CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 28-May-2020
Day Change Summary
Previous Current
27-May-2020 28-May-2020 Change Change % Previous Week
Open 0.6645 0.6586 -0.0059 -0.9% 0.6443
High 0.6678 0.6663 -0.0015 -0.2% 0.6611
Low 0.6568 0.6586 0.0018 0.3% 0.6439
Close 0.6607 0.6658 0.0051 0.8% 0.6528
Range 0.0110 0.0077 -0.0033 -30.0% 0.0172
ATR 0.0086 0.0085 -0.0001 -0.7% 0.0000
Volume 2 26 24 1,200.0% 117
Daily Pivots for day following 28-May-2020
Classic Woodie Camarilla DeMark
R4 0.6867 0.6839 0.6700
R3 0.6790 0.6762 0.6679
R2 0.6713 0.6713 0.6672
R1 0.6685 0.6685 0.6665 0.6699
PP 0.6636 0.6636 0.6636 0.6643
S1 0.6608 0.6608 0.6651 0.6622
S2 0.6559 0.6559 0.6644
S3 0.6482 0.6531 0.6637
S4 0.6405 0.6454 0.6616
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 2.5% 0.0088 1.3% 88% False False 24
10 0.6678 0.6405 0.0273 4.1% 0.0078 1.2% 93% False False 22
20 0.6678 0.6379 0.0299 4.5% 0.0069 1.0% 93% False False 14
40 0.6678 0.5990 0.0688 10.3% 0.0065 1.0% 97% False False 10
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 0.6990
2.618 0.6865
1.618 0.6788
1.000 0.6740
0.618 0.6711
HIGH 0.6663
0.618 0.6634
0.500 0.6625
0.382 0.6615
LOW 0.6586
0.618 0.6538
1.000 0.6509
1.618 0.6461
2.618 0.6384
4.250 0.6259
Fisher Pivots for day following 28-May-2020
Pivot 1 day 3 day
R1 0.6647 0.6638
PP 0.6636 0.6619
S1 0.6625 0.6599

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

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