CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 08-Apr-2020

Day Change Summary
	Previous	Current
	07-Apr-2020	08-Apr-2020	Change	Change %	Previous Week
Open	0.6197	0.6237	0.0040	0.6%	0.6153
High	0.6205	0.6237	0.0032	0.5%	0.6205
Low	0.6197	0.6131	-0.0066	-1.1%	0.5990
Close	0.6197	0.6237	0.0040	0.6%	0.6001
Range	0.0008	0.0106	0.0098	1,225.0%	0.0215
ATR
Volume

Daily Pivots for day following 08-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.6520	0.6484	0.6295
R3	0.6414	0.6378	0.6266
R2	0.6308	0.6308	0.6256
R1	0.6272	0.6272	0.6247	0.6290
PP	0.6202	0.6202	0.6202	0.6211
S1	0.6166	0.6166	0.6227	0.6184
S2	0.6096	0.6096	0.6218
S3	0.5990	0.6060	0.6208
S4	0.5884	0.5954	0.6179

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	0.6237	0.5990	0.0247	4.0%	0.0061	1.0%	100%	True	False	5
10	0.6237	0.5894	0.0343	5.5%	0.0092	1.5%	100%	True	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6688
2.618	0.6515
1.618	0.6409
1.000	0.6343
0.618	0.6303
HIGH	0.6237
0.618	0.6197
0.500	0.6184
0.382	0.6171
LOW	0.6131
0.618	0.6065
1.000	0.6025
1.618	0.5959
2.618	0.5853
4.250	0.5681

Fisher Pivots for day following 08-Apr-2020
Pivot	1 day	3 day
R1	0.6219	0.6213
PP	0.6202	0.6189
S1	0.6184	0.6165

Download as Excel Spreadsheet

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

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