CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 0.7199 0.7137 -0.0062 -0.9% 0.7102
High 0.7229 0.7152 -0.0077 -1.1% 0.7229
Low 0.7137 0.7080 -0.0057 -0.8% 0.7097
Close 0.7148 0.7122 -0.0026 -0.4% 0.7148
Range 0.0092 0.0072 -0.0020 -21.7% 0.0132
ATR 0.0069 0.0069 0.0000 0.3% 0.0000
Volume 504 456 -48 -9.5% 1,097
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7334 0.7300 0.7162
R3 0.7262 0.7228 0.7142
R2 0.7190 0.7190 0.7135
R1 0.7156 0.7156 0.7129 0.7137
PP 0.7118 0.7118 0.7118 0.7109
S1 0.7084 0.7084 0.7115 0.7065
S2 0.7046 0.7046 0.7109
S3 0.6974 0.7012 0.7102
S4 0.6902 0.6940 0.7082
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 0.7080 0.0149 2.1% 0.0069 1.0% 28% False True 298
10 0.7229 0.7019 0.0210 2.9% 0.0073 1.0% 49% False False 202
20 0.7229 0.6924 0.0305 4.3% 0.0061 0.9% 65% False False 134
40 0.7229 0.6796 0.0433 6.1% 0.0075 1.1% 75% False False 110
60 0.7229 0.6405 0.0824 11.6% 0.0078 1.1% 87% False False 81
80 0.7229 0.6199 0.1030 14.5% 0.0073 1.0% 90% False False 62
Crabel Price Patterns
NR True
NR4 False
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7458
2.618 0.7340
1.618 0.7268
1.000 0.7224
0.618 0.7196
HIGH 0.7152
0.618 0.7124
0.500 0.7116
0.382 0.7108
LOW 0.7080
0.618 0.7036
1.000 0.7008
1.618 0.6964
2.618 0.6892
4.250 0.6774
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 0.7120 0.7155
PP 0.7118 0.7144
S1 0.7116 0.7133

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

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