CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 04-Mar-2020
Day Change Summary
Previous Current
03-Mar-2020 04-Mar-2020 Change Change % Previous Week
Open 0.6582 0.6615 0.0033 0.5% 0.6634
High 0.6649 0.6634 -0.0015 -0.2% 0.6641
Low 0.6532 0.6598 0.0066 1.0% 0.6468
Close 0.6607 0.6623 0.0016 0.2% 0.6543
Range 0.0117 0.0036 -0.0081 -69.2% 0.0173
ATR
Volume 258 56 -202 -78.3% 100
Daily Pivots for day following 04-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6726 0.6711 0.6643
R3 0.6690 0.6675 0.6633
R2 0.6654 0.6654 0.6630
R1 0.6639 0.6639 0.6626 0.6647
PP 0.6618 0.6618 0.6618 0.6622
S1 0.6603 0.6603 0.6620 0.6611
S2 0.6582 0.6582 0.6616
S3 0.6546 0.6567 0.6613
S4 0.6510 0.6531 0.6603
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% 0.0070 1.1% 86% False False 82
10 0.6711 0.6468 0.0243 3.7% 0.0058 0.9% 64% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6787
2.618 0.6728
1.618 0.6692
1.000 0.6670
0.618 0.6656
HIGH 0.6634
0.618 0.6620
0.500 0.6616
0.382 0.6612
LOW 0.6598
0.618 0.6576
1.000 0.6562
1.618 0.6540
2.618 0.6504
4.250 0.6445
Fisher Pivots for day following 04-Mar-2020
Pivot 1 day 3 day
R1 0.6621 0.6610
PP 0.6618 0.6597
S1 0.6616 0.6585

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

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