CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 31-Mar-2020
Day Change Summary
Previous Current
30-Mar-2020 31-Mar-2020 Change Change % Previous Week
Open 0.6166 0.6130 -0.0036 -0.6% 0.5740
High 0.6177 0.6206 0.0029 0.5% 0.6194
Low 0.6121 0.6090 -0.0031 -0.5% 0.5710
Close 0.6154 0.6143 -0.0011 -0.2% 0.6193
Range 0.0056 0.0116 0.0060 107.1% 0.0484
ATR 0.0154 0.0152 -0.0003 -1.8% 0.0000
Volume 104 322 218 209.6% 847
Daily Pivots for day following 31-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6494 0.6435 0.6207
R3 0.6378 0.6319 0.6175
R2 0.6262 0.6262 0.6164
R1 0.6203 0.6203 0.6154 0.6233
PP 0.6146 0.6146 0.6146 0.6161
S1 0.6087 0.6087 0.6132 0.6117
S2 0.6030 0.6030 0.6122
S3 0.5914 0.5971 0.6111
S4 0.5798 0.5855 0.6079
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 0.6206 0.5880 0.0326 5.3% 0.0135 2.2% 81% True False 196
10 0.6206 0.5520 0.0686 11.2% 0.0199 3.2% 91% True False 221
20 0.6660 0.5520 0.1140 18.6% 0.0170 2.8% 55% False False 190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6699
2.618 0.6510
1.618 0.6394
1.000 0.6322
0.618 0.6278
HIGH 0.6206
0.618 0.6162
0.500 0.6148
0.382 0.6134
LOW 0.6090
0.618 0.6018
1.000 0.5974
1.618 0.5902
2.618 0.5786
4.250 0.5597
Fisher Pivots for day following 31-Mar-2020
Pivot 1 day 3 day
R1 0.6148 0.6135
PP 0.6146 0.6126
S1 0.6145 0.6118

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

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