CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 27-May-2020
Day Change Summary
Previous Current
26-May-2020 27-May-2020 Change Change % Previous Week
Open 0.6538 0.6645 0.0107 1.6% 0.6443
High 0.6674 0.6678 0.0004 0.1% 0.6611
Low 0.6520 0.6568 0.0048 0.7% 0.6439
Close 0.6674 0.6607 -0.0067 -1.0% 0.6528
Range 0.0154 0.0110 -0.0044 -28.6% 0.0172
ATR 0.0084 0.0086 0.0002 2.2% 0.0000
Volume 8 2 -6 -75.0% 117
Daily Pivots for day following 27-May-2020
Classic Woodie Camarilla DeMark
R4 0.6948 0.6887 0.6668
R3 0.6838 0.6777 0.6637
R2 0.6728 0.6728 0.6627
R1 0.6667 0.6667 0.6617 0.6643
PP 0.6618 0.6618 0.6618 0.6605
S1 0.6557 0.6557 0.6597 0.6533
S2 0.6508 0.6508 0.6587
S3 0.6398 0.6447 0.6577
S4 0.6288 0.6337 0.6547
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.7042 0.6957 0.6623
R3 0.6870 0.6785 0.6575
R2 0.6698 0.6698 0.6560
R1 0.6613 0.6613 0.6544 0.6656
PP 0.6526 0.6526 0.6526 0.6547
S1 0.6441 0.6441 0.6512 0.6484
S2 0.6354 0.6354 0.6496
S3 0.6182 0.6269 0.6481
S4 0.6010 0.6097 0.6433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6678 0.6509 0.0169 2.6% 0.0088 1.3% 58% True False 21
10 0.6678 0.6405 0.0273 4.1% 0.0079 1.2% 74% True False 20
20 0.6678 0.6379 0.0299 4.5% 0.0068 1.0% 76% True False 13
40 0.6678 0.5990 0.0688 10.4% 0.0066 1.0% 90% True False 11
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7146
2.618 0.6966
1.618 0.6856
1.000 0.6788
0.618 0.6746
HIGH 0.6678
0.618 0.6636
0.500 0.6623
0.382 0.6610
LOW 0.6568
0.618 0.6500
1.000 0.6458
1.618 0.6390
2.618 0.6280
4.250 0.6101
Fisher Pivots for day following 27-May-2020
Pivot 1 day 3 day
R1 0.6623 0.6603
PP 0.6618 0.6598
S1 0.6612 0.6594

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

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