CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 18-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2020 |
18-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6115 |
0.5993 |
-0.0122 |
-2.0% |
0.6620 |
| High |
0.6138 |
0.6019 |
-0.0119 |
-1.9% |
0.6660 |
| Low |
0.5959 |
0.5708 |
-0.0251 |
-4.2% |
0.6110 |
| Close |
0.5991 |
0.5777 |
-0.0214 |
-3.6% |
0.6139 |
| Range |
0.0179 |
0.0311 |
0.0132 |
73.7% |
0.0550 |
| ATR |
0.0109 |
0.0123 |
0.0014 |
13.2% |
0.0000 |
| Volume |
147 |
162 |
15 |
10.2% |
1,120 |
|
| Daily Pivots for day following 18-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6768 |
0.6583 |
0.5948 |
|
| R3 |
0.6457 |
0.6272 |
0.5863 |
|
| R2 |
0.6146 |
0.6146 |
0.5834 |
|
| R1 |
0.5961 |
0.5961 |
0.5806 |
0.5898 |
| PP |
0.5835 |
0.5835 |
0.5835 |
0.5803 |
| S1 |
0.5650 |
0.5650 |
0.5748 |
0.5587 |
| S2 |
0.5524 |
0.5524 |
0.5720 |
|
| S3 |
0.5213 |
0.5339 |
0.5691 |
|
| S4 |
0.4902 |
0.5028 |
0.5606 |
|
|
| 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 |
0.7341 |
|
2.618 |
0.6833 |
|
1.618 |
0.6522 |
|
1.000 |
0.6330 |
|
0.618 |
0.6211 |
|
HIGH |
0.6019 |
|
0.618 |
0.5900 |
|
0.500 |
0.5864 |
|
0.382 |
0.5827 |
|
LOW |
0.5708 |
|
0.618 |
0.5516 |
|
1.000 |
0.5397 |
|
1.618 |
0.5205 |
|
2.618 |
0.4894 |
|
4.250 |
0.4386 |
|
|
| Fisher Pivots for day following 18-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.5864 |
0.5980 |
| PP |
0.5835 |
0.5912 |
| S1 |
0.5806 |
0.5845 |
|