CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 27-Mar-2020
Day Change Summary
Previous Current
26-Mar-2020 27-Mar-2020 Change Change % Previous Week
Open 0.5899 0.6050 0.0151 2.6% 0.5740
High 0.6088 0.6194 0.0106 1.7% 0.6194
Low 0.5880 0.6030 0.0150 2.6% 0.5710
Close 0.6083 0.6193 0.0110 1.8% 0.6193
Range 0.0208 0.0164 -0.0044 -21.2% 0.0484
ATR 0.0161 0.0161 0.0000 0.2% 0.0000
Volume 130 226 96 73.8% 847
Daily Pivots for day following 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6631 0.6576 0.6283
R3 0.6467 0.6412 0.6238
R2 0.6303 0.6303 0.6223
R1 0.6248 0.6248 0.6208 0.6276
PP 0.6139 0.6139 0.6139 0.6153
S1 0.6084 0.6084 0.6178 0.6112
S2 0.5975 0.5975 0.6163
S3 0.5811 0.5920 0.6148
S4 0.5647 0.5756 0.6103
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7484 0.7323 0.6459
R3 0.7000 0.6839 0.6326
R2 0.6516 0.6516 0.6282
R1 0.6355 0.6355 0.6237 0.6436
PP 0.6032 0.6032 0.6032 0.6073
S1 0.5871 0.5871 0.6149 0.5952
S2 0.5548 0.5548 0.6104
S3 0.5064 0.5387 0.6060
S4 0.4580 0.4903 0.5927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6194 0.5710 0.0484 7.8% 0.0153 2.5% 100% True False 169
10 0.6252 0.5520 0.0732 11.8% 0.0217 3.5% 92% False False 209
20 0.6660 0.5520 0.1140 18.4% 0.0170 2.7% 59% False False 184
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 0.0049
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6891
2.618 0.6623
1.618 0.6459
1.000 0.6358
0.618 0.6295
HIGH 0.6194
0.618 0.6131
0.500 0.6112
0.382 0.6093
LOW 0.6030
0.618 0.5929
1.000 0.5866
1.618 0.5765
2.618 0.5601
4.250 0.5333
Fisher Pivots for day following 27-Mar-2020
Pivot 1 day 3 day
R1 0.6166 0.6141
PP 0.6139 0.6089
S1 0.6112 0.6037

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

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