CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 0.7201 0.7235 0.0034 0.5% 0.7137
High 0.7240 0.7244 0.0004 0.1% 0.7244
Low 0.7177 0.7147 -0.0030 -0.4% 0.7080
Close 0.7236 0.7151 -0.0085 -1.2% 0.7151
Range 0.0063 0.0097 0.0034 54.0% 0.0164
ATR 0.0069 0.0071 0.0002 2.9% 0.0000
Volume 96 307 211 219.8% 1,516
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7472 0.7408 0.7204
R3 0.7375 0.7311 0.7178
R2 0.7278 0.7278 0.7169
R1 0.7214 0.7214 0.7160 0.7198
PP 0.7181 0.7181 0.7181 0.7172
S1 0.7117 0.7117 0.7142 0.7101
S2 0.7084 0.7084 0.7133
S3 0.6987 0.7020 0.7124
S4 0.6890 0.6923 0.7098
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7650 0.7565 0.7241
R3 0.7486 0.7401 0.7196
R2 0.7322 0.7322 0.7181
R1 0.7237 0.7237 0.7166 0.7280
PP 0.7158 0.7158 0.7158 0.7180
S1 0.7073 0.7073 0.7136 0.7116
S2 0.6994 0.6994 0.7121
S3 0.6830 0.6909 0.7106
S4 0.6666 0.6745 0.7061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7244 0.7080 0.0164 2.3% 0.0075 1.1% 43% True False 303
10 0.7244 0.7080 0.0164 2.3% 0.0070 1.0% 43% True False 261
20 0.7244 0.6924 0.0320 4.5% 0.0065 0.9% 71% True False 178
40 0.7244 0.6796 0.0448 6.3% 0.0071 1.0% 79% True False 122
60 0.7244 0.6405 0.0839 11.7% 0.0079 1.1% 89% True False 98
80 0.7244 0.6258 0.0986 13.8% 0.0073 1.0% 91% True False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7656
2.618 0.7498
1.618 0.7401
1.000 0.7341
0.618 0.7304
HIGH 0.7244
0.618 0.7207
0.500 0.7196
0.382 0.7184
LOW 0.7147
0.618 0.7087
1.000 0.7050
1.618 0.6990
2.618 0.6893
4.250 0.6735
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 0.7196 0.7196
PP 0.7181 0.7181
S1 0.7166 0.7166

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

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