CME Australian Dollar Future September 2020
Trading Metrics calculated at close of trading on 16-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2020 |
16-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.6291 |
0.6141 |
-0.0150 |
-2.4% |
0.6620 |
High |
0.6308 |
0.6252 |
-0.0056 |
-0.9% |
0.6660 |
Low |
0.6110 |
0.6085 |
-0.0025 |
-0.4% |
0.6110 |
Close |
0.6139 |
0.6120 |
-0.0019 |
-0.3% |
0.6139 |
Range |
0.0198 |
0.0167 |
-0.0031 |
-15.7% |
0.0550 |
ATR |
0.0099 |
0.0104 |
0.0005 |
4.9% |
0.0000 |
Volume |
375 |
159 |
-216 |
-57.6% |
1,120 |
|
Daily Pivots for day following 16-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6653 |
0.6554 |
0.6212 |
|
R3 |
0.6486 |
0.6387 |
0.6166 |
|
R2 |
0.6319 |
0.6319 |
0.6151 |
|
R1 |
0.6220 |
0.6220 |
0.6135 |
0.6186 |
PP |
0.6152 |
0.6152 |
0.6152 |
0.6136 |
S1 |
0.6053 |
0.6053 |
0.6105 |
0.6019 |
S2 |
0.5985 |
0.5985 |
0.6089 |
|
S3 |
0.5818 |
0.5886 |
0.6074 |
|
S4 |
0.5651 |
0.5719 |
0.6028 |
|
|
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 |
0.6962 |
2.618 |
0.6689 |
1.618 |
0.6522 |
1.000 |
0.6419 |
0.618 |
0.6355 |
HIGH |
0.6252 |
0.618 |
0.6188 |
0.500 |
0.6169 |
0.382 |
0.6149 |
LOW |
0.6085 |
0.618 |
0.5982 |
1.000 |
0.5918 |
1.618 |
0.5815 |
2.618 |
0.5648 |
4.250 |
0.5375 |
|
|
Fisher Pivots for day following 16-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.6169 |
0.6264 |
PP |
0.6152 |
0.6216 |
S1 |
0.6136 |
0.6168 |
|