CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 26-Mar-2020
Day Change Summary
Previous Current
25-Mar-2020 26-Mar-2020 Change Change % Previous Week
Open 0.5991 0.5899 -0.0092 -1.5% 0.6141
High 0.6070 0.6088 0.0018 0.3% 0.6252
Low 0.5937 0.5880 -0.0057 -1.0% 0.5520
Close 0.5966 0.6083 0.0117 2.0% 0.5805
Range 0.0133 0.0208 0.0075 56.4% 0.0732
ATR 0.0157 0.0161 0.0004 2.3% 0.0000
Volume 201 130 -71 -35.3% 1,245
Daily Pivots for day following 26-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6641 0.6570 0.6197
R3 0.6433 0.6362 0.6140
R2 0.6225 0.6225 0.6121
R1 0.6154 0.6154 0.6102 0.6190
PP 0.6017 0.6017 0.6017 0.6035
S1 0.5946 0.5946 0.6064 0.5982
S2 0.5809 0.5809 0.6045
S3 0.5601 0.5738 0.6026
S4 0.5393 0.5530 0.5969
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.8055 0.7662 0.6208
R3 0.7323 0.6930 0.6006
R2 0.6591 0.6591 0.5939
R1 0.6198 0.6198 0.5872 0.6029
PP 0.5859 0.5859 0.5859 0.5774
S1 0.5466 0.5466 0.5738 0.5297
S2 0.5127 0.5127 0.5671
S3 0.4395 0.4734 0.5604
S4 0.3663 0.4002 0.5402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6088 0.5679 0.0409 6.7% 0.0182 3.0% 99% True False 225
10 0.6308 0.5520 0.0788 13.0% 0.0220 3.6% 71% False False 224
20 0.6660 0.5520 0.1140 18.7% 0.0166 2.7% 49% False False 174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0049
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6972
2.618 0.6633
1.618 0.6425
1.000 0.6296
0.618 0.6217
HIGH 0.6088
0.618 0.6009
0.500 0.5984
0.382 0.5959
LOW 0.5880
0.618 0.5751
1.000 0.5672
1.618 0.5543
2.618 0.5335
4.250 0.4996
Fisher Pivots for day following 26-Mar-2020
Pivot 1 day 3 day
R1 0.6050 0.6043
PP 0.6017 0.6003
S1 0.5984 0.5964

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

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