CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 12-Mar-2020
Day Change Summary
Previous Current
11-Mar-2020 12-Mar-2020 Change Change % Previous Week
Open 0.6530 0.6443 -0.0087 -1.3% 0.6561
High 0.6530 0.6443 -0.0087 -1.3% 0.6649
Low 0.6477 0.6216 -0.0261 -4.0% 0.6520
Close 0.6486 0.6313 -0.0173 -2.7% 0.6637
Range 0.0053 0.0227 0.0174 328.3% 0.0129
ATR 0.0077 0.0091 0.0014 17.9% 0.0000
Volume 445 192 -253 -56.9% 485
Daily Pivots for day following 12-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7005 0.6886 0.6438
R3 0.6778 0.6659 0.6375
R2 0.6551 0.6551 0.6355
R1 0.6432 0.6432 0.6334 0.6378
PP 0.6324 0.6324 0.6324 0.6297
S1 0.6205 0.6205 0.6292 0.6151
S2 0.6097 0.6097 0.6271
S3 0.5870 0.5978 0.6251
S4 0.5643 0.5751 0.6188
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 0.6216 0.0444 7.0% 0.0154 2.4% 22% False True 159
10 0.6660 0.6216 0.0444 7.0% 0.0113 1.8% 22% False True 125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7408
2.618 0.7037
1.618 0.6810
1.000 0.6670
0.618 0.6583
HIGH 0.6443
0.618 0.6356
0.500 0.6330
0.382 0.6303
LOW 0.6216
0.618 0.6076
1.000 0.5989
1.618 0.5849
2.618 0.5622
4.250 0.5251
Fisher Pivots for day following 12-Mar-2020
Pivot 1 day 3 day
R1 0.6330 0.6391
PP 0.6324 0.6365
S1 0.6319 0.6339

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

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