CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 10-Mar-2020
Day Change Summary
Previous Current
09-Mar-2020 10-Mar-2020 Change Change % Previous Week
Open 0.6620 0.6541 -0.0079 -1.2% 0.6561
High 0.6660 0.6565 -0.0095 -1.4% 0.6649
Low 0.6312 0.6468 0.0156 2.5% 0.6520
Close 0.6589 0.6482 -0.0107 -1.6% 0.6637
Range 0.0348 0.0097 -0.0251 -72.1% 0.0129
ATR 0.0076 0.0079 0.0003 4.3% 0.0000
Volume 92 16 -76 -82.6% 485
Daily Pivots for day following 10-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6796 0.6736 0.6535
R3 0.6699 0.6639 0.6509
R2 0.6602 0.6602 0.6500
R1 0.6542 0.6542 0.6491 0.6524
PP 0.6505 0.6505 0.6505 0.6496
S1 0.6445 0.6445 0.6473 0.6427
S2 0.6408 0.6408 0.6464
S3 0.6311 0.6348 0.6455
S4 0.6214 0.6251 0.6429
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6989 0.6942 0.6708
R3 0.6860 0.6813 0.6672
R2 0.6731 0.6731 0.6661
R1 0.6684 0.6684 0.6649 0.6708
PP 0.6602 0.6602 0.6602 0.6614
S1 0.6555 0.6555 0.6625 0.6579
S2 0.6473 0.6473 0.6613
S3 0.6344 0.6426 0.6602
S4 0.6215 0.6297 0.6566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6660 0.6312 0.0348 5.4% 0.0115 1.8% 49% False False 56
10 0.6660 0.6312 0.0348 5.4% 0.0095 1.5% 49% False False 65
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6977
2.618 0.6819
1.618 0.6722
1.000 0.6662
0.618 0.6625
HIGH 0.6565
0.618 0.6528
0.500 0.6517
0.382 0.6505
LOW 0.6468
0.618 0.6408
1.000 0.6371
1.618 0.6311
2.618 0.6214
4.250 0.6056
Fisher Pivots for day following 10-Mar-2020
Pivot 1 day 3 day
R1 0.6517 0.6486
PP 0.6505 0.6485
S1 0.6494 0.6483

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

View Archives - Comment on this page... - Back to Index of Symbols