CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 23-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2020 |
23-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.5756 |
0.5740 |
-0.0016 |
-0.3% |
0.6141 |
| High |
0.5988 |
0.5843 |
-0.0145 |
-2.4% |
0.6252 |
| Low |
0.5679 |
0.5710 |
0.0031 |
0.5% |
0.5520 |
| Close |
0.5805 |
0.5791 |
-0.0014 |
-0.2% |
0.5805 |
| Range |
0.0309 |
0.0133 |
-0.0176 |
-57.0% |
0.0732 |
| ATR |
0.0157 |
0.0156 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
507 |
107 |
-400 |
-78.9% |
1,245 |
|
| Daily Pivots for day following 23-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6180 |
0.6119 |
0.5864 |
|
| R3 |
0.6047 |
0.5986 |
0.5828 |
|
| R2 |
0.5914 |
0.5914 |
0.5815 |
|
| R1 |
0.5853 |
0.5853 |
0.5803 |
0.5884 |
| PP |
0.5781 |
0.5781 |
0.5781 |
0.5797 |
| S1 |
0.5720 |
0.5720 |
0.5779 |
0.5751 |
| S2 |
0.5648 |
0.5648 |
0.5767 |
|
| S3 |
0.5515 |
0.5587 |
0.5754 |
|
| S4 |
0.5382 |
0.5454 |
0.5718 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6408 |
|
2.618 |
0.6191 |
|
1.618 |
0.6058 |
|
1.000 |
0.5976 |
|
0.618 |
0.5925 |
|
HIGH |
0.5843 |
|
0.618 |
0.5792 |
|
0.500 |
0.5777 |
|
0.382 |
0.5761 |
|
LOW |
0.5710 |
|
0.618 |
0.5628 |
|
1.000 |
0.5577 |
|
1.618 |
0.5495 |
|
2.618 |
0.5362 |
|
4.250 |
0.5145 |
|
|
| Fisher Pivots for day following 23-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.5786 |
0.5779 |
| PP |
0.5781 |
0.5766 |
| S1 |
0.5777 |
0.5754 |
|