CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 19-Mar-2020
Day Change Summary
Previous Current
18-Mar-2020 19-Mar-2020 Change Change % Previous Week
Open 0.5993 0.5768 -0.0225 -3.8% 0.6620
High 0.6019 0.5955 -0.0064 -1.1% 0.6660
Low 0.5708 0.5520 -0.0188 -3.3% 0.6110
Close 0.5777 0.5782 0.0005 0.1% 0.6139
Range 0.0311 0.0435 0.0124 39.9% 0.0550
ATR 0.0123 0.0146 0.0022 18.0% 0.0000
Volume 162 270 108 66.7% 1,120
Daily Pivots for day following 19-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7057 0.6855 0.6021
R3 0.6622 0.6420 0.5902
R2 0.6187 0.6187 0.5862
R1 0.5985 0.5985 0.5822 0.6086
PP 0.5752 0.5752 0.5752 0.5803
S1 0.5550 0.5550 0.5742 0.5651
S2 0.5317 0.5317 0.5702
S3 0.4882 0.5115 0.5662
S4 0.4447 0.4680 0.5543
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 0.6308 0.5520 0.0788 13.6% 0.0258 4.5% 33% False True 222
10 0.6660 0.5520 0.1140 19.7% 0.0206 3.6% 23% False True 190
20 0.6661 0.5520 0.1141 19.7% 0.0131 2.3% 23% False True 122
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 0.0038
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7804
2.618 0.7094
1.618 0.6659
1.000 0.6390
0.618 0.6224
HIGH 0.5955
0.618 0.5789
0.500 0.5738
0.382 0.5686
LOW 0.5520
0.618 0.5251
1.000 0.5085
1.618 0.4816
2.618 0.4381
4.250 0.3671
Fisher Pivots for day following 19-Mar-2020
Pivot 1 day 3 day
R1 0.5767 0.5829
PP 0.5752 0.5813
S1 0.5738 0.5798

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

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