CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 06-May-2020
Day Change Summary
Previous Current
05-May-2020 06-May-2020 Change Change % Previous Week
Open 0.6459 0.6416 -0.0043 -0.7% 0.6466
High 0.6473 0.6416 -0.0057 -0.9% 0.6566
Low 0.6420 0.6400 -0.0020 -0.3% 0.6413
Close 0.6459 0.6416 -0.0043 -0.7% 0.6413
Range 0.0053 0.0016 -0.0037 -69.8% 0.0153
ATR 0.0088 0.0086 -0.0002 -2.4% 0.0000
Volume 0 20 20 21
Daily Pivots for day following 06-May-2020
Classic Woodie Camarilla DeMark
R4 0.6459 0.6453 0.6425
R3 0.6443 0.6437 0.6420
R2 0.6427 0.6427 0.6419
R1 0.6421 0.6421 0.6417 0.6424
PP 0.6411 0.6411 0.6411 0.6412
S1 0.6405 0.6405 0.6415 0.6408
S2 0.6395 0.6395 0.6413
S3 0.6379 0.6389 0.6412
S4 0.6363 0.6373 0.6407
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.6923 0.6821 0.6497
R3 0.6770 0.6668 0.6455
R2 0.6617 0.6617 0.6441
R1 0.6515 0.6515 0.6427 0.6490
PP 0.6464 0.6464 0.6464 0.6451
S1 0.6362 0.6362 0.6399 0.6337
S2 0.6311 0.6311 0.6385
S3 0.6158 0.6209 0.6371
S4 0.6005 0.6056 0.6329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6566 0.6379 0.0187 2.9% 0.0039 0.6% 20% False False 7
10 0.6566 0.6294 0.0272 4.2% 0.0048 0.8% 45% False False 4
20 0.6566 0.6131 0.0435 6.8% 0.0055 0.9% 66% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6484
2.618 0.6458
1.618 0.6442
1.000 0.6432
0.618 0.6426
HIGH 0.6416
0.618 0.6410
0.500 0.6408
0.382 0.6406
LOW 0.6400
0.618 0.6390
1.000 0.6384
1.618 0.6374
2.618 0.6358
4.250 0.6332
Fisher Pivots for day following 06-May-2020
Pivot 1 day 3 day
R1 0.6413 0.6426
PP 0.6411 0.6423
S1 0.6408 0.6419

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

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