CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 0.7126 0.7164 0.0038 0.5% 0.7102
High 0.7168 0.7243 0.0075 1.0% 0.7229
Low 0.7110 0.7157 0.0047 0.7% 0.7097
Close 0.7158 0.7195 0.0037 0.5% 0.7148
Range 0.0058 0.0086 0.0028 48.3% 0.0132
ATR 0.0069 0.0070 0.0001 1.8% 0.0000
Volume 502 155 -347 -69.1% 1,097
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7456 0.7412 0.7242
R3 0.7370 0.7326 0.7219
R2 0.7284 0.7284 0.7211
R1 0.7240 0.7240 0.7203 0.7262
PP 0.7198 0.7198 0.7198 0.7210
S1 0.7154 0.7154 0.7187 0.7176
S2 0.7112 0.7112 0.7179
S3 0.7026 0.7068 0.7171
S4 0.6940 0.6982 0.7148
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 0.7243 0.7080 0.0163 2.3% 0.0077 1.1% 71% True False 390
10 0.7243 0.7067 0.0176 2.4% 0.0067 0.9% 73% True False 246
20 0.7243 0.6924 0.0319 4.4% 0.0062 0.9% 85% True False 164
40 0.7243 0.6796 0.0447 6.2% 0.0074 1.0% 89% True False 122
60 0.7243 0.6405 0.0838 11.6% 0.0079 1.1% 94% True False 92
80 0.7243 0.6258 0.0985 13.7% 0.0072 1.0% 95% True False 70
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7609
2.618 0.7468
1.618 0.7382
1.000 0.7329
0.618 0.7296
HIGH 0.7243
0.618 0.7210
0.500 0.7200
0.382 0.7190
LOW 0.7157
0.618 0.7104
1.000 0.7071
1.618 0.7018
2.618 0.6932
4.250 0.6792
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 0.7200 0.7184
PP 0.7198 0.7173
S1 0.7197 0.7162

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

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