CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 01-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2020 |
01-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6130 |
0.6154 |
0.0024 |
0.4% |
0.5740 |
| High |
0.6206 |
0.6177 |
-0.0029 |
-0.5% |
0.6194 |
| Low |
0.6090 |
0.6043 |
-0.0047 |
-0.8% |
0.5710 |
| Close |
0.6143 |
0.6073 |
-0.0070 |
-1.1% |
0.6193 |
| Range |
0.0116 |
0.0134 |
0.0018 |
15.5% |
0.0484 |
| ATR |
0.0152 |
0.0150 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
322 |
141 |
-181 |
-56.2% |
847 |
|
| Daily Pivots for day following 01-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6500 |
0.6420 |
0.6147 |
|
| R3 |
0.6366 |
0.6286 |
0.6110 |
|
| R2 |
0.6232 |
0.6232 |
0.6098 |
|
| R1 |
0.6152 |
0.6152 |
0.6085 |
0.6125 |
| PP |
0.6098 |
0.6098 |
0.6098 |
0.6084 |
| S1 |
0.6018 |
0.6018 |
0.6061 |
0.5991 |
| S2 |
0.5964 |
0.5964 |
0.6048 |
|
| S3 |
0.5830 |
0.5884 |
0.6036 |
|
| S4 |
0.5696 |
0.5750 |
0.5999 |
|
|
| 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 |
0.6747 |
|
2.618 |
0.6528 |
|
1.618 |
0.6394 |
|
1.000 |
0.6311 |
|
0.618 |
0.6260 |
|
HIGH |
0.6177 |
|
0.618 |
0.6126 |
|
0.500 |
0.6110 |
|
0.382 |
0.6094 |
|
LOW |
0.6043 |
|
0.618 |
0.5960 |
|
1.000 |
0.5909 |
|
1.618 |
0.5826 |
|
2.618 |
0.5692 |
|
4.250 |
0.5474 |
|
|
| Fisher Pivots for day following 01-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6110 |
0.6125 |
| PP |
0.6098 |
0.6107 |
| S1 |
0.6085 |
0.6090 |
|