CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 0.7248 0.7192 -0.0056 -0.8% 0.7168
High 0.7277 0.7203 -0.0074 -1.0% 0.7190
Low 0.7182 0.7139 -0.0043 -0.6% 0.7111
Close 0.7207 0.7196 -0.0011 -0.2% 0.7176
Range 0.0095 0.0064 -0.0031 -32.6% 0.0079
ATR 0.0066 0.0066 0.0000 0.3% 0.0000
Volume 277 286 9 3.2% 690
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7371 0.7348 0.7231
R3 0.7307 0.7284 0.7214
R2 0.7243 0.7243 0.7208
R1 0.7220 0.7220 0.7202 0.7232
PP 0.7179 0.7179 0.7179 0.7185
S1 0.7156 0.7156 0.7190 0.7168
S2 0.7115 0.7115 0.7184
S3 0.7051 0.7092 0.7178
S4 0.6987 0.7028 0.7161
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% 0.0062 0.9% 43% False False 217
10 0.7277 0.7111 0.0166 2.3% 0.0062 0.9% 51% False False 195
20 0.7277 0.7067 0.0210 2.9% 0.0064 0.9% 61% False False 223
40 0.7277 0.6835 0.0442 6.1% 0.0061 0.9% 82% False False 145
60 0.7277 0.6586 0.0691 9.6% 0.0076 1.1% 88% False False 122
80 0.7277 0.6379 0.0898 12.5% 0.0074 1.0% 91% False False 95
100 0.7277 0.5990 0.1287 17.9% 0.0072 1.0% 94% False False 78
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7475
2.618 0.7371
1.618 0.7307
1.000 0.7267
0.618 0.7243
HIGH 0.7203
0.618 0.7179
0.500 0.7171
0.382 0.7163
LOW 0.7139
0.618 0.7099
1.000 0.7075
1.618 0.7035
2.618 0.6971
4.250 0.6867
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 0.7188 0.7208
PP 0.7179 0.7204
S1 0.7171 0.7200

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

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