CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 18-Mar-2020
Day Change Summary
Previous Current
17-Mar-2020 18-Mar-2020 Change Change % Previous Week
Open 0.6115 0.5993 -0.0122 -2.0% 0.6620
High 0.6138 0.6019 -0.0119 -1.9% 0.6660
Low 0.5959 0.5708 -0.0251 -4.2% 0.6110
Close 0.5991 0.5777 -0.0214 -3.6% 0.6139
Range 0.0179 0.0311 0.0132 73.7% 0.0550
ATR 0.0109 0.0123 0.0014 13.2% 0.0000
Volume 147 162 15 10.2% 1,120
Daily Pivots for day following 18-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6768 0.6583 0.5948
R3 0.6457 0.6272 0.5863
R2 0.6146 0.6146 0.5834
R1 0.5961 0.5961 0.5806 0.5898
PP 0.5835 0.5835 0.5835 0.5803
S1 0.5650 0.5650 0.5748 0.5587
S2 0.5524 0.5524 0.5720
S3 0.5213 0.5339 0.5691
S4 0.4902 0.5028 0.5606
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 0.6443 0.5708 0.0735 12.7% 0.0216 3.7% 9% False True 207
10 0.6660 0.5708 0.0952 16.5% 0.0167 2.9% 7% False True 170
20 0.6711 0.5708 0.1003 17.4% 0.0113 1.9% 7% False True 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7341
2.618 0.6833
1.618 0.6522
1.000 0.6330
0.618 0.6211
HIGH 0.6019
0.618 0.5900
0.500 0.5864
0.382 0.5827
LOW 0.5708
0.618 0.5516
1.000 0.5397
1.618 0.5205
2.618 0.4894
4.250 0.4386
Fisher Pivots for day following 18-Mar-2020
Pivot 1 day 3 day
R1 0.5864 0.5980
PP 0.5835 0.5912
S1 0.5806 0.5845

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

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