CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 06-Apr-2020
Day Change Summary
Previous Current
03-Apr-2020 06-Apr-2020 Change Change % Previous Week
Open 0.6058 0.6004 -0.0054 -0.9% 0.6166
High 0.6069 0.6103 0.0034 0.6% 0.6206
Low 0.5985 0.6004 0.0019 0.3% 0.5985
Close 0.6002 0.6092 0.0090 1.5% 0.6002
Range 0.0084 0.0099 0.0015 17.9% 0.0221
ATR 0.0143 0.0140 -0.0003 -2.1% 0.0000
Volume 108 38 -70 -64.8% 951
Daily Pivots for day following 06-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6363 0.6327 0.6146
R3 0.6264 0.6228 0.6119
R2 0.6165 0.6165 0.6110
R1 0.6129 0.6129 0.6101 0.6147
PP 0.6066 0.6066 0.6066 0.6076
S1 0.6030 0.6030 0.6083 0.6048
S2 0.5967 0.5967 0.6074
S3 0.5868 0.5931 0.6065
S4 0.5769 0.5832 0.6038
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6727 0.6586 0.6124
R3 0.6506 0.6365 0.6063
R2 0.6285 0.6285 0.6043
R1 0.6144 0.6144 0.6022 0.6104
PP 0.6064 0.6064 0.6064 0.6045
S1 0.5923 0.5923 0.5982 0.5883
S2 0.5843 0.5843 0.5961
S3 0.5622 0.5702 0.5941
S4 0.5401 0.5481 0.5880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6206 0.5985 0.0221 3.6% 0.0108 1.8% 48% False False 177
10 0.6206 0.5839 0.0367 6.0% 0.0123 2.0% 69% False False 172
20 0.6565 0.5520 0.1045 17.2% 0.0167 2.7% 55% False False 205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6524
2.618 0.6362
1.618 0.6263
1.000 0.6202
0.618 0.6164
HIGH 0.6103
0.618 0.6065
0.500 0.6054
0.382 0.6042
LOW 0.6004
0.618 0.5943
1.000 0.5905
1.618 0.5844
2.618 0.5745
4.250 0.5583
Fisher Pivots for day following 06-Apr-2020
Pivot 1 day 3 day
R1 0.6079 0.6079
PP 0.6066 0.6065
S1 0.6054 0.6052

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

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