CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 13-Mar-2020
Day Change Summary
Previous Current
12-Mar-2020 13-Mar-2020 Change Change % Previous Week
Open 0.6443 0.6291 -0.0152 -2.4% 0.6620
High 0.6443 0.6308 -0.0135 -2.1% 0.6660
Low 0.6216 0.6110 -0.0106 -1.7% 0.6110
Close 0.6313 0.6139 -0.0174 -2.8% 0.6139
Range 0.0227 0.0198 -0.0029 -12.8% 0.0550
ATR 0.0091 0.0099 0.0008 8.8% 0.0000
Volume 192 375 183 95.3% 1,120
Daily Pivots for day following 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6780 0.6657 0.6248
R3 0.6582 0.6459 0.6193
R2 0.6384 0.6384 0.6175
R1 0.6261 0.6261 0.6157 0.6224
PP 0.6186 0.6186 0.6186 0.6167
S1 0.6063 0.6063 0.6121 0.6026
S2 0.5988 0.5988 0.6103
S3 0.5790 0.5865 0.6085
S4 0.5592 0.5667 0.6030
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7953 0.7596 0.6442
R3 0.7403 0.7046 0.6290
R2 0.6853 0.6853 0.6240
R1 0.6496 0.6496 0.6189 0.6400
PP 0.6303 0.6303 0.6303 0.6255
S1 0.5946 0.5946 0.6089 0.5850
S2 0.5753 0.5753 0.6038
S3 0.5203 0.5396 0.5988
S4 0.4653 0.4846 0.5837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6660 0.6110 0.0550 9.0% 0.0185 3.0% 5% False True 224
10 0.6660 0.6110 0.0550 9.0% 0.0123 2.0% 5% False True 160
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7150
2.618 0.6826
1.618 0.6628
1.000 0.6506
0.618 0.6430
HIGH 0.6308
0.618 0.6232
0.500 0.6209
0.382 0.6186
LOW 0.6110
0.618 0.5988
1.000 0.5912
1.618 0.5790
2.618 0.5592
4.250 0.5269
Fisher Pivots for day following 13-Mar-2020
Pivot 1 day 3 day
R1 0.6209 0.6320
PP 0.6186 0.6260
S1 0.6162 0.6199

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

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