CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 03-Mar-2020
Day Change Summary
Previous Current
02-Mar-2020 03-Mar-2020 Change Change % Previous Week
Open 0.6561 0.6582 0.0021 0.3% 0.6634
High 0.6583 0.6649 0.0066 1.0% 0.6641
Low 0.6520 0.6532 0.0012 0.2% 0.6468
Close 0.6551 0.6607 0.0056 0.9% 0.6543
Range 0.0063 0.0117 0.0054 85.7% 0.0173
ATR
Volume 53 258 205 386.8% 100
Daily Pivots for day following 03-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6947 0.6894 0.6671
R3 0.6830 0.6777 0.6639
R2 0.6713 0.6713 0.6628
R1 0.6660 0.6660 0.6618 0.6687
PP 0.6596 0.6596 0.6596 0.6609
S1 0.6543 0.6543 0.6596 0.6570
S2 0.6479 0.6479 0.6586
S3 0.6362 0.6426 0.6575
S4 0.6245 0.6309 0.6543
Weekly Pivots for week ending 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7070 0.6979 0.6638
R3 0.6897 0.6806 0.6591
R2 0.6724 0.6724 0.6575
R1 0.6633 0.6633 0.6559 0.6592
PP 0.6551 0.6551 0.6551 0.6530
S1 0.6460 0.6460 0.6527 0.6419
S2 0.6378 0.6378 0.6511
S3 0.6205 0.6287 0.6495
S4 0.6032 0.6114 0.6448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6649 0.6468 0.0181 2.7% 0.0074 1.1% 77% True False 75
10 0.6729 0.6468 0.0261 4.0% 0.0058 0.9% 53% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7146
2.618 0.6955
1.618 0.6838
1.000 0.6766
0.618 0.6721
HIGH 0.6649
0.618 0.6604
0.500 0.6591
0.382 0.6577
LOW 0.6532
0.618 0.6460
1.000 0.6415
1.618 0.6343
2.618 0.6226
4.250 0.6035
Fisher Pivots for day following 03-Mar-2020
Pivot 1 day 3 day
R1 0.6602 0.6591
PP 0.6596 0.6575
S1 0.6591 0.6559

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.