CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 28-Jul-2020
Day Change Summary
Previous Current
27-Jul-2020 28-Jul-2020 Change Change % Previous Week
Open 0.7102 0.7158 0.0056 0.8% 0.6994
High 0.7150 0.7178 0.0028 0.4% 0.7184
Low 0.7097 0.7117 0.0020 0.3% 0.6976
Close 0.7144 0.7164 0.0020 0.3% 0.7099
Range 0.0053 0.0061 0.0008 15.1% 0.0208
ATR 0.0069 0.0068 -0.0001 -0.8% 0.0000
Volume 60 84 24 40.0% 530
Daily Pivots for day following 28-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7336 0.7311 0.7198
R3 0.7275 0.7250 0.7181
R2 0.7214 0.7214 0.7175
R1 0.7189 0.7189 0.7170 0.7202
PP 0.7153 0.7153 0.7153 0.7159
S1 0.7128 0.7128 0.7158 0.7141
S2 0.7092 0.7092 0.7153
S3 0.7031 0.7067 0.7147
S4 0.6970 0.7006 0.7130
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 0.7067 0.0117 1.6% 0.0062 0.9% 83% False False 95
10 0.7184 0.6966 0.0218 3.0% 0.0061 0.9% 91% False False 89
20 0.7184 0.6835 0.0349 4.9% 0.0060 0.8% 94% False False 75
40 0.7184 0.6777 0.0407 5.7% 0.0079 1.1% 95% False False 78
60 0.7184 0.6379 0.0805 11.2% 0.0078 1.1% 98% False False 58
80 0.7184 0.5990 0.1194 16.7% 0.0072 1.0% 98% False False 44
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7437
2.618 0.7338
1.618 0.7277
1.000 0.7239
0.618 0.7216
HIGH 0.7178
0.618 0.7155
0.500 0.7148
0.382 0.7140
LOW 0.7117
0.618 0.7079
1.000 0.7056
1.618 0.7018
2.618 0.6957
4.250 0.6858
Fisher Pivots for day following 28-Jul-2020
Pivot 1 day 3 day
R1 0.7159 0.7150
PP 0.7153 0.7136
S1 0.7148 0.7123

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

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