CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 0.7076 0.7047 -0.0029 -0.4% 0.7298
High 0.7083 0.7088 0.0005 0.1% 0.7326
Low 0.7017 0.7008 -0.0009 -0.1% 0.7008
Close 0.7052 0.7026 -0.0026 -0.4% 0.7026
Range 0.0066 0.0080 0.0014 21.2% 0.0318
ATR 0.0074 0.0074 0.0000 0.6% 0.0000
Volume 130,396 101,256 -29,140 -22.3% 563,133
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7281 0.7233 0.7070
R3 0.7201 0.7153 0.7048
R2 0.7121 0.7121 0.7041
R1 0.7073 0.7073 0.7033 0.7057
PP 0.7041 0.7041 0.7041 0.7033
S1 0.6993 0.6993 0.7019 0.6977
S2 0.6961 0.6961 0.7011
S3 0.6881 0.6913 0.7004
S4 0.6801 0.6833 0.6982
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.8074 0.7868 0.7201
R3 0.7756 0.7550 0.7113
R2 0.7438 0.7438 0.7084
R1 0.7232 0.7232 0.7055 0.7176
PP 0.7120 0.7120 0.7120 0.7092
S1 0.6914 0.6914 0.6997 0.6858
S2 0.6802 0.6802 0.6968
S3 0.6484 0.6596 0.6939
S4 0.6166 0.6278 0.6851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7326 0.7008 0.0318 4.5% 0.0092 1.3% 6% False True 112,626
10 0.7347 0.7008 0.0339 4.8% 0.0076 1.1% 5% False True 94,338
20 0.7416 0.7008 0.0408 5.8% 0.0077 1.1% 4% False True 62,676
40 0.7416 0.7008 0.0408 5.8% 0.0070 1.0% 4% False True 31,467
60 0.7416 0.6905 0.0511 7.3% 0.0067 0.9% 24% False False 21,009
80 0.7416 0.6796 0.0620 8.8% 0.0073 1.0% 37% False False 15,777
100 0.7416 0.6386 0.1030 14.7% 0.0075 1.1% 62% False False 12,626
120 0.7416 0.6131 0.1285 18.3% 0.0071 1.0% 70% False False 10,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7428
2.618 0.7297
1.618 0.7217
1.000 0.7168
0.618 0.7137
HIGH 0.7088
0.618 0.7057
0.500 0.7048
0.382 0.7039
LOW 0.7008
0.618 0.6959
1.000 0.6928
1.618 0.6879
2.618 0.6799
4.250 0.6668
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 0.7048 0.7094
PP 0.7041 0.7071
S1 0.7033 0.7049

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

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