CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 23-Mar-2020
Day Change Summary
Previous Current
20-Mar-2020 23-Mar-2020 Change Change % Previous Week
Open 0.5756 0.5740 -0.0016 -0.3% 0.6141
High 0.5988 0.5843 -0.0145 -2.4% 0.6252
Low 0.5679 0.5710 0.0031 0.5% 0.5520
Close 0.5805 0.5791 -0.0014 -0.2% 0.5805
Range 0.0309 0.0133 -0.0176 -57.0% 0.0732
ATR 0.0157 0.0156 -0.0002 -1.1% 0.0000
Volume 507 107 -400 -78.9% 1,245
Daily Pivots for day following 23-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6180 0.6119 0.5864
R3 0.6047 0.5986 0.5828
R2 0.5914 0.5914 0.5815
R1 0.5853 0.5853 0.5803 0.5884
PP 0.5781 0.5781 0.5781 0.5797
S1 0.5720 0.5720 0.5779 0.5751
S2 0.5648 0.5648 0.5767
S3 0.5515 0.5587 0.5754
S4 0.5382 0.5454 0.5718
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.8055 0.7662 0.6208
R3 0.7323 0.6930 0.6006
R2 0.6591 0.6591 0.5939
R1 0.6198 0.6198 0.5872 0.6029
PP 0.5859 0.5859 0.5859 0.5774
S1 0.5466 0.5466 0.5738 0.5297
S2 0.5127 0.5127 0.5671
S3 0.4395 0.4734 0.5604
S4 0.3663 0.4002 0.5402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6138 0.5520 0.0618 10.7% 0.0273 4.7% 44% False False 238
10 0.6565 0.5520 0.1045 18.0% 0.0211 3.6% 26% False False 238
20 0.6660 0.5520 0.1140 19.7% 0.0149 2.6% 24% False False 152
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0044
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.6408
2.618 0.6191
1.618 0.6058
1.000 0.5976
0.618 0.5925
HIGH 0.5843
0.618 0.5792
0.500 0.5777
0.382 0.5761
LOW 0.5710
0.618 0.5628
1.000 0.5577
1.618 0.5495
2.618 0.5362
4.250 0.5145
Fisher Pivots for day following 23-Mar-2020
Pivot 1 day 3 day
R1 0.5786 0.5779
PP 0.5781 0.5766
S1 0.5777 0.5754

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

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