CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 0.7367 0.7380 0.0013 0.2% 0.7163
High 0.7404 0.7416 0.0012 0.2% 0.7369
Low 0.7343 0.7362 0.0019 0.3% 0.7153
Close 0.7390 0.7370 -0.0020 -0.3% 0.7358
Range 0.0061 0.0054 -0.0007 -11.5% 0.0216
ATR 0.0067 0.0066 -0.0001 -1.4% 0.0000
Volume 1,048 1,663 615 58.7% 2,299
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7545 0.7511 0.7400
R3 0.7491 0.7457 0.7385
R2 0.7437 0.7437 0.7380
R1 0.7403 0.7403 0.7375 0.7393
PP 0.7383 0.7383 0.7383 0.7378
S1 0.7349 0.7349 0.7365 0.7339
S2 0.7329 0.7329 0.7360
S3 0.7275 0.7295 0.7355
S4 0.7221 0.7241 0.7340
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 0.7416 0.7190 0.0226 3.1% 0.0071 1.0% 80% True False 903
10 0.7416 0.7139 0.0277 3.8% 0.0068 0.9% 83% True False 584
20 0.7416 0.7111 0.0305 4.1% 0.0064 0.9% 85% True False 374
40 0.7416 0.6924 0.0492 6.7% 0.0063 0.8% 91% True False 266
60 0.7416 0.6796 0.0620 8.4% 0.0072 1.0% 93% True False 204
80 0.7416 0.6405 0.1011 13.7% 0.0075 1.0% 95% True False 160
100 0.7416 0.6258 0.1158 15.7% 0.0070 1.0% 96% True False 129
Crabel Price Patterns
NR True
NR4 True
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7646
2.618 0.7557
1.618 0.7503
1.000 0.7470
0.618 0.7449
HIGH 0.7416
0.618 0.7395
0.500 0.7389
0.382 0.7383
LOW 0.7362
0.618 0.7329
1.000 0.7308
1.618 0.7275
2.618 0.7221
4.250 0.7133
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 0.7389 0.7359
PP 0.7383 0.7348
S1 0.7376 0.7337

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

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