CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 26-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2020 |
26-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.5991 |
0.5899 |
-0.0092 |
-1.5% |
0.6141 |
| High |
0.6070 |
0.6088 |
0.0018 |
0.3% |
0.6252 |
| Low |
0.5937 |
0.5880 |
-0.0057 |
-1.0% |
0.5520 |
| Close |
0.5966 |
0.6083 |
0.0117 |
2.0% |
0.5805 |
| Range |
0.0133 |
0.0208 |
0.0075 |
56.4% |
0.0732 |
| ATR |
0.0157 |
0.0161 |
0.0004 |
2.3% |
0.0000 |
| Volume |
201 |
130 |
-71 |
-35.3% |
1,245 |
|
| Daily Pivots for day following 26-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6641 |
0.6570 |
0.6197 |
|
| R3 |
0.6433 |
0.6362 |
0.6140 |
|
| R2 |
0.6225 |
0.6225 |
0.6121 |
|
| R1 |
0.6154 |
0.6154 |
0.6102 |
0.6190 |
| PP |
0.6017 |
0.6017 |
0.6017 |
0.6035 |
| S1 |
0.5946 |
0.5946 |
0.6064 |
0.5982 |
| S2 |
0.5809 |
0.5809 |
0.6045 |
|
| S3 |
0.5601 |
0.5738 |
0.6026 |
|
| S4 |
0.5393 |
0.5530 |
0.5969 |
|
|
| 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 |
0.6972 |
|
2.618 |
0.6633 |
|
1.618 |
0.6425 |
|
1.000 |
0.6296 |
|
0.618 |
0.6217 |
|
HIGH |
0.6088 |
|
0.618 |
0.6009 |
|
0.500 |
0.5984 |
|
0.382 |
0.5959 |
|
LOW |
0.5880 |
|
0.618 |
0.5751 |
|
1.000 |
0.5672 |
|
1.618 |
0.5543 |
|
2.618 |
0.5335 |
|
4.250 |
0.4996 |
|
|
| Fisher Pivots for day following 26-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6050 |
0.6043 |
| PP |
0.6017 |
0.6003 |
| S1 |
0.5984 |
0.5964 |
|