CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 17-Jun-2020
Day Change Summary
Previous Current
16-Jun-2020 17-Jun-2020 Change Change % Previous Week
Open 0.6938 0.6875 -0.0063 -0.9% 0.6989
High 0.6976 0.6923 -0.0053 -0.8% 0.7049
Low 0.6835 0.6854 0.0019 0.3% 0.6798
Close 0.6893 0.6891 -0.0002 0.0% 0.6841
Range 0.0141 0.0069 -0.0072 -51.1% 0.0251
ATR 0.0106 0.0103 -0.0003 -2.5% 0.0000
Volume 68 54 -14 -20.6% 747
Daily Pivots for day following 17-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7096 0.7063 0.6929
R3 0.7027 0.6994 0.6910
R2 0.6958 0.6958 0.6904
R1 0.6925 0.6925 0.6897 0.6942
PP 0.6889 0.6889 0.6889 0.6898
S1 0.6856 0.6856 0.6885 0.6873
S2 0.6820 0.6820 0.6878
S3 0.6751 0.6787 0.6872
S4 0.6682 0.6718 0.6853
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 0.6992 0.6796 0.0196 2.8% 0.0119 1.7% 48% False False 101
10 0.7049 0.6796 0.0253 3.7% 0.0110 1.6% 38% False False 96
20 0.7049 0.6509 0.0540 7.8% 0.0103 1.5% 71% False False 62
40 0.7049 0.6284 0.0765 11.1% 0.0082 1.2% 79% False False 35
60 0.7049 0.5894 0.1155 16.8% 0.0080 1.2% 86% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7216
2.618 0.7104
1.618 0.7035
1.000 0.6992
0.618 0.6966
HIGH 0.6923
0.618 0.6897
0.500 0.6889
0.382 0.6880
LOW 0.6854
0.618 0.6811
1.000 0.6785
1.618 0.6742
2.618 0.6673
4.250 0.6561
Fisher Pivots for day following 17-Jun-2020
Pivot 1 day 3 day
R1 0.6890 0.6889
PP 0.6889 0.6888
S1 0.6889 0.6886

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

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