CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 02-Jun-2020
Day Change Summary
Previous Current
01-Jun-2020 02-Jun-2020 Change Change % Previous Week
Open 0.6659 0.6797 0.0138 2.1% 0.6538
High 0.6801 0.6894 0.0093 1.4% 0.6680
Low 0.6654 0.6777 0.0123 1.8% 0.6520
Close 0.6796 0.6887 0.0091 1.3% 0.6658
Range 0.0147 0.0117 -0.0030 -20.4% 0.0160
ATR 0.0088 0.0090 0.0002 2.4% 0.0000
Volume 25 15 -10 -40.0% 117
Daily Pivots for day following 02-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7204 0.7162 0.6951
R3 0.7087 0.7045 0.6919
R2 0.6970 0.6970 0.6908
R1 0.6928 0.6928 0.6898 0.6949
PP 0.6853 0.6853 0.6853 0.6863
S1 0.6811 0.6811 0.6876 0.6832
S2 0.6736 0.6736 0.6866
S3 0.6619 0.6694 0.6855
S4 0.6502 0.6577 0.6823
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.7099 0.7039 0.6746
R3 0.6939 0.6879 0.6702
R2 0.6779 0.6779 0.6687
R1 0.6719 0.6719 0.6673 0.6749
PP 0.6619 0.6619 0.6619 0.6635
S1 0.6559 0.6559 0.6643 0.6589
S2 0.6459 0.6459 0.6629
S3 0.6299 0.6399 0.6614
S4 0.6139 0.6239 0.6570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6894 0.6568 0.0326 4.7% 0.0102 1.5% 98% True False 29
10 0.6894 0.6509 0.0385 5.6% 0.0091 1.3% 98% True False 25
20 0.6894 0.6386 0.0508 7.4% 0.0079 1.1% 99% True False 19
40 0.6894 0.6092 0.0802 11.6% 0.0066 1.0% 99% 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 0.7391
2.618 0.7200
1.618 0.7083
1.000 0.7011
0.618 0.6966
HIGH 0.6894
0.618 0.6849
0.500 0.6836
0.382 0.6822
LOW 0.6777
0.618 0.6705
1.000 0.6660
1.618 0.6588
2.618 0.6471
4.250 0.6280
Fisher Pivots for day following 02-Jun-2020
Pivot 1 day 3 day
R1 0.6870 0.6844
PP 0.6853 0.6800
S1 0.6836 0.6757

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

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