CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 02-Mar-2020
Day Change Summary
Previous Current
28-Feb-2020 02-Mar-2020 Change Change % Previous Week
Open 0.6549 0.6561 0.0012 0.2% 0.6634
High 0.6561 0.6583 0.0022 0.3% 0.6641
Low 0.6468 0.6520 0.0052 0.8% 0.6468
Close 0.6543 0.6551 0.0008 0.1% 0.6543
Range 0.0093 0.0063 -0.0030 -32.3% 0.0173
ATR
Volume 22 53 31 140.9% 100
Daily Pivots for day following 02-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6740 0.6709 0.6586
R3 0.6677 0.6646 0.6568
R2 0.6614 0.6614 0.6563
R1 0.6583 0.6583 0.6557 0.6567
PP 0.6551 0.6551 0.6551 0.6544
S1 0.6520 0.6520 0.6545 0.6504
S2 0.6488 0.6488 0.6539
S3 0.6425 0.6457 0.6534
S4 0.6362 0.6394 0.6516
Weekly Pivots for week ending 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7070 0.6979 0.6638
R3 0.6897 0.6806 0.6591
R2 0.6724 0.6724 0.6575
R1 0.6633 0.6633 0.6559 0.6592
PP 0.6551 0.6551 0.6551 0.6530
S1 0.6460 0.6460 0.6527 0.6419
S2 0.6378 0.6378 0.6511
S3 0.6205 0.6287 0.6495
S4 0.6032 0.6114 0.6448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6641 0.6468 0.0173 2.6% 0.0056 0.9% 48% False False 28
10 0.6752 0.6468 0.0284 4.3% 0.0051 0.8% 29% False False 19
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6851
2.618 0.6748
1.618 0.6685
1.000 0.6646
0.618 0.6622
HIGH 0.6583
0.618 0.6559
0.500 0.6552
0.382 0.6544
LOW 0.6520
0.618 0.6481
1.000 0.6457
1.618 0.6418
2.618 0.6355
4.250 0.6252
Fisher Pivots for day following 02-Mar-2020
Pivot 1 day 3 day
R1 0.6552 0.6547
PP 0.6551 0.6542
S1 0.6551 0.6538

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

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