CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 30-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2020 |
30-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6050 |
0.6166 |
0.0116 |
1.9% |
0.5740 |
| High |
0.6194 |
0.6177 |
-0.0017 |
-0.3% |
0.6194 |
| Low |
0.6030 |
0.6121 |
0.0091 |
1.5% |
0.5710 |
| Close |
0.6193 |
0.6154 |
-0.0039 |
-0.6% |
0.6193 |
| Range |
0.0164 |
0.0056 |
-0.0108 |
-65.9% |
0.0484 |
| ATR |
0.0161 |
0.0154 |
-0.0006 |
-3.9% |
0.0000 |
| Volume |
226 |
104 |
-122 |
-54.0% |
847 |
|
| Daily Pivots for day following 30-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6319 |
0.6292 |
0.6185 |
|
| R3 |
0.6263 |
0.6236 |
0.6169 |
|
| R2 |
0.6207 |
0.6207 |
0.6164 |
|
| R1 |
0.6180 |
0.6180 |
0.6159 |
0.6166 |
| PP |
0.6151 |
0.6151 |
0.6151 |
0.6143 |
| S1 |
0.6124 |
0.6124 |
0.6149 |
0.6110 |
| S2 |
0.6095 |
0.6095 |
0.6144 |
|
| S3 |
0.6039 |
0.6068 |
0.6139 |
|
| S4 |
0.5983 |
0.6012 |
0.6123 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6415 |
|
2.618 |
0.6324 |
|
1.618 |
0.6268 |
|
1.000 |
0.6233 |
|
0.618 |
0.6212 |
|
HIGH |
0.6177 |
|
0.618 |
0.6156 |
|
0.500 |
0.6149 |
|
0.382 |
0.6142 |
|
LOW |
0.6121 |
|
0.618 |
0.6086 |
|
1.000 |
0.6065 |
|
1.618 |
0.6030 |
|
2.618 |
0.5974 |
|
4.250 |
0.5883 |
|
|
| Fisher Pivots for day following 30-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6152 |
0.6115 |
| PP |
0.6151 |
0.6076 |
| S1 |
0.6149 |
0.6037 |
|