CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 18-Jun-2020
Day Change Summary
Previous Current
17-Jun-2020 18-Jun-2020 Change Change % Previous Week
Open 0.6875 0.6887 0.0012 0.2% 0.6989
High 0.6923 0.6902 -0.0021 -0.3% 0.7049
Low 0.6854 0.6837 -0.0017 -0.2% 0.6798
Close 0.6891 0.6848 -0.0043 -0.6% 0.6841
Range 0.0069 0.0065 -0.0004 -5.8% 0.0251
ATR 0.0103 0.0101 -0.0003 -2.6% 0.0000
Volume 54 39 -15 -27.8% 747
Daily Pivots for day following 18-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7057 0.7018 0.6884
R3 0.6992 0.6953 0.6866
R2 0.6927 0.6927 0.6860
R1 0.6888 0.6888 0.6854 0.6875
PP 0.6862 0.6862 0.6862 0.6856
S1 0.6823 0.6823 0.6842 0.6810
S2 0.6797 0.6797 0.6836
S3 0.6732 0.6758 0.6830
S4 0.6667 0.6693 0.6812
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 0.6976 0.6796 0.0180 2.6% 0.0102 1.5% 29% False False 71
10 0.7049 0.6796 0.0253 3.7% 0.0106 1.5% 21% False False 100
20 0.7049 0.6509 0.0540 7.9% 0.0102 1.5% 63% False False 63
40 0.7049 0.6294 0.0755 11.0% 0.0082 1.2% 73% False False 36
60 0.7049 0.5894 0.1155 16.9% 0.0080 1.2% 83% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0023
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7178
2.618 0.7072
1.618 0.7007
1.000 0.6967
0.618 0.6942
HIGH 0.6902
0.618 0.6877
0.500 0.6870
0.382 0.6862
LOW 0.6837
0.618 0.6797
1.000 0.6772
1.618 0.6732
2.618 0.6667
4.250 0.6561
Fisher Pivots for day following 18-Jun-2020
Pivot 1 day 3 day
R1 0.6870 0.6906
PP 0.6862 0.6886
S1 0.6855 0.6867

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

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