CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 10-Jun-2020
Day Change Summary
Previous Current
09-Jun-2020 10-Jun-2020 Change Change % Previous Week
Open 0.7029 0.6974 -0.0055 -0.8% 0.6659
High 0.7039 0.7049 0.0010 0.1% 0.7008
Low 0.6900 0.6933 0.0033 0.5% 0.6654
Close 0.6964 0.7018 0.0054 0.8% 0.6966
Range 0.0139 0.0116 -0.0023 -16.5% 0.0354
ATR 0.0093 0.0095 0.0002 1.7% 0.0000
Volume 25 232 207 828.0% 140
Daily Pivots for day following 10-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7348 0.7299 0.7082
R3 0.7232 0.7183 0.7050
R2 0.7116 0.7116 0.7039
R1 0.7067 0.7067 0.7029 0.7092
PP 0.7000 0.7000 0.7000 0.7012
S1 0.6951 0.6951 0.7007 0.6976
S2 0.6884 0.6884 0.6997
S3 0.6768 0.6835 0.6986
S4 0.6652 0.6719 0.6954
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7938 0.7806 0.7161
R3 0.7584 0.7452 0.7063
R2 0.7230 0.7230 0.7031
R1 0.7098 0.7098 0.6998 0.7164
PP 0.6876 0.6876 0.6876 0.6909
S1 0.6744 0.6744 0.6934 0.6810
S2 0.6522 0.6522 0.6901
S3 0.6168 0.6390 0.6869
S4 0.5814 0.6036 0.6771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7049 0.6882 0.0167 2.4% 0.0100 1.4% 81% True False 92
10 0.7049 0.6586 0.0463 6.6% 0.0102 1.5% 93% True False 63
20 0.7049 0.6405 0.0644 9.2% 0.0090 1.3% 95% True False 41
40 0.7049 0.6258 0.0791 11.3% 0.0072 1.0% 96% True False 23
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7542
2.618 0.7353
1.618 0.7237
1.000 0.7165
0.618 0.7121
HIGH 0.7049
0.618 0.7005
0.500 0.6991
0.382 0.6977
LOW 0.6933
0.618 0.6861
1.000 0.6817
1.618 0.6745
2.618 0.6629
4.250 0.6440
Fisher Pivots for day following 10-Jun-2020
Pivot 1 day 3 day
R1 0.7009 0.7004
PP 0.7000 0.6989
S1 0.6991 0.6975

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

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