CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 23-Jul-2020
Day Change Summary
Previous Current
22-Jul-2020 23-Jul-2020 Change Change % Previous Week
Open 0.7138 0.7140 0.0002 0.0% 0.6960
High 0.7184 0.7163 -0.0021 -0.3% 0.7038
Low 0.7116 0.7094 -0.0022 -0.3% 0.6924
Close 0.7143 0.7110 -0.0033 -0.5% 0.7003
Range 0.0068 0.0069 0.0001 1.5% 0.0114
ATR 0.0071 0.0071 0.0000 -0.2% 0.0000
Volume 74 44 -30 -40.5% 431
Daily Pivots for day following 23-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7329 0.7289 0.7148
R3 0.7260 0.7220 0.7129
R2 0.7191 0.7191 0.7123
R1 0.7151 0.7151 0.7116 0.7137
PP 0.7122 0.7122 0.7122 0.7115
S1 0.7082 0.7082 0.7104 0.7068
S2 0.7053 0.7053 0.7097
S3 0.6984 0.7013 0.7091
S4 0.6915 0.6944 0.7072
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 0.7184 0.6976 0.0208 2.9% 0.0067 0.9% 64% False False 68
10 0.7184 0.6924 0.0260 3.7% 0.0059 0.8% 72% False False 82
20 0.7184 0.6835 0.0349 4.9% 0.0059 0.8% 79% False False 67
40 0.7184 0.6586 0.0598 8.4% 0.0081 1.1% 88% False False 72
60 0.7184 0.6379 0.0805 11.3% 0.0077 1.1% 91% False False 52
80 0.7184 0.5990 0.1194 16.8% 0.0074 1.0% 94% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7456
2.618 0.7344
1.618 0.7275
1.000 0.7232
0.618 0.7206
HIGH 0.7163
0.618 0.7137
0.500 0.7129
0.382 0.7120
LOW 0.7094
0.618 0.7051
1.000 0.7025
1.618 0.6982
2.618 0.6913
4.250 0.6801
Fisher Pivots for day following 23-Jul-2020
Pivot 1 day 3 day
R1 0.7129 0.7107
PP 0.7122 0.7104
S1 0.7116 0.7102

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

View Archives - Comment on this page... - Back to Index of Symbols