CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 25-Mar-2020
Day Change Summary
Previous Current
24-Mar-2020 25-Mar-2020 Change Change % Previous Week
Open 0.5839 0.5991 0.0152 2.6% 0.6141
High 0.5967 0.6070 0.0103 1.7% 0.6252
Low 0.5839 0.5937 0.0098 1.7% 0.5520
Close 0.5916 0.5966 0.0050 0.8% 0.5805
Range 0.0128 0.0133 0.0005 3.9% 0.0732
ATR 0.0157 0.0157 0.0000 -0.1% 0.0000
Volume 183 201 18 9.8% 1,245
Daily Pivots for day following 25-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6390 0.6311 0.6039
R3 0.6257 0.6178 0.6003
R2 0.6124 0.6124 0.5990
R1 0.6045 0.6045 0.5978 0.6018
PP 0.5991 0.5991 0.5991 0.5978
S1 0.5912 0.5912 0.5954 0.5885
S2 0.5858 0.5858 0.5942
S3 0.5725 0.5779 0.5929
S4 0.5592 0.5646 0.5893
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 0.6070 0.5520 0.0550 9.2% 0.0228 3.8% 81% True False 253
10 0.6443 0.5520 0.0923 15.5% 0.0222 3.7% 48% False False 230
20 0.6660 0.5520 0.1140 19.1% 0.0158 2.7% 39% False False 169
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 0.0047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6635
2.618 0.6418
1.618 0.6285
1.000 0.6203
0.618 0.6152
HIGH 0.6070
0.618 0.6019
0.500 0.6004
0.382 0.5988
LOW 0.5937
0.618 0.5855
1.000 0.5804
1.618 0.5722
2.618 0.5589
4.250 0.5372
Fisher Pivots for day following 25-Mar-2020
Pivot 1 day 3 day
R1 0.6004 0.5941
PP 0.5991 0.5915
S1 0.5979 0.5890

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

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