CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 0.7241 0.7259 0.0018 0.2% 0.7163
High 0.7293 0.7369 0.0076 1.0% 0.7369
Low 0.7218 0.7257 0.0039 0.5% 0.7153
Close 0.7262 0.7358 0.0096 1.3% 0.7358
Range 0.0075 0.0112 0.0037 49.3% 0.0216
ATR 0.0064 0.0067 0.0003 5.4% 0.0000
Volume 434 1,071 637 146.8% 2,299
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7664 0.7623 0.7420
R3 0.7552 0.7511 0.7389
R2 0.7440 0.7440 0.7379
R1 0.7399 0.7399 0.7368 0.7420
PP 0.7328 0.7328 0.7328 0.7338
S1 0.7287 0.7287 0.7348 0.7308
S2 0.7216 0.7216 0.7337
S3 0.7104 0.7175 0.7327
S4 0.6992 0.7063 0.7296
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7941 0.7866 0.7477
R3 0.7725 0.7650 0.7417
R2 0.7509 0.7509 0.7398
R1 0.7434 0.7434 0.7378 0.7472
PP 0.7293 0.7293 0.7293 0.7312
S1 0.7218 0.7218 0.7338 0.7256
S2 0.7077 0.7077 0.7318
S3 0.6861 0.7002 0.7299
S4 0.6645 0.6786 0.7239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7369 0.7153 0.0216 2.9% 0.0067 0.9% 95% True False 459
10 0.7369 0.7139 0.0230 3.1% 0.0068 0.9% 95% True False 352
20 0.7369 0.7080 0.0289 3.9% 0.0065 0.9% 96% True False 286
40 0.7369 0.6916 0.0453 6.2% 0.0063 0.9% 98% True False 200
60 0.7369 0.6796 0.0573 7.8% 0.0072 1.0% 98% True False 162
80 0.7369 0.6386 0.0983 13.4% 0.0076 1.0% 99% True False 126
100 0.7369 0.6131 0.1238 16.8% 0.0071 1.0% 99% True False 102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7845
2.618 0.7662
1.618 0.7550
1.000 0.7481
0.618 0.7438
HIGH 0.7369
0.618 0.7326
0.500 0.7313
0.382 0.7300
LOW 0.7257
0.618 0.7188
1.000 0.7145
1.618 0.7076
2.618 0.6964
4.250 0.6781
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 0.7343 0.7332
PP 0.7328 0.7306
S1 0.7313 0.7280

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

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