CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 23-Jun-2020
Day Change Summary
Previous Current
22-Jun-2020 23-Jun-2020 Change Change % Previous Week
Open 0.6821 0.6912 0.0091 1.3% 0.6810
High 0.6921 0.6974 0.0053 0.8% 0.6976
Low 0.6812 0.6860 0.0048 0.7% 0.6796
Close 0.6918 0.6937 0.0019 0.3% 0.6850
Range 0.0109 0.0114 0.0005 4.6% 0.0180
ATR 0.0100 0.0101 0.0001 1.0% 0.0000
Volume 99 158 59 59.6% 222
Daily Pivots for day following 23-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7266 0.7215 0.7000
R3 0.7152 0.7101 0.6968
R2 0.7038 0.7038 0.6958
R1 0.6987 0.6987 0.6947 0.7013
PP 0.6924 0.6924 0.6924 0.6936
S1 0.6873 0.6873 0.6927 0.6899
S2 0.6810 0.6810 0.6916
S3 0.6696 0.6759 0.6906
S4 0.6582 0.6645 0.6874
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 0.6974 0.6812 0.0162 2.3% 0.0087 1.3% 77% True False 77
10 0.7049 0.6796 0.0253 3.6% 0.0108 1.6% 56% False False 107
20 0.7049 0.6568 0.0481 6.9% 0.0105 1.5% 77% False False 73
40 0.7049 0.6379 0.0670 9.7% 0.0085 1.2% 83% False False 43
60 0.7049 0.5990 0.1059 15.3% 0.0078 1.1% 89% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7459
2.618 0.7272
1.618 0.7158
1.000 0.7088
0.618 0.7044
HIGH 0.6974
0.618 0.6930
0.500 0.6917
0.382 0.6904
LOW 0.6860
0.618 0.6790
1.000 0.6746
1.618 0.6676
2.618 0.6562
4.250 0.6376
Fisher Pivots for day following 23-Jun-2020
Pivot 1 day 3 day
R1 0.6930 0.6922
PP 0.6924 0.6908
S1 0.6917 0.6893

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

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