CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 0.6980 0.6840 -0.0140 -2.0% 0.6989
High 0.6992 0.6907 -0.0085 -1.2% 0.7049
Low 0.6841 0.6798 -0.0043 -0.6% 0.6798
Close 0.6847 0.6841 -0.0006 -0.1% 0.6841
Range 0.0151 0.0109 -0.0042 -27.8% 0.0251
ATR 0.0101 0.0101 0.0001 0.6% 0.0000
Volume 190 169 -21 -11.1% 747
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7176 0.7117 0.6901
R3 0.7067 0.7008 0.6871
R2 0.6958 0.6958 0.6861
R1 0.6899 0.6899 0.6851 0.6929
PP 0.6849 0.6849 0.6849 0.6863
S1 0.6790 0.6790 0.6831 0.6820
S2 0.6740 0.6740 0.6821
S3 0.6631 0.6681 0.6811
S4 0.6522 0.6572 0.6781
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7649 0.7496 0.6979
R3 0.7398 0.7245 0.6910
R2 0.7147 0.7147 0.6887
R1 0.6994 0.6994 0.6864 0.6945
PP 0.6896 0.6896 0.6896 0.6872
S1 0.6743 0.6743 0.6818 0.6694
S2 0.6645 0.6645 0.6795
S3 0.6394 0.6492 0.6772
S4 0.6143 0.6241 0.6703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7049 0.6798 0.0251 3.7% 0.0116 1.7% 17% False True 149
10 0.7049 0.6654 0.0395 5.8% 0.0114 1.7% 47% False False 88
20 0.7049 0.6405 0.0644 9.4% 0.0097 1.4% 68% False False 59
40 0.7049 0.6258 0.0791 11.6% 0.0077 1.1% 74% False False 32
Crabel Price Patterns
NR True
NR4 True
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 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7370
2.618 0.7192
1.618 0.7083
1.000 0.7016
0.618 0.6974
HIGH 0.6907
0.618 0.6865
0.500 0.6853
0.382 0.6840
LOW 0.6798
0.618 0.6731
1.000 0.6689
1.618 0.6622
2.618 0.6513
4.250 0.6335
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 0.6853 0.6924
PP 0.6849 0.6896
S1 0.6845 0.6869

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

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