CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 02-Apr-2020
Day Change Summary
Previous Current
01-Apr-2020 02-Apr-2020 Change Change % Previous Week
Open 0.6154 0.6075 -0.0079 -1.3% 0.5740
High 0.6177 0.6119 -0.0058 -0.9% 0.6194
Low 0.6043 0.6011 -0.0032 -0.5% 0.5710
Close 0.6073 0.6049 -0.0024 -0.4% 0.6193
Range 0.0134 0.0108 -0.0026 -19.4% 0.0484
ATR 0.0150 0.0147 -0.0003 -2.0% 0.0000
Volume 141 276 135 95.7% 847
Daily Pivots for day following 02-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6384 0.6324 0.6108
R3 0.6276 0.6216 0.6079
R2 0.6168 0.6168 0.6069
R1 0.6108 0.6108 0.6059 0.6084
PP 0.6060 0.6060 0.6060 0.6048
S1 0.6000 0.6000 0.6039 0.5976
S2 0.5952 0.5952 0.6029
S3 0.5844 0.5892 0.6019
S4 0.5736 0.5784 0.5990
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 0.6011 0.0195 3.2% 0.0116 1.9% 19% False True 213
10 0.6206 0.5679 0.0527 8.7% 0.0149 2.5% 70% False False 219
20 0.6660 0.5520 0.1140 18.8% 0.0178 2.9% 46% False False 205
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 0.0032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6578
2.618 0.6402
1.618 0.6294
1.000 0.6227
0.618 0.6186
HIGH 0.6119
0.618 0.6078
0.500 0.6065
0.382 0.6052
LOW 0.6011
0.618 0.5944
1.000 0.5903
1.618 0.5836
2.618 0.5728
4.250 0.5552
Fisher Pivots for day following 02-Apr-2020
Pivot 1 day 3 day
R1 0.6065 0.6109
PP 0.6060 0.6089
S1 0.6054 0.6069

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

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