CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7088 |
0.7151 |
0.0063 |
0.9% |
0.7311 |
| High |
0.7140 |
0.7177 |
0.0037 |
0.5% |
0.7326 |
| Low |
0.7079 |
0.7105 |
0.0026 |
0.4% |
0.7011 |
| Close |
0.7132 |
0.7165 |
0.0033 |
0.5% |
0.7028 |
| Range |
0.0061 |
0.0072 |
0.0011 |
18.0% |
0.0315 |
| ATR |
0.0067 |
0.0068 |
0.0000 |
0.5% |
0.0000 |
| Volume |
17 |
4 |
-13 |
-76.5% |
111 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7365 |
0.7337 |
0.7205 |
|
| R3 |
0.7293 |
0.7265 |
0.7185 |
|
| R2 |
0.7221 |
0.7221 |
0.7178 |
|
| R1 |
0.7193 |
0.7193 |
0.7172 |
0.7207 |
| PP |
0.7149 |
0.7149 |
0.7149 |
0.7156 |
| S1 |
0.7121 |
0.7121 |
0.7158 |
0.7135 |
| S2 |
0.7077 |
0.7077 |
0.7152 |
|
| S3 |
0.7005 |
0.7049 |
0.7145 |
|
| S4 |
0.6933 |
0.6977 |
0.7125 |
|
|
| 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 |
0.7483 |
|
2.618 |
0.7365 |
|
1.618 |
0.7293 |
|
1.000 |
0.7249 |
|
0.618 |
0.7221 |
|
HIGH |
0.7177 |
|
0.618 |
0.7149 |
|
0.500 |
0.7141 |
|
0.382 |
0.7133 |
|
LOW |
0.7105 |
|
0.618 |
0.7061 |
|
1.000 |
0.7033 |
|
1.618 |
0.6989 |
|
2.618 |
0.6917 |
|
4.250 |
0.6799 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7157 |
0.7146 |
| PP |
0.7149 |
0.7127 |
| S1 |
0.7141 |
0.7108 |
|