CME Australian Dollar Future March 2021
Trading Metrics calculated at close of trading on 28-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.7035 |
0.7045 |
0.0010 |
0.1% |
0.7311 |
High |
0.7089 |
0.7077 |
-0.0012 |
-0.2% |
0.7326 |
Low |
0.7011 |
0.7038 |
0.0027 |
0.4% |
0.7011 |
Close |
0.7028 |
0.7072 |
0.0044 |
0.6% |
0.7028 |
Range |
0.0078 |
0.0039 |
-0.0039 |
-50.0% |
0.0315 |
ATR |
0.0069 |
0.0067 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
5 |
6 |
1 |
20.0% |
111 |
|
Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7179 |
0.7165 |
0.7093 |
|
R3 |
0.7140 |
0.7126 |
0.7083 |
|
R2 |
0.7101 |
0.7101 |
0.7079 |
|
R1 |
0.7087 |
0.7087 |
0.7076 |
0.7094 |
PP |
0.7062 |
0.7062 |
0.7062 |
0.7066 |
S1 |
0.7048 |
0.7048 |
0.7068 |
0.7055 |
S2 |
0.7023 |
0.7023 |
0.7065 |
|
S3 |
0.6984 |
0.7009 |
0.7061 |
|
S4 |
0.6945 |
0.6970 |
0.7051 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8067 |
0.7862 |
0.7201 |
|
R3 |
0.7752 |
0.7547 |
0.7115 |
|
R2 |
0.7437 |
0.7437 |
0.7086 |
|
R1 |
0.7232 |
0.7232 |
0.7057 |
0.7177 |
PP |
0.7122 |
0.7122 |
0.7122 |
0.7094 |
S1 |
0.6917 |
0.6917 |
0.6999 |
0.6862 |
S2 |
0.6807 |
0.6807 |
0.6970 |
|
S3 |
0.6492 |
0.6602 |
0.6941 |
|
S4 |
0.6177 |
0.6287 |
0.6855 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7243 |
2.618 |
0.7179 |
1.618 |
0.7140 |
1.000 |
0.7116 |
0.618 |
0.7101 |
HIGH |
0.7077 |
0.618 |
0.7062 |
0.500 |
0.7058 |
0.382 |
0.7053 |
LOW |
0.7038 |
0.618 |
0.7014 |
1.000 |
0.6999 |
1.618 |
0.6975 |
2.618 |
0.6936 |
4.250 |
0.6872 |
|
|
Fisher Pivots for day following 28-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7067 |
0.7065 |
PP |
0.7062 |
0.7057 |
S1 |
0.7058 |
0.7050 |
|