CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 29-Jun-2020
Day Change Summary
Previous Current
26-Jun-2020 29-Jun-2020 Change Change % Previous Week
Open 0.6888 0.6861 -0.0027 -0.4% 0.6821
High 0.6896 0.6891 -0.0005 -0.1% 0.6974
Low 0.6843 0.6844 0.0001 0.0% 0.6812
Close 0.6866 0.6861 -0.0005 -0.1% 0.6866
Range 0.0053 0.0047 -0.0006 -11.3% 0.0162
ATR 0.0093 0.0090 -0.0003 -3.5% 0.0000
Volume 24 57 33 137.5% 464
Daily Pivots for day following 29-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7006 0.6981 0.6887
R3 0.6959 0.6934 0.6874
R2 0.6912 0.6912 0.6870
R1 0.6887 0.6887 0.6865 0.6885
PP 0.6865 0.6865 0.6865 0.6864
S1 0.6840 0.6840 0.6857 0.6838
S2 0.6818 0.6818 0.6852
S3 0.6771 0.6793 0.6848
S4 0.6724 0.6746 0.6835
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7370 0.7280 0.6955
R3 0.7208 0.7118 0.6911
R2 0.7046 0.7046 0.6896
R1 0.6956 0.6956 0.6881 0.7001
PP 0.6884 0.6884 0.6884 0.6907
S1 0.6794 0.6794 0.6851 0.6839
S2 0.6722 0.6722 0.6836
S3 0.6560 0.6632 0.6821
S4 0.6398 0.6470 0.6777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6974 0.6843 0.0131 1.9% 0.0071 1.0% 14% False False 84
10 0.6976 0.6812 0.0164 2.4% 0.0082 1.2% 30% False False 71
20 0.7049 0.6777 0.0272 4.0% 0.0097 1.4% 31% False False 80
40 0.7049 0.6379 0.0670 9.8% 0.0086 1.3% 72% False False 49
60 0.7049 0.5990 0.1059 15.4% 0.0075 1.1% 82% False False 34
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7091
2.618 0.7014
1.618 0.6967
1.000 0.6938
0.618 0.6920
HIGH 0.6891
0.618 0.6873
0.500 0.6868
0.382 0.6862
LOW 0.6844
0.618 0.6815
1.000 0.6797
1.618 0.6768
2.618 0.6721
4.250 0.6644
Fisher Pivots for day following 29-Jun-2020
Pivot 1 day 3 day
R1 0.6868 0.6870
PP 0.6865 0.6867
S1 0.6863 0.6864

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

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