CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 0.7215 0.7248 0.0033 0.5% 0.7168
High 0.7266 0.7277 0.0011 0.2% 0.7190
Low 0.7212 0.7182 -0.0030 -0.4% 0.7111
Close 0.7247 0.7207 -0.0040 -0.6% 0.7176
Range 0.0054 0.0095 0.0041 75.9% 0.0079
ATR 0.0063 0.0066 0.0002 3.6% 0.0000
Volume 232 277 45 19.4% 690
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7507 0.7452 0.7259
R3 0.7412 0.7357 0.7233
R2 0.7317 0.7317 0.7224
R1 0.7262 0.7262 0.7216 0.7242
PP 0.7222 0.7222 0.7222 0.7212
S1 0.7167 0.7167 0.7198 0.7147
S2 0.7127 0.7127 0.7190
S3 0.7032 0.7072 0.7181
S4 0.6937 0.6977 0.7155
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 0.7277 0.7135 0.0142 2.0% 0.0059 0.8% 51% True False 184
10 0.7277 0.7111 0.0166 2.3% 0.0061 0.9% 58% True False 176
20 0.7277 0.7067 0.0210 2.9% 0.0064 0.9% 67% True False 211
40 0.7277 0.6835 0.0442 6.1% 0.0062 0.9% 84% True False 140
60 0.7277 0.6568 0.0709 9.8% 0.0076 1.1% 90% True False 118
80 0.7277 0.6379 0.0898 12.5% 0.0074 1.0% 92% True False 91
100 0.7277 0.5990 0.1287 17.9% 0.0071 1.0% 95% 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 0.0018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7681
2.618 0.7526
1.618 0.7431
1.000 0.7372
0.618 0.7336
HIGH 0.7277
0.618 0.7241
0.500 0.7230
0.382 0.7218
LOW 0.7182
0.618 0.7123
1.000 0.7087
1.618 0.7028
2.618 0.6933
4.250 0.6778
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 0.7230 0.7226
PP 0.7222 0.7219
S1 0.7215 0.7213

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

View Archives - Comment on this page... - Back to Index of Symbols