CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 0.7192 0.7210 0.0018 0.3% 0.7178
High 0.7203 0.7217 0.0014 0.2% 0.7277
Low 0.7139 0.7143 0.0004 0.1% 0.7139
Close 0.7196 0.7163 -0.0033 -0.5% 0.7163
Range 0.0064 0.0074 0.0010 15.6% 0.0138
ATR 0.0066 0.0066 0.0001 0.9% 0.0000
Volume 286 270 -16 -5.6% 1,224
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7396 0.7354 0.7204
R3 0.7322 0.7280 0.7183
R2 0.7248 0.7248 0.7177
R1 0.7206 0.7206 0.7170 0.7190
PP 0.7174 0.7174 0.7174 0.7167
S1 0.7132 0.7132 0.7156 0.7116
S2 0.7100 0.7100 0.7149
S3 0.7026 0.7058 0.7143
S4 0.6952 0.6984 0.7122
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7607 0.7523 0.7239
R3 0.7469 0.7385 0.7201
R2 0.7331 0.7331 0.7188
R1 0.7247 0.7247 0.7176 0.7220
PP 0.7193 0.7193 0.7193 0.7180
S1 0.7109 0.7109 0.7150 0.7082
S2 0.7055 0.7055 0.7138
S3 0.6917 0.6971 0.7125
S4 0.6779 0.6833 0.7087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7277 0.7139 0.0138 1.9% 0.0068 1.0% 17% False False 244
10 0.7277 0.7111 0.0166 2.3% 0.0059 0.8% 31% False False 191
20 0.7277 0.7080 0.0197 2.8% 0.0065 0.9% 42% False False 226
40 0.7277 0.6835 0.0442 6.2% 0.0062 0.9% 74% False False 149
60 0.7277 0.6619 0.0658 9.2% 0.0076 1.1% 83% False False 126
80 0.7277 0.6379 0.0898 12.5% 0.0074 1.0% 87% False False 98
100 0.7277 0.5990 0.1287 18.0% 0.0071 1.0% 91% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7532
2.618 0.7411
1.618 0.7337
1.000 0.7291
0.618 0.7263
HIGH 0.7217
0.618 0.7189
0.500 0.7180
0.382 0.7171
LOW 0.7143
0.618 0.7097
1.000 0.7069
1.618 0.7023
2.618 0.6949
4.250 0.6829
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 0.7180 0.7208
PP 0.7174 0.7193
S1 0.7169 0.7178

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

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