CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 08-Apr-2020
Day Change Summary
Previous Current
07-Apr-2020 08-Apr-2020 Change Change % Previous Week
Open 0.6117 0.6145 0.0028 0.5% 0.6166
High 0.6206 0.6243 0.0037 0.6% 0.6206
Low 0.6088 0.6124 0.0036 0.6% 0.5985
Close 0.6197 0.6238 0.0041 0.7% 0.6002
Range 0.0118 0.0119 0.0001 0.8% 0.0221
ATR 0.0138 0.0137 -0.0001 -1.0% 0.0000
Volume 107 40 -67 -62.6% 951
Daily Pivots for day following 08-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6559 0.6517 0.6303
R3 0.6440 0.6398 0.6271
R2 0.6321 0.6321 0.6260
R1 0.6279 0.6279 0.6249 0.6300
PP 0.6202 0.6202 0.6202 0.6212
S1 0.6160 0.6160 0.6227 0.6181
S2 0.6083 0.6083 0.6216
S3 0.5964 0.6041 0.6205
S4 0.5845 0.5922 0.6173
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6727 0.6586 0.6124
R3 0.6506 0.6365 0.6063
R2 0.6285 0.6285 0.6043
R1 0.6144 0.6144 0.6022 0.6104
PP 0.6064 0.6064 0.6064 0.6045
S1 0.5923 0.5923 0.5982 0.5883
S2 0.5843 0.5843 0.5961
S3 0.5622 0.5702 0.5941
S4 0.5401 0.5481 0.5880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6243 0.5985 0.0258 4.1% 0.0106 1.7% 98% True False 113
10 0.6243 0.5880 0.0363 5.8% 0.0121 1.9% 99% True False 149
20 0.6443 0.5520 0.0923 14.8% 0.0171 2.7% 78% False False 189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6749
2.618 0.6555
1.618 0.6436
1.000 0.6362
0.618 0.6317
HIGH 0.6243
0.618 0.6198
0.500 0.6184
0.382 0.6169
LOW 0.6124
0.618 0.6050
1.000 0.6005
1.618 0.5931
2.618 0.5812
4.250 0.5618
Fisher Pivots for day following 08-Apr-2020
Pivot 1 day 3 day
R1 0.6220 0.6200
PP 0.6202 0.6162
S1 0.6184 0.6124

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

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