CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 06-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2020 |
06-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6058 |
0.6004 |
-0.0054 |
-0.9% |
0.6166 |
| High |
0.6069 |
0.6103 |
0.0034 |
0.6% |
0.6206 |
| Low |
0.5985 |
0.6004 |
0.0019 |
0.3% |
0.5985 |
| Close |
0.6002 |
0.6092 |
0.0090 |
1.5% |
0.6002 |
| Range |
0.0084 |
0.0099 |
0.0015 |
17.9% |
0.0221 |
| ATR |
0.0143 |
0.0140 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
108 |
38 |
-70 |
-64.8% |
951 |
|
| Daily Pivots for day following 06-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6363 |
0.6327 |
0.6146 |
|
| R3 |
0.6264 |
0.6228 |
0.6119 |
|
| R2 |
0.6165 |
0.6165 |
0.6110 |
|
| R1 |
0.6129 |
0.6129 |
0.6101 |
0.6147 |
| PP |
0.6066 |
0.6066 |
0.6066 |
0.6076 |
| S1 |
0.6030 |
0.6030 |
0.6083 |
0.6048 |
| S2 |
0.5967 |
0.5967 |
0.6074 |
|
| S3 |
0.5868 |
0.5931 |
0.6065 |
|
| S4 |
0.5769 |
0.5832 |
0.6038 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6524 |
|
2.618 |
0.6362 |
|
1.618 |
0.6263 |
|
1.000 |
0.6202 |
|
0.618 |
0.6164 |
|
HIGH |
0.6103 |
|
0.618 |
0.6065 |
|
0.500 |
0.6054 |
|
0.382 |
0.6042 |
|
LOW |
0.6004 |
|
0.618 |
0.5943 |
|
1.000 |
0.5905 |
|
1.618 |
0.5844 |
|
2.618 |
0.5745 |
|
4.250 |
0.5583 |
|
|
| Fisher Pivots for day following 06-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6079 |
0.6079 |
| PP |
0.6066 |
0.6065 |
| S1 |
0.6054 |
0.6052 |
|