CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 24-Jun-2020
Day Change Summary
Previous Current
23-Jun-2020 24-Jun-2020 Change Change % Previous Week
Open 0.6912 0.6933 0.0021 0.3% 0.6810
High 0.6974 0.6962 -0.0012 -0.2% 0.6976
Low 0.6860 0.6865 0.0005 0.1% 0.6796
Close 0.6937 0.6868 -0.0069 -1.0% 0.6850
Range 0.0114 0.0097 -0.0017 -14.9% 0.0180
ATR 0.0101 0.0100 0.0000 -0.3% 0.0000
Volume 158 78 -80 -50.6% 222
Daily Pivots for day following 24-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7189 0.7126 0.6921
R3 0.7092 0.7029 0.6895
R2 0.6995 0.6995 0.6886
R1 0.6932 0.6932 0.6877 0.6915
PP 0.6898 0.6898 0.6898 0.6890
S1 0.6835 0.6835 0.6859 0.6818
S2 0.6801 0.6801 0.6850
S3 0.6704 0.6738 0.6841
S4 0.6607 0.6641 0.6815
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 2.4% 0.0093 1.4% 35% False False 82
10 0.6992 0.6796 0.0196 2.9% 0.0106 1.5% 37% False False 91
20 0.7049 0.6586 0.0463 6.7% 0.0104 1.5% 61% False False 77
40 0.7049 0.6379 0.0670 9.8% 0.0086 1.3% 73% False False 45
60 0.7049 0.5990 0.1059 15.4% 0.0079 1.1% 83% False False 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7374
2.618 0.7216
1.618 0.7119
1.000 0.7059
0.618 0.7022
HIGH 0.6962
0.618 0.6925
0.500 0.6914
0.382 0.6902
LOW 0.6865
0.618 0.6805
1.000 0.6768
1.618 0.6708
2.618 0.6611
4.250 0.6453
Fisher Pivots for day following 24-Jun-2020
Pivot 1 day 3 day
R1 0.6914 0.6893
PP 0.6898 0.6885
S1 0.6883 0.6876

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

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