CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 09-Jul-2020

Day Change Summary
	Previous	Current
	08-Jul-2020	09-Jul-2020	Change	Change %	Previous Week
Open	0.6948	0.6982	0.0034	0.5%	0.6852
High	0.6989	0.7002	0.0013	0.2%	0.6953
Low	0.6929	0.6951	0.0022	0.3%	0.6835
Close	0.6984	0.6967	-0.0017	-0.2%	0.6920
Range	0.0060	0.0051	-0.0009	-15.0%	0.0118
ATR	0.0085	0.0082	-0.0002	-2.9%	0.0000
Volume	77,895	87,411	9,516	12.2%	348,741

Daily Pivots for day following 09-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7126	0.7098	0.6995
R3	0.7075	0.7047	0.6981
R2	0.7024	0.7024	0.6976
R1	0.6996	0.6996	0.6972	0.6985
PP	0.6973	0.6973	0.6973	0.6968
S1	0.6945	0.6945	0.6962	0.6934
S2	0.6922	0.6922	0.6958
S3	0.6871	0.6894	0.6953
S4	0.6820	0.6843	0.6939

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7257	0.7206	0.6985
R3	0.7139	0.7088	0.6952
R2	0.7021	0.7021	0.6942
R1	0.6970	0.6970	0.6931	0.6996
PP	0.6903	0.6903	0.6903	0.6915
S1	0.6852	0.6852	0.6909	0.6878
S2	0.6785	0.6785	0.6898
S3	0.6667	0.6734	0.6888
S4	0.6549	0.6616	0.6855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7002	0.6904	0.0098	1.4%	0.0062	0.9%	64%	True	False	86,389
10	0.7002	0.6835	0.0167	2.4%	0.0061	0.9%	79%	True	False	84,880
20	0.7005	0.6777	0.0228	3.3%	0.0087	1.2%	83%	False	False	93,323
40	0.7064	0.6404	0.0660	9.5%	0.0092	1.3%	85%	False	False	50,226
60	0.7064	0.6255	0.0809	11.6%	0.0088	1.3%	88%	False	False	33,518
80	0.7064	0.5520	0.1544	22.2%	0.0105	1.5%	94%	False	False	25,179
100	0.7064	0.5520	0.1544	22.2%	0.0103	1.5%	94%	False	False	20,162

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7219
2.618	0.7136
1.618	0.7085
1.000	0.7053
0.618	0.7034
HIGH	0.7002
0.618	0.6983
0.500	0.6977
0.382	0.6970
LOW	0.6951
0.618	0.6919
1.000	0.6900
1.618	0.6868
2.618	0.6817
4.250	0.6734

Fisher Pivots for day following 09-Jul-2020
Pivot	1 day	3 day
R1	0.6977	0.6966
PP	0.6973	0.6964
S1	0.6970	0.6963

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These figures are updated between 7pm and 10pm EST after a trading day.

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