CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 0.7178 0.7215 0.0037 0.5% 0.7168
High 0.7229 0.7266 0.0037 0.5% 0.7190
Low 0.7174 0.7212 0.0038 0.5% 0.7111
Close 0.7211 0.7247 0.0036 0.5% 0.7176
Range 0.0055 0.0054 -0.0001 -1.8% 0.0079
ATR 0.0064 0.0063 -0.0001 -1.0% 0.0000
Volume 159 232 73 45.9% 690
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7404 0.7379 0.7277
R3 0.7350 0.7325 0.7262
R2 0.7296 0.7296 0.7257
R1 0.7271 0.7271 0.7252 0.7284
PP 0.7242 0.7242 0.7242 0.7248
S1 0.7217 0.7217 0.7242 0.7230
S2 0.7188 0.7188 0.7237
S3 0.7134 0.7163 0.7232
S4 0.7080 0.7109 0.7217
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7396 0.7365 0.7219
R3 0.7317 0.7286 0.7198
R2 0.7238 0.7238 0.7190
R1 0.7207 0.7207 0.7183 0.7223
PP 0.7159 0.7159 0.7159 0.7167
S1 0.7128 0.7128 0.7169 0.7144
S2 0.7080 0.7080 0.7162
S3 0.7001 0.7049 0.7154
S4 0.6922 0.6970 0.7133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7266 0.7111 0.0155 2.1% 0.0053 0.7% 88% True False 189
10 0.7266 0.7111 0.0155 2.1% 0.0061 0.8% 88% True False 163
20 0.7266 0.7067 0.0199 2.7% 0.0063 0.9% 90% True False 201
40 0.7266 0.6835 0.0431 5.9% 0.0063 0.9% 96% True False 137
60 0.7266 0.6520 0.0746 10.3% 0.0077 1.1% 97% True False 113
80 0.7266 0.6379 0.0887 12.2% 0.0073 1.0% 98% True False 88
100 0.7266 0.5990 0.1276 17.6% 0.0072 1.0% 99% True False 73
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7496
2.618 0.7407
1.618 0.7353
1.000 0.7320
0.618 0.7299
HIGH 0.7266
0.618 0.7245
0.500 0.7239
0.382 0.7233
LOW 0.7212
0.618 0.7179
1.000 0.7158
1.618 0.7125
2.618 0.7071
4.250 0.6983
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 0.7244 0.7232
PP 0.7242 0.7216
S1 0.7239 0.7201

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

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