CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 31-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2020 |
31-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6166 |
0.6130 |
-0.0036 |
-0.6% |
0.5740 |
| High |
0.6177 |
0.6206 |
0.0029 |
0.5% |
0.6194 |
| Low |
0.6121 |
0.6090 |
-0.0031 |
-0.5% |
0.5710 |
| Close |
0.6154 |
0.6143 |
-0.0011 |
-0.2% |
0.6193 |
| Range |
0.0056 |
0.0116 |
0.0060 |
107.1% |
0.0484 |
| ATR |
0.0154 |
0.0152 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
104 |
322 |
218 |
209.6% |
847 |
|
| Daily Pivots for day following 31-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6494 |
0.6435 |
0.6207 |
|
| R3 |
0.6378 |
0.6319 |
0.6175 |
|
| R2 |
0.6262 |
0.6262 |
0.6164 |
|
| R1 |
0.6203 |
0.6203 |
0.6154 |
0.6233 |
| PP |
0.6146 |
0.6146 |
0.6146 |
0.6161 |
| S1 |
0.6087 |
0.6087 |
0.6132 |
0.6117 |
| S2 |
0.6030 |
0.6030 |
0.6122 |
|
| S3 |
0.5914 |
0.5971 |
0.6111 |
|
| S4 |
0.5798 |
0.5855 |
0.6079 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6699 |
|
2.618 |
0.6510 |
|
1.618 |
0.6394 |
|
1.000 |
0.6322 |
|
0.618 |
0.6278 |
|
HIGH |
0.6206 |
|
0.618 |
0.6162 |
|
0.500 |
0.6148 |
|
0.382 |
0.6134 |
|
LOW |
0.6090 |
|
0.618 |
0.6018 |
|
1.000 |
0.5974 |
|
1.618 |
0.5902 |
|
2.618 |
0.5786 |
|
4.250 |
0.5597 |
|
|
| Fisher Pivots for day following 31-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6148 |
0.6135 |
| PP |
0.6146 |
0.6126 |
| S1 |
0.6145 |
0.6118 |
|