CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 19-Jun-2020
Day Change Summary
Previous Current
18-Jun-2020 19-Jun-2020 Change Change % Previous Week
Open 0.6887 0.6861 -0.0026 -0.4% 0.6810
High 0.6902 0.6910 0.0008 0.1% 0.6976
Low 0.6837 0.6831 -0.0006 -0.1% 0.6796
Close 0.6848 0.6850 0.0002 0.0% 0.6850
Range 0.0065 0.0079 0.0014 21.5% 0.0180
ATR 0.0101 0.0099 -0.0002 -1.5% 0.0000
Volume 39 36 -3 -7.7% 222
Daily Pivots for day following 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7101 0.7054 0.6893
R3 0.7022 0.6975 0.6872
R2 0.6943 0.6943 0.6864
R1 0.6896 0.6896 0.6857 0.6880
PP 0.6864 0.6864 0.6864 0.6856
S1 0.6817 0.6817 0.6843 0.6801
S2 0.6785 0.6785 0.6836
S3 0.6706 0.6738 0.6828
S4 0.6627 0.6659 0.6807
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7414 0.7312 0.6949
R3 0.7234 0.7132 0.6900
R2 0.7054 0.7054 0.6883
R1 0.6952 0.6952 0.6867 0.7003
PP 0.6874 0.6874 0.6874 0.6900
S1 0.6772 0.6772 0.6834 0.6823
S2 0.6694 0.6694 0.6817
S3 0.6514 0.6592 0.6801
S4 0.6334 0.6412 0.6751
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% 0.0096 1.4% 30% False False 44
10 0.7049 0.6796 0.0253 3.7% 0.0106 1.5% 21% False False 96
20 0.7049 0.6509 0.0540 7.9% 0.0104 1.5% 63% False False 65
40 0.7049 0.6341 0.0708 10.3% 0.0081 1.2% 72% False False 37
60 0.7049 0.5894 0.1155 16.9% 0.0080 1.2% 83% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7246
2.618 0.7117
1.618 0.7038
1.000 0.6989
0.618 0.6959
HIGH 0.6910
0.618 0.6880
0.500 0.6871
0.382 0.6861
LOW 0.6831
0.618 0.6782
1.000 0.6752
1.618 0.6703
2.618 0.6624
4.250 0.6495
Fisher Pivots for day following 19-Jun-2020
Pivot 1 day 3 day
R1 0.6871 0.6877
PP 0.6864 0.6868
S1 0.6857 0.6859

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.