CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7277 |
0.7293 |
0.0016 |
0.2% |
0.7295 |
| High |
0.7308 |
0.7345 |
0.0037 |
0.5% |
0.7327 |
| Low |
0.7270 |
0.7272 |
0.0002 |
0.0% |
0.7199 |
| Close |
0.7296 |
0.7312 |
0.0016 |
0.2% |
0.7278 |
| Range |
0.0038 |
0.0073 |
0.0035 |
92.1% |
0.0128 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.6% |
0.0000 |
| Volume |
15 |
32 |
17 |
113.3% |
112 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7529 |
0.7493 |
0.7352 |
|
| R3 |
0.7456 |
0.7420 |
0.7332 |
|
| R2 |
0.7383 |
0.7383 |
0.7325 |
|
| R1 |
0.7347 |
0.7347 |
0.7319 |
0.7365 |
| PP |
0.7310 |
0.7310 |
0.7310 |
0.7319 |
| S1 |
0.7274 |
0.7274 |
0.7305 |
0.7292 |
| S2 |
0.7237 |
0.7237 |
0.7299 |
|
| S3 |
0.7164 |
0.7201 |
0.7292 |
|
| S4 |
0.7091 |
0.7128 |
0.7272 |
|
|
| 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 |
0.7655 |
|
2.618 |
0.7536 |
|
1.618 |
0.7463 |
|
1.000 |
0.7418 |
|
0.618 |
0.7390 |
|
HIGH |
0.7345 |
|
0.618 |
0.7317 |
|
0.500 |
0.7309 |
|
0.382 |
0.7300 |
|
LOW |
0.7272 |
|
0.618 |
0.7227 |
|
1.000 |
0.7199 |
|
1.618 |
0.7154 |
|
2.618 |
0.7081 |
|
4.250 |
0.6962 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7311 |
0.7310 |
| PP |
0.7310 |
0.7307 |
| S1 |
0.7309 |
0.7305 |
|