CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 30-Mar-2020
Day Change Summary
Previous Current
27-Mar-2020 30-Mar-2020 Change Change % Previous Week
Open 0.6050 0.6166 0.0116 1.9% 0.5740
High 0.6194 0.6177 -0.0017 -0.3% 0.6194
Low 0.6030 0.6121 0.0091 1.5% 0.5710
Close 0.6193 0.6154 -0.0039 -0.6% 0.6193
Range 0.0164 0.0056 -0.0108 -65.9% 0.0484
ATR 0.0161 0.0154 -0.0006 -3.9% 0.0000
Volume 226 104 -122 -54.0% 847
Daily Pivots for day following 30-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.6319 0.6292 0.6185
R3 0.6263 0.6236 0.6169
R2 0.6207 0.6207 0.6164
R1 0.6180 0.6180 0.6159 0.6166
PP 0.6151 0.6151 0.6151 0.6143
S1 0.6124 0.6124 0.6149 0.6110
S2 0.6095 0.6095 0.6144
S3 0.6039 0.6068 0.6139
S4 0.5983 0.6012 0.6123
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7484 0.7323 0.6459
R3 0.7000 0.6839 0.6326
R2 0.6516 0.6516 0.6282
R1 0.6355 0.6355 0.6237 0.6436
PP 0.6032 0.6032 0.6032 0.6073
S1 0.5871 0.5871 0.6149 0.5952
S2 0.5548 0.5548 0.6104
S3 0.5064 0.5387 0.6060
S4 0.4580 0.4903 0.5927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6194 0.5839 0.0355 5.8% 0.0138 2.2% 89% False False 168
10 0.6194 0.5520 0.0674 11.0% 0.0206 3.3% 94% False False 203
20 0.6660 0.5520 0.1140 18.5% 0.0170 2.8% 56% False False 187
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0045
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.6415
2.618 0.6324
1.618 0.6268
1.000 0.6233
0.618 0.6212
HIGH 0.6177
0.618 0.6156
0.500 0.6149
0.382 0.6142
LOW 0.6121
0.618 0.6086
1.000 0.6065
1.618 0.6030
2.618 0.5974
4.250 0.5883
Fisher Pivots for day following 30-Mar-2020
Pivot 1 day 3 day
R1 0.6152 0.6115
PP 0.6151 0.6076
S1 0.6149 0.6037

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

View Archives - Comment on this page... - Back to Index of Symbols