CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 07-Apr-2020
Day Change Summary
Previous Current
06-Apr-2020 07-Apr-2020 Change Change % Previous Week
Open 0.6004 0.6117 0.0113 1.9% 0.6166
High 0.6103 0.6206 0.0103 1.7% 0.6206
Low 0.6004 0.6088 0.0084 1.4% 0.5985
Close 0.6092 0.6197 0.0105 1.7% 0.6002
Range 0.0099 0.0118 0.0019 19.2% 0.0221
ATR 0.0140 0.0138 -0.0002 -1.1% 0.0000
Volume 38 107 69 181.6% 951
Daily Pivots for day following 07-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6518 0.6475 0.6262
R3 0.6400 0.6357 0.6229
R2 0.6282 0.6282 0.6219
R1 0.6239 0.6239 0.6208 0.6261
PP 0.6164 0.6164 0.6164 0.6174
S1 0.6121 0.6121 0.6186 0.6143
S2 0.6046 0.6046 0.6175
S3 0.5928 0.6003 0.6165
S4 0.5810 0.5885 0.6132
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% 0.0109 1.8% 96% True False 134
10 0.6206 0.5880 0.0326 5.3% 0.0122 2.0% 97% True False 165
20 0.6530 0.5520 0.1010 16.3% 0.0168 2.7% 67% False False 210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6708
2.618 0.6515
1.618 0.6397
1.000 0.6324
0.618 0.6279
HIGH 0.6206
0.618 0.6161
0.500 0.6147
0.382 0.6133
LOW 0.6088
0.618 0.6015
1.000 0.5970
1.618 0.5897
2.618 0.5779
4.250 0.5587
Fisher Pivots for day following 07-Apr-2020
Pivot 1 day 3 day
R1 0.6180 0.6163
PP 0.6164 0.6129
S1 0.6147 0.6096

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

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