CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 03-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2020 |
03-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6561 |
0.6582 |
0.0021 |
0.3% |
0.6634 |
| High |
0.6583 |
0.6649 |
0.0066 |
1.0% |
0.6641 |
| Low |
0.6520 |
0.6532 |
0.0012 |
0.2% |
0.6468 |
| Close |
0.6551 |
0.6607 |
0.0056 |
0.9% |
0.6543 |
| Range |
0.0063 |
0.0117 |
0.0054 |
85.7% |
0.0173 |
| ATR |
|
|
|
|
|
| Volume |
53 |
258 |
205 |
386.8% |
100 |
|
| Daily Pivots for day following 03-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6947 |
0.6894 |
0.6671 |
|
| R3 |
0.6830 |
0.6777 |
0.6639 |
|
| R2 |
0.6713 |
0.6713 |
0.6628 |
|
| R1 |
0.6660 |
0.6660 |
0.6618 |
0.6687 |
| PP |
0.6596 |
0.6596 |
0.6596 |
0.6609 |
| S1 |
0.6543 |
0.6543 |
0.6596 |
0.6570 |
| S2 |
0.6479 |
0.6479 |
0.6586 |
|
| S3 |
0.6362 |
0.6426 |
0.6575 |
|
| S4 |
0.6245 |
0.6309 |
0.6543 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7146 |
|
2.618 |
0.6955 |
|
1.618 |
0.6838 |
|
1.000 |
0.6766 |
|
0.618 |
0.6721 |
|
HIGH |
0.6649 |
|
0.618 |
0.6604 |
|
0.500 |
0.6591 |
|
0.382 |
0.6577 |
|
LOW |
0.6532 |
|
0.618 |
0.6460 |
|
1.000 |
0.6415 |
|
1.618 |
0.6343 |
|
2.618 |
0.6226 |
|
4.250 |
0.6035 |
|
|
| Fisher Pivots for day following 03-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6602 |
0.6591 |
| PP |
0.6596 |
0.6575 |
| S1 |
0.6591 |
0.6559 |
|