CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 04-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2020 |
04-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6582 |
0.6615 |
0.0033 |
0.5% |
0.6634 |
| High |
0.6649 |
0.6634 |
-0.0015 |
-0.2% |
0.6641 |
| Low |
0.6532 |
0.6598 |
0.0066 |
1.0% |
0.6468 |
| Close |
0.6607 |
0.6623 |
0.0016 |
0.2% |
0.6543 |
| Range |
0.0117 |
0.0036 |
-0.0081 |
-69.2% |
0.0173 |
| ATR |
|
|
|
|
|
| Volume |
258 |
56 |
-202 |
-78.3% |
100 |
|
| Daily Pivots for day following 04-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6726 |
0.6711 |
0.6643 |
|
| R3 |
0.6690 |
0.6675 |
0.6633 |
|
| R2 |
0.6654 |
0.6654 |
0.6630 |
|
| R1 |
0.6639 |
0.6639 |
0.6626 |
0.6647 |
| PP |
0.6618 |
0.6618 |
0.6618 |
0.6622 |
| S1 |
0.6603 |
0.6603 |
0.6620 |
0.6611 |
| S2 |
0.6582 |
0.6582 |
0.6616 |
|
| S3 |
0.6546 |
0.6567 |
0.6613 |
|
| S4 |
0.6510 |
0.6531 |
0.6603 |
|
|
| 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 |
0.6787 |
|
2.618 |
0.6728 |
|
1.618 |
0.6692 |
|
1.000 |
0.6670 |
|
0.618 |
0.6656 |
|
HIGH |
0.6634 |
|
0.618 |
0.6620 |
|
0.500 |
0.6616 |
|
0.382 |
0.6612 |
|
LOW |
0.6598 |
|
0.618 |
0.6576 |
|
1.000 |
0.6562 |
|
1.618 |
0.6540 |
|
2.618 |
0.6504 |
|
4.250 |
0.6445 |
|
|
| Fisher Pivots for day following 04-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6621 |
0.6610 |
| PP |
0.6618 |
0.6597 |
| S1 |
0.6616 |
0.6585 |
|