CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 05-Mar-2020
Day Change Summary
Previous Current
04-Mar-2020 05-Mar-2020 Change Change % Previous Week
Open 0.6615 0.6625 0.0010 0.2% 0.6634
High 0.6634 0.6640 0.0006 0.1% 0.6641
Low 0.6598 0.6593 -0.0005 -0.1% 0.6468
Close 0.6623 0.6595 -0.0028 -0.4% 0.6543
Range 0.0036 0.0047 0.0011 30.6% 0.0173
ATR 0.0000 0.0055 0.0055 0.0000
Volume 56 68 12 21.4% 100
Daily Pivots for day following 05-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6750 0.6720 0.6621
R3 0.6703 0.6673 0.6608
R2 0.6656 0.6656 0.6604
R1 0.6626 0.6626 0.6599 0.6618
PP 0.6609 0.6609 0.6609 0.6605
S1 0.6579 0.6579 0.6591 0.6571
S2 0.6562 0.6562 0.6586
S3 0.6515 0.6532 0.6582
S4 0.6468 0.6485 0.6569
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% 0.0071 1.1% 70% False False 91
10 0.6661 0.6468 0.0193 2.9% 0.0055 0.8% 66% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6840
2.618 0.6763
1.618 0.6716
1.000 0.6687
0.618 0.6669
HIGH 0.6640
0.618 0.6622
0.500 0.6617
0.382 0.6611
LOW 0.6593
0.618 0.6564
1.000 0.6546
1.618 0.6517
2.618 0.6470
4.250 0.6393
Fisher Pivots for day following 05-Mar-2020
Pivot 1 day 3 day
R1 0.6617 0.6594
PP 0.6609 0.6592
S1 0.6602 0.6591

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

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