CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 03-Apr-2020
Day Change Summary
Previous Current
02-Apr-2020 03-Apr-2020 Change Change % Previous Week
Open 0.6075 0.6058 -0.0017 -0.3% 0.6166
High 0.6119 0.6069 -0.0050 -0.8% 0.6206
Low 0.6011 0.5985 -0.0026 -0.4% 0.5985
Close 0.6049 0.6002 -0.0047 -0.8% 0.6002
Range 0.0108 0.0084 -0.0024 -22.2% 0.0221
ATR 0.0147 0.0143 -0.0005 -3.1% 0.0000
Volume 276 108 -168 -60.9% 951
Daily Pivots for day following 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6271 0.6220 0.6048
R3 0.6187 0.6136 0.6025
R2 0.6103 0.6103 0.6017
R1 0.6052 0.6052 0.6010 0.6036
PP 0.6019 0.6019 0.6019 0.6010
S1 0.5968 0.5968 0.5994 0.5952
S2 0.5935 0.5935 0.5987
S3 0.5851 0.5884 0.5979
S4 0.5767 0.5800 0.5956
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6727 0.6586 0.6124
R3 0.6506 0.6365 0.6063
R2 0.6285 0.6285 0.6043
R1 0.6144 0.6144 0.6022 0.6104
PP 0.6064 0.6064 0.6064 0.6045
S1 0.5923 0.5923 0.5982 0.5883
S2 0.5843 0.5843 0.5961
S3 0.5622 0.5702 0.5941
S4 0.5401 0.5481 0.5880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6206 0.5985 0.0221 3.7% 0.0100 1.7% 8% False True 190
10 0.6206 0.5710 0.0496 8.3% 0.0126 2.1% 59% False False 179
20 0.6660 0.5520 0.1140 19.0% 0.0179 3.0% 42% False False 208
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6426
2.618 0.6289
1.618 0.6205
1.000 0.6153
0.618 0.6121
HIGH 0.6069
0.618 0.6037
0.500 0.6027
0.382 0.6017
LOW 0.5985
0.618 0.5933
1.000 0.5901
1.618 0.5849
2.618 0.5765
4.250 0.5628
Fisher Pivots for day following 03-Apr-2020
Pivot 1 day 3 day
R1 0.6027 0.6081
PP 0.6019 0.6055
S1 0.6010 0.6028

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

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