CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 17-Mar-2020
Day Change Summary
Previous Current
16-Mar-2020 17-Mar-2020 Change Change % Previous Week
Open 0.6141 0.6115 -0.0026 -0.4% 0.6620
High 0.6252 0.6138 -0.0114 -1.8% 0.6660
Low 0.6085 0.5959 -0.0126 -2.1% 0.6110
Close 0.6120 0.5991 -0.0129 -2.1% 0.6139
Range 0.0167 0.0179 0.0012 7.2% 0.0550
ATR 0.0104 0.0109 0.0005 5.2% 0.0000
Volume 159 147 -12 -7.5% 1,120
Daily Pivots for day following 17-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6566 0.6458 0.6089
R3 0.6387 0.6279 0.6040
R2 0.6208 0.6208 0.6024
R1 0.6100 0.6100 0.6007 0.6065
PP 0.6029 0.6029 0.6029 0.6012
S1 0.5921 0.5921 0.5975 0.5886
S2 0.5850 0.5850 0.5958
S3 0.5671 0.5742 0.5942
S4 0.5492 0.5563 0.5893
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6530 0.5959 0.0571 9.5% 0.0165 2.8% 6% False True 263
10 0.6660 0.5959 0.0701 11.7% 0.0140 2.3% 5% False True 160
20 0.6729 0.5959 0.0770 12.9% 0.0099 1.6% 4% False True 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6899
2.618 0.6607
1.618 0.6428
1.000 0.6317
0.618 0.6249
HIGH 0.6138
0.618 0.6070
0.500 0.6049
0.382 0.6027
LOW 0.5959
0.618 0.5848
1.000 0.5780
1.618 0.5669
2.618 0.5490
4.250 0.5198
Fisher Pivots for day following 17-Mar-2020
Pivot 1 day 3 day
R1 0.6049 0.6134
PP 0.6029 0.6086
S1 0.6010 0.6039

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

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