CME Australian Dollar Future September 2020
Trading Metrics calculated at close of trading on 06-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2020 |
06-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.6625 |
0.6600 |
-0.0025 |
-0.4% |
0.6561 |
High |
0.6640 |
0.6644 |
0.0004 |
0.1% |
0.6649 |
Low |
0.6593 |
0.6597 |
0.0004 |
0.1% |
0.6520 |
Close |
0.6595 |
0.6637 |
0.0042 |
0.6% |
0.6637 |
Range |
0.0047 |
0.0047 |
0.0000 |
0.0% |
0.0129 |
ATR |
0.0055 |
0.0055 |
0.0000 |
-0.8% |
0.0000 |
Volume |
68 |
50 |
-18 |
-26.5% |
485 |
|
Daily Pivots for day following 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6767 |
0.6749 |
0.6663 |
|
R3 |
0.6720 |
0.6702 |
0.6650 |
|
R2 |
0.6673 |
0.6673 |
0.6646 |
|
R1 |
0.6655 |
0.6655 |
0.6641 |
0.6664 |
PP |
0.6626 |
0.6626 |
0.6626 |
0.6631 |
S1 |
0.6608 |
0.6608 |
0.6633 |
0.6617 |
S2 |
0.6579 |
0.6579 |
0.6628 |
|
S3 |
0.6532 |
0.6561 |
0.6624 |
|
S4 |
0.6485 |
0.6514 |
0.6611 |
|
|
Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6989 |
0.6942 |
0.6708 |
|
R3 |
0.6860 |
0.6813 |
0.6672 |
|
R2 |
0.6731 |
0.6731 |
0.6661 |
|
R1 |
0.6684 |
0.6684 |
0.6649 |
0.6708 |
PP |
0.6602 |
0.6602 |
0.6602 |
0.6614 |
S1 |
0.6555 |
0.6555 |
0.6625 |
0.6579 |
S2 |
0.6473 |
0.6473 |
0.6613 |
|
S3 |
0.6344 |
0.6426 |
0.6602 |
|
S4 |
0.6215 |
0.6297 |
0.6566 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6844 |
2.618 |
0.6767 |
1.618 |
0.6720 |
1.000 |
0.6691 |
0.618 |
0.6673 |
HIGH |
0.6644 |
0.618 |
0.6626 |
0.500 |
0.6621 |
0.382 |
0.6615 |
LOW |
0.6597 |
0.618 |
0.6568 |
1.000 |
0.6550 |
1.618 |
0.6521 |
2.618 |
0.6474 |
4.250 |
0.6397 |
|
|
Fisher Pivots for day following 06-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.6632 |
0.6631 |
PP |
0.6626 |
0.6625 |
S1 |
0.6621 |
0.6619 |
|