CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 25-Jun-2020
Day Change Summary
Previous Current
24-Jun-2020 25-Jun-2020 Change Change % Previous Week
Open 0.6933 0.6865 -0.0068 -1.0% 0.6810
High 0.6962 0.6892 -0.0070 -1.0% 0.6976
Low 0.6865 0.6849 -0.0016 -0.2% 0.6796
Close 0.6868 0.6874 0.0006 0.1% 0.6850
Range 0.0097 0.0043 -0.0054 -55.7% 0.0180
ATR 0.0100 0.0096 -0.0004 -4.1% 0.0000
Volume 78 105 27 34.6% 222
Daily Pivots for day following 25-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7001 0.6980 0.6898
R3 0.6958 0.6937 0.6886
R2 0.6915 0.6915 0.6882
R1 0.6894 0.6894 0.6878 0.6905
PP 0.6872 0.6872 0.6872 0.6877
S1 0.6851 0.6851 0.6870 0.6862
S2 0.6829 0.6829 0.6866
S3 0.6786 0.6808 0.6862
S4 0.6743 0.6765 0.6850
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% 0.0088 1.3% 38% False False 95
10 0.6976 0.6796 0.0180 2.6% 0.0095 1.4% 43% False False 83
20 0.7049 0.6619 0.0430 6.3% 0.0102 1.5% 59% False False 81
40 0.7049 0.6379 0.0670 9.7% 0.0086 1.2% 74% False False 47
60 0.7049 0.5990 0.1059 15.4% 0.0078 1.1% 83% False False 34
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 True
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7075
2.618 0.7005
1.618 0.6962
1.000 0.6935
0.618 0.6919
HIGH 0.6892
0.618 0.6876
0.500 0.6871
0.382 0.6865
LOW 0.6849
0.618 0.6822
1.000 0.6806
1.618 0.6779
2.618 0.6736
4.250 0.6666
Fisher Pivots for day following 25-Jun-2020
Pivot 1 day 3 day
R1 0.6873 0.6912
PP 0.6872 0.6899
S1 0.6871 0.6887

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

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