CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 10-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2020 |
10-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6620 |
0.6541 |
-0.0079 |
-1.2% |
0.6561 |
| High |
0.6660 |
0.6565 |
-0.0095 |
-1.4% |
0.6649 |
| Low |
0.6312 |
0.6468 |
0.0156 |
2.5% |
0.6520 |
| Close |
0.6589 |
0.6482 |
-0.0107 |
-1.6% |
0.6637 |
| Range |
0.0348 |
0.0097 |
-0.0251 |
-72.1% |
0.0129 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
4.3% |
0.0000 |
| Volume |
92 |
16 |
-76 |
-82.6% |
485 |
|
| Daily Pivots for day following 10-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6796 |
0.6736 |
0.6535 |
|
| R3 |
0.6699 |
0.6639 |
0.6509 |
|
| R2 |
0.6602 |
0.6602 |
0.6500 |
|
| R1 |
0.6542 |
0.6542 |
0.6491 |
0.6524 |
| PP |
0.6505 |
0.6505 |
0.6505 |
0.6496 |
| S1 |
0.6445 |
0.6445 |
0.6473 |
0.6427 |
| S2 |
0.6408 |
0.6408 |
0.6464 |
|
| S3 |
0.6311 |
0.6348 |
0.6455 |
|
| S4 |
0.6214 |
0.6251 |
0.6429 |
|
|
| 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 |
0.6977 |
|
2.618 |
0.6819 |
|
1.618 |
0.6722 |
|
1.000 |
0.6662 |
|
0.618 |
0.6625 |
|
HIGH |
0.6565 |
|
0.618 |
0.6528 |
|
0.500 |
0.6517 |
|
0.382 |
0.6505 |
|
LOW |
0.6468 |
|
0.618 |
0.6408 |
|
1.000 |
0.6371 |
|
1.618 |
0.6311 |
|
2.618 |
0.6214 |
|
4.250 |
0.6056 |
|
|
| Fisher Pivots for day following 10-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6517 |
0.6486 |
| PP |
0.6505 |
0.6485 |
| S1 |
0.6494 |
0.6483 |
|