CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 0.7224 0.7170 -0.0054 -0.7% 0.7285
High 0.7237 0.7179 -0.0058 -0.8% 0.7347
Low 0.7156 0.7070 -0.0086 -1.2% 0.7256
Close 0.7168 0.7078 -0.0090 -1.3% 0.7301
Range 0.0081 0.0109 0.0028 34.6% 0.0091
ATR 0.0072 0.0075 0.0003 3.7% 0.0000
Volume 118,387 108,809 -9,578 -8.1% 380,251
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7436 0.7366 0.7138
R3 0.7327 0.7257 0.7108
R2 0.7218 0.7218 0.7098
R1 0.7148 0.7148 0.7088 0.7129
PP 0.7109 0.7109 0.7109 0.7099
S1 0.7039 0.7039 0.7068 0.7020
S2 0.7000 0.7000 0.7058
S3 0.6891 0.6930 0.7048
S4 0.6782 0.6821 0.7018
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7574 0.7529 0.7351
R3 0.7483 0.7438 0.7326
R2 0.7392 0.7392 0.7318
R1 0.7347 0.7347 0.7309 0.7370
PP 0.7301 0.7301 0.7301 0.7313
S1 0.7256 0.7256 0.7293 0.7279
S2 0.7210 0.7210 0.7284
S3 0.7119 0.7165 0.7276
S4 0.7028 0.7074 0.7251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7336 0.7070 0.0266 3.8% 0.0086 1.2% 3% False True 100,333
10 0.7347 0.7070 0.0277 3.9% 0.0074 1.0% 3% False True 83,620
20 0.7416 0.7070 0.0346 4.9% 0.0076 1.1% 2% False True 51,126
40 0.7416 0.7070 0.0346 4.9% 0.0070 1.0% 2% False True 25,685
60 0.7416 0.6835 0.0581 8.2% 0.0067 0.9% 42% False False 17,148
80 0.7416 0.6777 0.0639 9.0% 0.0074 1.0% 47% False False 12,881
100 0.7416 0.6379 0.1037 14.7% 0.0074 1.1% 67% False False 10,309
120 0.7416 0.5990 0.1426 20.1% 0.0071 1.0% 76% False False 8,591
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7642
2.618 0.7464
1.618 0.7355
1.000 0.7288
0.618 0.7246
HIGH 0.7179
0.618 0.7137
0.500 0.7125
0.382 0.7112
LOW 0.7070
0.618 0.7003
1.000 0.6961
1.618 0.6894
2.618 0.6785
4.250 0.6607
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 0.7125 0.7198
PP 0.7109 0.7158
S1 0.7094 0.7118

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

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