CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 0.7178 0.7199 0.0021 0.3% 0.7102
High 0.7200 0.7229 0.0029 0.4% 0.7229
Low 0.7125 0.7137 0.0012 0.2% 0.7097
Close 0.7181 0.7148 -0.0033 -0.5% 0.7148
Range 0.0075 0.0092 0.0017 22.7% 0.0132
ATR 0.0067 0.0069 0.0002 2.6% 0.0000
Volume 334 504 170 50.9% 1,097
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7447 0.7390 0.7199
R3 0.7355 0.7298 0.7173
R2 0.7263 0.7263 0.7165
R1 0.7206 0.7206 0.7156 0.7189
PP 0.7171 0.7171 0.7171 0.7163
S1 0.7114 0.7114 0.7140 0.7097
S2 0.7079 0.7079 0.7131
S3 0.6987 0.7022 0.7123
S4 0.6895 0.6930 0.7097
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7554 0.7483 0.7221
R3 0.7422 0.7351 0.7184
R2 0.7290 0.7290 0.7172
R1 0.7219 0.7219 0.7160 0.7255
PP 0.7158 0.7158 0.7158 0.7176
S1 0.7087 0.7087 0.7136 0.7123
S2 0.7026 0.7026 0.7124
S3 0.6894 0.6955 0.7112
S4 0.6762 0.6823 0.7075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7229 0.7097 0.0132 1.8% 0.0066 0.9% 39% True False 219
10 0.7229 0.6976 0.0253 3.5% 0.0070 1.0% 68% True False 162
20 0.7229 0.6916 0.0313 4.4% 0.0061 0.9% 74% True False 114
40 0.7229 0.6796 0.0433 6.1% 0.0075 1.1% 81% True False 100
60 0.7229 0.6386 0.0843 11.8% 0.0079 1.1% 90% True False 73
80 0.7229 0.6131 0.1098 15.4% 0.0073 1.0% 93% True False 56
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 0.0018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7620
2.618 0.7470
1.618 0.7378
1.000 0.7321
0.618 0.7286
HIGH 0.7229
0.618 0.7194
0.500 0.7183
0.382 0.7172
LOW 0.7137
0.618 0.7080
1.000 0.7045
1.618 0.6988
2.618 0.6896
4.250 0.6746
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 0.7183 0.7177
PP 0.7171 0.7167
S1 0.7160 0.7158

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

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