CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 01-Apr-2020
Day Change Summary
Previous Current
31-Mar-2020 01-Apr-2020 Change Change % Previous Week
Open 0.6130 0.6154 0.0024 0.4% 0.5740
High 0.6206 0.6177 -0.0029 -0.5% 0.6194
Low 0.6090 0.6043 -0.0047 -0.8% 0.5710
Close 0.6143 0.6073 -0.0070 -1.1% 0.6193
Range 0.0116 0.0134 0.0018 15.5% 0.0484
ATR 0.0152 0.0150 -0.0001 -0.8% 0.0000
Volume 322 141 -181 -56.2% 847
Daily Pivots for day following 01-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6500 0.6420 0.6147
R3 0.6366 0.6286 0.6110
R2 0.6232 0.6232 0.6098
R1 0.6152 0.6152 0.6085 0.6125
PP 0.6098 0.6098 0.6098 0.6084
S1 0.6018 0.6018 0.6061 0.5991
S2 0.5964 0.5964 0.6048
S3 0.5830 0.5884 0.6036
S4 0.5696 0.5750 0.5999
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 0.6206 0.5880 0.0326 5.4% 0.0136 2.2% 59% False False 184
10 0.6206 0.5520 0.0686 11.3% 0.0182 3.0% 81% False False 219
20 0.6660 0.5520 0.1140 18.8% 0.0175 2.9% 49% False False 194
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 0.0046
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6747
2.618 0.6528
1.618 0.6394
1.000 0.6311
0.618 0.6260
HIGH 0.6177
0.618 0.6126
0.500 0.6110
0.382 0.6094
LOW 0.6043
0.618 0.5960
1.000 0.5909
1.618 0.5826
2.618 0.5692
4.250 0.5474
Fisher Pivots for day following 01-Apr-2020
Pivot 1 day 3 day
R1 0.6110 0.6125
PP 0.6098 0.6107
S1 0.6085 0.6090

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

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