PP 0.6200 0.6200 0.6200 0.6199
S1 0.6194 0.6194 0.6196 0.6193
S2 0.6192 0.6192 0.6196
S3 0.6184 0.6186 0.6195
S4 0.6176 0.6178 0.6193
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% 0.0064 1.0% 96% True False 15
10 0.6205 0.5894 0.0311 5.0% 0.0091 1.5% 97% True 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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.6239
2.618 0.6226
1.618 0.6218
1.000 0.6213
0.618 0.6210
HIGH 0.6205
0.618 0.6202
0.500 0.6201
0.382 0.6200
LOW 0.6197
0.618 0.6192
1.000 0.6189
1.618 0.6184
2.618 0.6176
4.250 0.6163
Fisher Pivots for day following 07-Apr-2020
Pivot 1 day 3 day
R1 0.6201 0.6164
PP 0.6200 0.6131
S1 0.6198 0.6098

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

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