CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 24-Apr-2020
Day Change Summary
Previous Current
23-Apr-2020 24-Apr-2020 Change Change % Previous Week
Open 0.6349 0.6372 0.0023 0.4% 0.6378
High 0.6401 0.6393 -0.0008 -0.1% 0.6401
Low 0.6294 0.6341 0.0047 0.7% 0.6258
Close 0.6388 0.6382 -0.0006 -0.1% 0.6382
Range 0.0107 0.0052 -0.0055 -51.4% 0.0143
ATR 0.0104 0.0100 -0.0004 -3.6% 0.0000
Volume 3 2 -1 -33.3% 27
Daily Pivots for day following 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6528 0.6507 0.6411
R3 0.6476 0.6455 0.6396
R2 0.6424 0.6424 0.6392
R1 0.6403 0.6403 0.6387 0.6414
PP 0.6372 0.6372 0.6372 0.6377
S1 0.6351 0.6351 0.6377 0.6362
S2 0.6320 0.6320 0.6372
S3 0.6268 0.6299 0.6368
S4 0.6216 0.6247 0.6353
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6776 0.6722 0.6461
R3 0.6633 0.6579 0.6421
R2 0.6490 0.6490 0.6408
R1 0.6436 0.6436 0.6395 0.6463
PP 0.6347 0.6347 0.6347 0.6361
S1 0.6293 0.6293 0.6369 0.6320
S2 0.6204 0.6204 0.6356
S3 0.6061 0.6150 0.6343
S4 0.5918 0.6007 0.6303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6401 0.6258 0.0143 2.2% 0.0061 1.0% 87% False False 5
10 0.6444 0.6258 0.0186 2.9% 0.0051 0.8% 67% False False 5
20 0.6444 0.5990 0.0454 7.1% 0.0070 1.1% 86% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6614
2.618 0.6529
1.618 0.6477
1.000 0.6445
0.618 0.6425
HIGH 0.6393
0.618 0.6373
0.500 0.6367
0.382 0.6361
LOW 0.6341
0.618 0.6309
1.000 0.6289
1.618 0.6257
2.618 0.6205
4.250 0.6120
Fisher Pivots for day following 24-Apr-2020
Pivot 1 day 3 day
R1 0.6377 0.6369
PP 0.6372 0.6356
S1 0.6367 0.6343

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

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