CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 13-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2020 |
13-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6443 |
0.6291 |
-0.0152 |
-2.4% |
0.6620 |
| High |
0.6443 |
0.6308 |
-0.0135 |
-2.1% |
0.6660 |
| Low |
0.6216 |
0.6110 |
-0.0106 |
-1.7% |
0.6110 |
| Close |
0.6313 |
0.6139 |
-0.0174 |
-2.8% |
0.6139 |
| Range |
0.0227 |
0.0198 |
-0.0029 |
-12.8% |
0.0550 |
| ATR |
0.0091 |
0.0099 |
0.0008 |
8.8% |
0.0000 |
| Volume |
192 |
375 |
183 |
95.3% |
1,120 |
|
| Daily Pivots for day following 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6780 |
0.6657 |
0.6248 |
|
| R3 |
0.6582 |
0.6459 |
0.6193 |
|
| R2 |
0.6384 |
0.6384 |
0.6175 |
|
| R1 |
0.6261 |
0.6261 |
0.6157 |
0.6224 |
| PP |
0.6186 |
0.6186 |
0.6186 |
0.6167 |
| S1 |
0.6063 |
0.6063 |
0.6121 |
0.6026 |
| S2 |
0.5988 |
0.5988 |
0.6103 |
|
| S3 |
0.5790 |
0.5865 |
0.6085 |
|
| S4 |
0.5592 |
0.5667 |
0.6030 |
|
|
| Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7596 |
0.6442 |
|
| R3 |
0.7403 |
0.7046 |
0.6290 |
|
| R2 |
0.6853 |
0.6853 |
0.6240 |
|
| R1 |
0.6496 |
0.6496 |
0.6189 |
0.6400 |
| PP |
0.6303 |
0.6303 |
0.6303 |
0.6255 |
| S1 |
0.5946 |
0.5946 |
0.6089 |
0.5850 |
| S2 |
0.5753 |
0.5753 |
0.6038 |
|
| S3 |
0.5203 |
0.5396 |
0.5988 |
|
| S4 |
0.4653 |
0.4846 |
0.5837 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7150 |
|
2.618 |
0.6826 |
|
1.618 |
0.6628 |
|
1.000 |
0.6506 |
|
0.618 |
0.6430 |
|
HIGH |
0.6308 |
|
0.618 |
0.6232 |
|
0.500 |
0.6209 |
|
0.382 |
0.6186 |
|
LOW |
0.6110 |
|
0.618 |
0.5988 |
|
1.000 |
0.5912 |
|
1.618 |
0.5790 |
|
2.618 |
0.5592 |
|
4.250 |
0.5269 |
|
|
| Fisher Pivots for day following 13-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6209 |
0.6320 |
| PP |
0.6186 |
0.6260 |
| S1 |
0.6162 |
0.6199 |
|