CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 24-Jul-2020
Day Change Summary
Previous Current
23-Jul-2020 24-Jul-2020 Change Change % Previous Week
Open 0.7140 0.7101 -0.0039 -0.5% 0.6994
High 0.7163 0.7127 -0.0036 -0.5% 0.7184
Low 0.7094 0.7067 -0.0027 -0.4% 0.6976
Close 0.7110 0.7099 -0.0011 -0.2% 0.7099
Range 0.0069 0.0060 -0.0009 -13.0% 0.0208
ATR 0.0071 0.0070 -0.0001 -1.1% 0.0000
Volume 44 215 171 388.6% 530
Daily Pivots for day following 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7278 0.7248 0.7132
R3 0.7218 0.7188 0.7116
R2 0.7158 0.7158 0.7110
R1 0.7128 0.7128 0.7105 0.7113
PP 0.7098 0.7098 0.7098 0.7090
S1 0.7068 0.7068 0.7094 0.7053
S2 0.7038 0.7038 0.7088
S3 0.6978 0.7008 0.7083
S4 0.6918 0.6948 0.7066
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7710 0.7613 0.7213
R3 0.7502 0.7405 0.7156
R2 0.7294 0.7294 0.7137
R1 0.7197 0.7197 0.7118 0.7246
PP 0.7086 0.7086 0.7086 0.7111
S1 0.6989 0.6989 0.7080 0.7038
S2 0.6878 0.6878 0.7061
S3 0.6670 0.6781 0.7042
S4 0.6462 0.6573 0.6985
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% 0.0074 1.0% 59% False False 106
10 0.7184 0.6924 0.0260 3.7% 0.0060 0.9% 67% False False 96
20 0.7184 0.6835 0.0349 4.9% 0.0059 0.8% 76% False False 72
40 0.7184 0.6619 0.0565 8.0% 0.0081 1.1% 85% False False 77
60 0.7184 0.6379 0.0805 11.3% 0.0077 1.1% 89% False False 56
80 0.7184 0.5990 0.1194 16.8% 0.0073 1.0% 93% False False 43
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7382
2.618 0.7284
1.618 0.7224
1.000 0.7187
0.618 0.7164
HIGH 0.7127
0.618 0.7104
0.500 0.7097
0.382 0.7090
LOW 0.7067
0.618 0.7030
1.000 0.7007
1.618 0.6970
2.618 0.6910
4.250 0.6812
Fisher Pivots for day following 24-Jul-2020
Pivot 1 day 3 day
R1 0.7098 0.7126
PP 0.7098 0.7117
S1 0.7097 0.7108

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

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