CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 12-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2020 |
12-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6530 |
0.6443 |
-0.0087 |
-1.3% |
0.6561 |
| High |
0.6530 |
0.6443 |
-0.0087 |
-1.3% |
0.6649 |
| Low |
0.6477 |
0.6216 |
-0.0261 |
-4.0% |
0.6520 |
| Close |
0.6486 |
0.6313 |
-0.0173 |
-2.7% |
0.6637 |
| Range |
0.0053 |
0.0227 |
0.0174 |
328.3% |
0.0129 |
| ATR |
0.0077 |
0.0091 |
0.0014 |
17.9% |
0.0000 |
| Volume |
445 |
192 |
-253 |
-56.9% |
485 |
|
| Daily Pivots for day following 12-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7005 |
0.6886 |
0.6438 |
|
| R3 |
0.6778 |
0.6659 |
0.6375 |
|
| R2 |
0.6551 |
0.6551 |
0.6355 |
|
| R1 |
0.6432 |
0.6432 |
0.6334 |
0.6378 |
| PP |
0.6324 |
0.6324 |
0.6324 |
0.6297 |
| S1 |
0.6205 |
0.6205 |
0.6292 |
0.6151 |
| S2 |
0.6097 |
0.6097 |
0.6271 |
|
| S3 |
0.5870 |
0.5978 |
0.6251 |
|
| S4 |
0.5643 |
0.5751 |
0.6188 |
|
|
| 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 |
0.7408 |
|
2.618 |
0.7037 |
|
1.618 |
0.6810 |
|
1.000 |
0.6670 |
|
0.618 |
0.6583 |
|
HIGH |
0.6443 |
|
0.618 |
0.6356 |
|
0.500 |
0.6330 |
|
0.382 |
0.6303 |
|
LOW |
0.6216 |
|
0.618 |
0.6076 |
|
1.000 |
0.5989 |
|
1.618 |
0.5849 |
|
2.618 |
0.5622 |
|
4.250 |
0.5251 |
|
|
| Fisher Pivots for day following 12-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6330 |
0.6391 |
| PP |
0.6324 |
0.6365 |
| S1 |
0.6319 |
0.6339 |
|