CME Australian Dollar Future March 2021
Trading Metrics calculated at close of trading on 23-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.7200 |
0.7148 |
-0.0052 |
-0.7% |
0.7277 |
High |
0.7238 |
0.7180 |
-0.0058 |
-0.8% |
0.7348 |
Low |
0.7159 |
0.7073 |
-0.0086 |
-1.2% |
0.7259 |
Close |
0.7170 |
0.7080 |
-0.0090 |
-1.3% |
0.7303 |
Range |
0.0079 |
0.0107 |
0.0028 |
35.4% |
0.0089 |
ATR |
0.0065 |
0.0068 |
0.0003 |
4.5% |
0.0000 |
Volume |
19 |
27 |
8 |
42.1% |
143 |
|
Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7432 |
0.7363 |
0.7139 |
|
R3 |
0.7325 |
0.7256 |
0.7109 |
|
R2 |
0.7218 |
0.7218 |
0.7100 |
|
R1 |
0.7149 |
0.7149 |
0.7090 |
0.7130 |
PP |
0.7111 |
0.7111 |
0.7111 |
0.7102 |
S1 |
0.7042 |
0.7042 |
0.7070 |
0.7023 |
S2 |
0.7004 |
0.7004 |
0.7060 |
|
S3 |
0.6897 |
0.6935 |
0.7051 |
|
S4 |
0.6790 |
0.6828 |
0.7021 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7570 |
0.7526 |
0.7352 |
|
R3 |
0.7481 |
0.7437 |
0.7327 |
|
R2 |
0.7392 |
0.7392 |
0.7319 |
|
R1 |
0.7348 |
0.7348 |
0.7311 |
0.7370 |
PP |
0.7303 |
0.7303 |
0.7303 |
0.7315 |
S1 |
0.7259 |
0.7259 |
0.7295 |
0.7281 |
S2 |
0.7214 |
0.7214 |
0.7287 |
|
S3 |
0.7125 |
0.7170 |
0.7279 |
|
S4 |
0.7036 |
0.7081 |
0.7254 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7635 |
2.618 |
0.7460 |
1.618 |
0.7353 |
1.000 |
0.7287 |
0.618 |
0.7246 |
HIGH |
0.7180 |
0.618 |
0.7139 |
0.500 |
0.7127 |
0.382 |
0.7114 |
LOW |
0.7073 |
0.618 |
0.7007 |
1.000 |
0.6966 |
1.618 |
0.6900 |
2.618 |
0.6793 |
4.250 |
0.6618 |
|
|
Fisher Pivots for day following 23-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7127 |
0.7200 |
PP |
0.7111 |
0.7160 |
S1 |
0.7096 |
0.7120 |
|