CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 19-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2020 |
19-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.5993 |
0.5768 |
-0.0225 |
-3.8% |
0.6620 |
| High |
0.6019 |
0.5955 |
-0.0064 |
-1.1% |
0.6660 |
| Low |
0.5708 |
0.5520 |
-0.0188 |
-3.3% |
0.6110 |
| Close |
0.5777 |
0.5782 |
0.0005 |
0.1% |
0.6139 |
| Range |
0.0311 |
0.0435 |
0.0124 |
39.9% |
0.0550 |
| ATR |
0.0123 |
0.0146 |
0.0022 |
18.0% |
0.0000 |
| Volume |
162 |
270 |
108 |
66.7% |
1,120 |
|
| Daily Pivots for day following 19-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7057 |
0.6855 |
0.6021 |
|
| R3 |
0.6622 |
0.6420 |
0.5902 |
|
| R2 |
0.6187 |
0.6187 |
0.5862 |
|
| R1 |
0.5985 |
0.5985 |
0.5822 |
0.6086 |
| PP |
0.5752 |
0.5752 |
0.5752 |
0.5803 |
| S1 |
0.5550 |
0.5550 |
0.5742 |
0.5651 |
| S2 |
0.5317 |
0.5317 |
0.5702 |
|
| S3 |
0.4882 |
0.5115 |
0.5662 |
|
| S4 |
0.4447 |
0.4680 |
0.5543 |
|
|
| 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 |
0.7804 |
|
2.618 |
0.7094 |
|
1.618 |
0.6659 |
|
1.000 |
0.6390 |
|
0.618 |
0.6224 |
|
HIGH |
0.5955 |
|
0.618 |
0.5789 |
|
0.500 |
0.5738 |
|
0.382 |
0.5686 |
|
LOW |
0.5520 |
|
0.618 |
0.5251 |
|
1.000 |
0.5085 |
|
1.618 |
0.4816 |
|
2.618 |
0.4381 |
|
4.250 |
0.3671 |
|
|
| Fisher Pivots for day following 19-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.5767 |
0.5829 |
| PP |
0.5752 |
0.5813 |
| S1 |
0.5738 |
0.5798 |
|