CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 20-Mar-2020
Day Change Summary
Previous Current
19-Mar-2020 20-Mar-2020 Change Change % Previous Week
Open 0.5768 0.5756 -0.0012 -0.2% 0.6141
High 0.5955 0.5988 0.0033 0.6% 0.6252
Low 0.5520 0.5679 0.0159 2.9% 0.5520
Close 0.5782 0.5805 0.0023 0.4% 0.5805
Range 0.0435 0.0309 -0.0126 -29.0% 0.0732
ATR 0.0146 0.0157 0.0012 8.0% 0.0000
Volume 270 507 237 87.8% 1,245
Daily Pivots for day following 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6751 0.6587 0.5975
R3 0.6442 0.6278 0.5890
R2 0.6133 0.6133 0.5862
R1 0.5969 0.5969 0.5833 0.6051
PP 0.5824 0.5824 0.5824 0.5865
S1 0.5660 0.5660 0.5777 0.5742
S2 0.5515 0.5515 0.5748
S3 0.5206 0.5351 0.5720
S4 0.4897 0.5042 0.5635
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.8055 0.7662 0.6208
R3 0.7323 0.6930 0.6006
R2 0.6591 0.6591 0.5939
R1 0.6198 0.6198 0.5872 0.6029
PP 0.5859 0.5859 0.5859 0.5774
S1 0.5466 0.5466 0.5738 0.5297
S2 0.5127 0.5127 0.5671
S3 0.4395 0.4734 0.5604
S4 0.3663 0.4002 0.5402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6252 0.5520 0.0732 12.6% 0.0280 4.8% 39% False False 249
10 0.6660 0.5520 0.1140 19.6% 0.0232 4.0% 25% False False 236
20 0.6660 0.5520 0.1140 19.6% 0.0144 2.5% 25% False False 147
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0045
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7301
2.618 0.6797
1.618 0.6488
1.000 0.6297
0.618 0.6179
HIGH 0.5988
0.618 0.5870
0.500 0.5834
0.382 0.5797
LOW 0.5679
0.618 0.5488
1.000 0.5370
1.618 0.5179
2.618 0.4870
4.250 0.4366
Fisher Pivots for day following 20-Mar-2020
Pivot 1 day 3 day
R1 0.5834 0.5793
PP 0.5824 0.5781
S1 0.5815 0.5770

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.