CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 11-Mar-2020
Day Change Summary
Previous Current
10-Mar-2020 11-Mar-2020 Change Change % Previous Week
Open 0.6541 0.6530 -0.0011 -0.2% 0.6561
High 0.6565 0.6530 -0.0035 -0.5% 0.6649
Low 0.6468 0.6477 0.0009 0.1% 0.6520
Close 0.6482 0.6486 0.0004 0.1% 0.6637
Range 0.0097 0.0053 -0.0044 -45.4% 0.0129
ATR 0.0079 0.0077 -0.0002 -2.3% 0.0000
Volume 16 445 429 2,681.3% 485
Daily Pivots for day following 11-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6657 0.6624 0.6515
R3 0.6604 0.6571 0.6501
R2 0.6551 0.6551 0.6496
R1 0.6518 0.6518 0.6491 0.6508
PP 0.6498 0.6498 0.6498 0.6493
S1 0.6465 0.6465 0.6481 0.6455
S2 0.6445 0.6445 0.6476
S3 0.6392 0.6412 0.6471
S4 0.6339 0.6359 0.6457
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 5.4% 0.0118 1.8% 50% False False 134
10 0.6660 0.6312 0.0348 5.4% 0.0094 1.5% 50% False False 108
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6755
2.618 0.6669
1.618 0.6616
1.000 0.6583
0.618 0.6563
HIGH 0.6530
0.618 0.6510
0.500 0.6504
0.382 0.6497
LOW 0.6477
0.618 0.6444
1.000 0.6424
1.618 0.6391
2.618 0.6338
4.250 0.6252
Fisher Pivots for day following 11-Mar-2020
Pivot 1 day 3 day
R1 0.6504 0.6486
PP 0.6498 0.6486
S1 0.6492 0.6486

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

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