CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 09-Mar-2020
Day Change Summary
Previous Current
06-Mar-2020 09-Mar-2020 Change Change % Previous Week
Open 0.6600 0.6620 0.0020 0.3% 0.6561
High 0.6644 0.6660 0.0016 0.2% 0.6649
Low 0.6597 0.6312 -0.0285 -4.3% 0.6520
Close 0.6637 0.6589 -0.0048 -0.7% 0.6637
Range 0.0047 0.0348 0.0301 640.4% 0.0129
ATR 0.0055 0.0076 0.0021 38.4% 0.0000
Volume 50 92 42 84.0% 485
Daily Pivots for day following 09-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7564 0.7425 0.6780
R3 0.7216 0.7077 0.6685
R2 0.6868 0.6868 0.6653
R1 0.6729 0.6729 0.6621 0.6625
PP 0.6520 0.6520 0.6520 0.6468
S1 0.6381 0.6381 0.6557 0.6277
S2 0.6172 0.6172 0.6525
S3 0.5824 0.6033 0.6493
S4 0.5476 0.5685 0.6398
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6660 0.6312 0.0348 5.3% 0.0119 1.8% 80% True True 104
10 0.6660 0.6312 0.0348 5.3% 0.0088 1.3% 80% True True 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8139
2.618 0.7571
1.618 0.7223
1.000 0.7008
0.618 0.6875
HIGH 0.6660
0.618 0.6527
0.500 0.6486
0.382 0.6445
LOW 0.6312
0.618 0.6097
1.000 0.5964
1.618 0.5749
2.618 0.5401
4.250 0.4833
Fisher Pivots for day following 09-Mar-2020
Pivot 1 day 3 day
R1 0.6555 0.6555
PP 0.6520 0.6520
S1 0.6486 0.6486

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

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