CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 14-Sep-2020

Day Change Summary
	Previous	Current
	11-Sep-2020	14-Sep-2020	Change	Change %	Previous Week
Open	0.7258	0.7285	0.0027	0.4%	0.7285
High	0.7308	0.7306	-0.0002	0.0%	0.7326
Low	0.7258	0.7267	0.0009	0.1%	0.7194
Close	0.7276	0.7294	0.0018	0.2%	0.7276
Range	0.0050	0.0039	-0.0011	-22.0%	0.0132
ATR	0.0071	0.0068	-0.0002	-3.2%	0.0000
Volume	75,409	52,863	-22,546	-29.9%	292,777

Daily Pivots for day following 14-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7406	0.7389	0.7315
R3	0.7367	0.7350	0.7305
R2	0.7328	0.7328	0.7301
R1	0.7311	0.7311	0.7298	0.7320
PP	0.7289	0.7289	0.7289	0.7293
S1	0.7272	0.7272	0.7290	0.7281
S2	0.7250	0.7250	0.7287
S3	0.7211	0.7233	0.7283
S4	0.7172	0.7194	0.7273

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7661	0.7601	0.7349
R3	0.7529	0.7469	0.7312
R2	0.7397	0.7397	0.7300
R1	0.7337	0.7337	0.7288	0.7301
PP	0.7265	0.7265	0.7265	0.7248
S1	0.7205	0.7205	0.7264	0.7169
S2	0.7133	0.7133	0.7252
S3	0.7001	0.7073	0.7240
S4	0.6869	0.6941	0.7203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7326	0.7194	0.0132	1.8%	0.0072	1.0%	76%	False	False	69,128
10	0.7416	0.7194	0.0222	3.0%	0.0070	1.0%	45%	False	False	36,193
20	0.7416	0.7139	0.0277	3.8%	0.0069	0.9%	56%	False	False	18,272
40	0.7416	0.6976	0.0440	6.0%	0.0068	0.9%	72%	False	False	9,232
60	0.7416	0.6812	0.0604	8.3%	0.0066	0.9%	80%	False	False	6,178
80	0.7416	0.6509	0.0907	12.4%	0.0075	1.0%	87%	False	False	4,649
100	0.7416	0.6294	0.1122	15.4%	0.0072	1.0%	89%	False	False	3,721
120	0.7416	0.5894	0.1522	20.9%	0.0073	1.0%	92%	False	False	3,103

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	0.7472
2.618	0.7408
1.618	0.7369
1.000	0.7345
0.618	0.7330
HIGH	0.7306
0.618	0.7291
0.500	0.7287
0.382	0.7282
LOW	0.7267
0.618	0.7243
1.000	0.7228
1.618	0.7204
2.618	0.7165
4.250	0.7101

Fisher Pivots for day following 14-Sep-2020
Pivot	1 day	3 day
R1	0.7292	0.7292
PP	0.7289	0.7290
S1	0.7287	0.7288

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

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