CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 0.6994 0.7020 0.0026 0.4% 0.6960
High 0.7019 0.7148 0.0129 1.8% 0.7038
Low 0.6976 0.7019 0.0043 0.6% 0.6924
Close 0.7014 0.7147 0.0133 1.9% 0.7003
Range 0.0043 0.0129 0.0086 200.0% 0.0114
ATR 0.0066 0.0071 0.0005 7.3% 0.0000
Volume 58 139 81 139.7% 431
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7492 0.7448 0.7218
R3 0.7363 0.7319 0.7182
R2 0.7234 0.7234 0.7171
R1 0.7190 0.7190 0.7159 0.7212
PP 0.7105 0.7105 0.7105 0.7116
S1 0.7061 0.7061 0.7135 0.7083
S2 0.6976 0.6976 0.7123
S3 0.6847 0.6932 0.7112
S4 0.6718 0.6803 0.7076
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7330 0.7281 0.7066
R3 0.7216 0.7167 0.7034
R2 0.7102 0.7102 0.7024
R1 0.7053 0.7053 0.7013 0.7078
PP 0.6988 0.6988 0.6988 0.7001
S1 0.6939 0.6939 0.6993 0.6964
S2 0.6874 0.6874 0.6982
S3 0.6760 0.6825 0.6972
S4 0.6646 0.6711 0.6940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7148 0.6966 0.0182 2.5% 0.0060 0.8% 99% True False 82
10 0.7148 0.6924 0.0224 3.1% 0.0056 0.8% 100% True False 78
20 0.7148 0.6835 0.0313 4.4% 0.0062 0.9% 100% True False 73
40 0.7148 0.6520 0.0628 8.8% 0.0085 1.2% 100% True False 69
60 0.7148 0.6379 0.0769 10.8% 0.0076 1.1% 100% True False 50
80 0.7148 0.5990 0.1158 16.2% 0.0074 1.0% 100% True False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7696
2.618 0.7486
1.618 0.7357
1.000 0.7277
0.618 0.7228
HIGH 0.7148
0.618 0.7099
0.500 0.7084
0.382 0.7068
LOW 0.7019
0.618 0.6939
1.000 0.6890
1.618 0.6810
2.618 0.6681
4.250 0.6471
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 0.7126 0.7119
PP 0.7105 0.7090
S1 0.7084 0.7062

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

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