CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 0.7235 0.7168 -0.0067 -0.9% 0.7137
High 0.7244 0.7184 -0.0060 -0.8% 0.7244
Low 0.7147 0.7143 -0.0004 -0.1% 0.7080
Close 0.7151 0.7153 0.0002 0.0% 0.7151
Range 0.0097 0.0041 -0.0056 -57.7% 0.0164
ATR 0.0071 0.0069 -0.0002 -3.0% 0.0000
Volume 307 45 -262 -85.3% 1,516
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7283 0.7259 0.7176
R3 0.7242 0.7218 0.7164
R2 0.7201 0.7201 0.7161
R1 0.7177 0.7177 0.7157 0.7169
PP 0.7160 0.7160 0.7160 0.7156
S1 0.7136 0.7136 0.7149 0.7128
S2 0.7119 0.7119 0.7145
S3 0.7078 0.7095 0.7142
S4 0.7037 0.7054 0.7130
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 0.7110 0.0134 1.9% 0.0069 1.0% 32% False False 221
10 0.7244 0.7080 0.0164 2.3% 0.0069 1.0% 45% False False 259
20 0.7244 0.6924 0.0320 4.5% 0.0065 0.9% 72% False False 178
40 0.7244 0.6796 0.0448 6.3% 0.0069 1.0% 80% False False 119
60 0.7244 0.6405 0.0839 11.7% 0.0079 1.1% 89% False False 99
80 0.7244 0.6258 0.0986 13.8% 0.0073 1.0% 91% False False 76
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7358
2.618 0.7291
1.618 0.7250
1.000 0.7225
0.618 0.7209
HIGH 0.7184
0.618 0.7168
0.500 0.7164
0.382 0.7159
LOW 0.7143
0.618 0.7118
1.000 0.7102
1.618 0.7077
2.618 0.7036
4.250 0.6969
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 0.7164 0.7194
PP 0.7160 0.7180
S1 0.7157 0.7167

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

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