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 |
|
|
|
|
|
|
| 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 |
|