CME Australian Dollar Future March 2021
Trading Metrics calculated at close of trading on 14-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.7273 |
0.7277 |
0.0004 |
0.1% |
0.7295 |
High |
0.7308 |
0.7308 |
0.0000 |
0.0% |
0.7327 |
Low |
0.7265 |
0.7270 |
0.0005 |
0.1% |
0.7199 |
Close |
0.7278 |
0.7296 |
0.0018 |
0.2% |
0.7278 |
Range |
0.0043 |
0.0038 |
-0.0005 |
-11.6% |
0.0128 |
ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
37 |
15 |
-22 |
-59.5% |
112 |
|
Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7405 |
0.7389 |
0.7317 |
|
R3 |
0.7367 |
0.7351 |
0.7306 |
|
R2 |
0.7329 |
0.7329 |
0.7303 |
|
R1 |
0.7313 |
0.7313 |
0.7299 |
0.7321 |
PP |
0.7291 |
0.7291 |
0.7291 |
0.7296 |
S1 |
0.7275 |
0.7275 |
0.7293 |
0.7283 |
S2 |
0.7253 |
0.7253 |
0.7289 |
|
S3 |
0.7215 |
0.7237 |
0.7286 |
|
S4 |
0.7177 |
0.7199 |
0.7275 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7652 |
0.7593 |
0.7348 |
|
R3 |
0.7524 |
0.7465 |
0.7313 |
|
R2 |
0.7396 |
0.7396 |
0.7301 |
|
R1 |
0.7337 |
0.7337 |
0.7290 |
0.7303 |
PP |
0.7268 |
0.7268 |
0.7268 |
0.7251 |
S1 |
0.7209 |
0.7209 |
0.7266 |
0.7175 |
S2 |
0.7140 |
0.7140 |
0.7255 |
|
S3 |
0.7012 |
0.7081 |
0.7243 |
|
S4 |
0.6884 |
0.6953 |
0.7208 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7470 |
2.618 |
0.7407 |
1.618 |
0.7369 |
1.000 |
0.7346 |
0.618 |
0.7331 |
HIGH |
0.7308 |
0.618 |
0.7293 |
0.500 |
0.7289 |
0.382 |
0.7285 |
LOW |
0.7270 |
0.618 |
0.7247 |
1.000 |
0.7232 |
1.618 |
0.7209 |
2.618 |
0.7171 |
4.250 |
0.7109 |
|
|
Fisher Pivots for day following 14-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7294 |
0.7294 |
PP |
0.7291 |
0.7292 |
S1 |
0.7289 |
0.7290 |
|