CME Australian Dollar Future September 2020

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Trading Metrics calculated at close of trading on 11-Mar-2020
Day Change Summary Previous Current 10-Mar-2020 11-Mar-2020 Change Change % Previous Week Open 0.6541 0.6530 -0.0011 -0.2% 0.6561 High 0.6565 0.6530 -0.0035 -0.5% 0.6649 Low 0.6468 0.6477 0.0009 0.1% 0.6520 Close 0.6482 0.6486 0.0004 0.1% 0.6637 Range 0.0097 0.0053 -0.0044 -45.4% 0.0129 ATR 0.0079 0.0077 -0.0002 -2.3% 0.0000 Volume 16 445 429 2,681.3% 485
Daily Pivots for day following 11-Mar-2020 Classic Woodie Camarilla DeMark R4 0.6657 0.6624 0.6515 R3 0.6604 0.6571 0.6501 R2 0.6551 0.6551 0.6496 R1 0.6518 0.6518 0.6491 0.6508 PP 0.6498 0.6498 0.6498 0.6493 S1 0.6465 0.6465 0.6481 0.6455 S2 0.6445 0.6445 0.6476 S3 0.6392 0.6412 0.6471 S4 0.6339 0.6359 0.6457	Weekly Pivots for week ending 06-Mar-2020 Classic Woodie Camarilla DeMark R4 0.6989 0.6942 0.6708 R3 0.6860 0.6813 0.6672 R2 0.6731 0.6731 0.6661 R1 0.6684 0.6684 0.6649 0.6708 PP 0.6602 0.6602 0.6602 0.6614 S1 0.6555 0.6555 0.6625 0.6579 S2 0.6473 0.6473 0.6613 S3 0.6344 0.6426 0.6602 S4 0.6215 0.6297 0.6566
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.6660 0.6312 0.0348 5.4% 0.0118 1.8% 50% False False 134 10 0.6660 0.6312 0.0348 5.4% 0.0094 1.5% 50% False False 108
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0019 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.6755 2.618 0.6669 1.618 0.6616 1.000 0.6583 0.618 0.6563 HIGH 0.6530 0.618 0.6510 0.500 0.6504 0.382 0.6497 LOW 0.6477 0.618 0.6444 1.000 0.6424 1.618 0.6391 2.618 0.6338 4.250 0.6252
Fisher Pivots for day following 11-Mar-2020 Pivot 1 day 3 day R1 0.6504 0.6486 PP 0.6498 0.6486 S1 0.6492 0.6486

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