CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 14-Apr-2020
Day Change Summary
Previous Current
13-Apr-2020 14-Apr-2020 Change Change % Previous Week
Open 0.6399 0.6402 0.0003 0.0% 0.6092
High 0.6405 0.6444 0.0039 0.6% 0.6353
Low 0.6395 0.6387 -0.0008 -0.1% 0.6092
Close 0.6402 0.6438 0.0036 0.6% 0.6309
Range 0.0010 0.0057 0.0047 470.0% 0.0261
ATR 0.0122 0.0118 -0.0005 -3.8% 0.0000
Volume 1 5 4 400.0% 5
Daily Pivots for day following 14-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6594 0.6573 0.6469
R3 0.6537 0.6516 0.6454
R2 0.6480 0.6480 0.6448
R1 0.6459 0.6459 0.6443 0.6470
PP 0.6423 0.6423 0.6423 0.6428
S1 0.6402 0.6402 0.6433 0.6413
S2 0.6366 0.6366 0.6428
S3 0.6309 0.6345 0.6422
S4 0.6252 0.6288 0.6407
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7034 0.6933 0.6453
R3 0.6773 0.6672 0.6381
R2 0.6512 0.6512 0.6357
R1 0.6411 0.6411 0.6333 0.6462
PP 0.6251 0.6251 0.6251 0.6277
S1 0.6150 0.6150 0.6285 0.6201
S2 0.5990 0.5990 0.6261
S3 0.5729 0.5889 0.6237
S4 0.5468 0.5628 0.6165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6444 0.6131 0.0313 4.9% 0.0067 1.0% 98% True False 2
10 0.6444 0.5990 0.0454 7.1% 0.0077 1.2% 99% True False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6686
2.618 0.6593
1.618 0.6536
1.000 0.6501
0.618 0.6479
HIGH 0.6444
0.618 0.6422
0.500 0.6416
0.382 0.6409
LOW 0.6387
0.618 0.6352
1.000 0.6330
1.618 0.6295
2.618 0.6238
4.250 0.6145
Fisher Pivots for day following 14-Apr-2020
Pivot 1 day 3 day
R1 0.6431 0.6399
PP 0.6423 0.6360
S1 0.6416 0.6322

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

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