CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 0.7380 0.7376 -0.0004 -0.1% 0.7163
High 0.7416 0.7383 -0.0033 -0.4% 0.7369
Low 0.7362 0.7303 -0.0059 -0.8% 0.7153
Close 0.7370 0.7318 -0.0052 -0.7% 0.7358
Range 0.0054 0.0080 0.0026 48.1% 0.0216
ATR 0.0066 0.0067 0.0001 1.5% 0.0000
Volume 1,663 1,866 203 12.2% 2,299
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7575 0.7526 0.7362
R3 0.7495 0.7446 0.7340
R2 0.7415 0.7415 0.7333
R1 0.7366 0.7366 0.7325 0.7351
PP 0.7335 0.7335 0.7335 0.7327
S1 0.7286 0.7286 0.7311 0.7271
S2 0.7255 0.7255 0.7303
S3 0.7175 0.7206 0.7296
S4 0.7095 0.7126 0.7274
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 0.7218 0.0198 2.7% 0.0076 1.0% 51% False False 1,216
10 0.7416 0.7139 0.0277 3.8% 0.0067 0.9% 65% False False 743
20 0.7416 0.7111 0.0305 4.2% 0.0064 0.9% 68% False False 459
40 0.7416 0.6924 0.0492 6.7% 0.0063 0.9% 80% False False 312
60 0.7416 0.6796 0.0620 8.5% 0.0071 1.0% 84% False False 235
80 0.7416 0.6405 0.1011 13.8% 0.0075 1.0% 90% False False 183
100 0.7416 0.6258 0.1158 15.8% 0.0071 1.0% 92% False False 148
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7723
2.618 0.7592
1.618 0.7512
1.000 0.7463
0.618 0.7432
HIGH 0.7383
0.618 0.7352
0.500 0.7343
0.382 0.7334
LOW 0.7303
0.618 0.7254
1.000 0.7223
1.618 0.7174
2.618 0.7094
4.250 0.6963
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 0.7343 0.7360
PP 0.7335 0.7346
S1 0.7326 0.7332

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

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