CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 13-Jul-2020

Day Change Summary
	Previous	Current
	10-Jul-2020	13-Jul-2020	Change	Change %	Previous Week
Open	0.6963	0.6956	-0.0007	-0.1%	0.6934
High	0.6972	0.6995	0.0023	0.3%	0.7002
Low	0.6925	0.6941	0.0016	0.2%	0.6915
Close	0.6949	0.6965	0.0016	0.2%	0.6949
Range	0.0047	0.0054	0.0007	14.9%	0.0087
ATR	0.0080	0.0078	-0.0002	-2.3%	0.0000
Volume	80,347	91,973	11,626	14.5%	431,109

Daily Pivots for day following 13-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7129	0.7101	0.6995
R3	0.7075	0.7047	0.6980
R2	0.7021	0.7021	0.6975
R1	0.6993	0.6993	0.6970	0.7007
PP	0.6967	0.6967	0.6967	0.6974
S1	0.6939	0.6939	0.6960	0.6953
S2	0.6913	0.6913	0.6955
S3	0.6859	0.6885	0.6950
S4	0.6805	0.6831	0.6935

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7216	0.7170	0.6997
R3	0.7129	0.7083	0.6973
R2	0.7042	0.7042	0.6965
R1	0.6996	0.6996	0.6957	0.7019
PP	0.6955	0.6955	0.6955	0.6967
S1	0.6909	0.6909	0.6941	0.6932
S2	0.6868	0.6868	0.6933
S3	0.6781	0.6822	0.6925
S4	0.6694	0.6735	0.6901

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7002	0.6923	0.0079	1.1%	0.0058	0.8%	53%	False	False	85,405
10	0.7002	0.6835	0.0167	2.4%	0.0061	0.9%	78%	False	False	87,182
20	0.7002	0.6777	0.0225	3.2%	0.0078	1.1%	84%	False	False	91,372
40	0.7064	0.6404	0.0660	9.5%	0.0091	1.3%	85%	False	False	54,514
60	0.7064	0.6255	0.0809	11.6%	0.0086	1.2%	88%	False	False	36,387
80	0.7064	0.5520	0.1544	22.2%	0.0101	1.4%	94%	False	False	27,329
100	0.7064	0.5520	0.1544	22.2%	0.0103	1.5%	94%	False	False	21,885

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7225
2.618	0.7136
1.618	0.7082
1.000	0.7049
0.618	0.7028
HIGH	0.6995
0.618	0.6974
0.500	0.6968
0.382	0.6962
LOW	0.6941
0.618	0.6908
1.000	0.6887
1.618	0.6854
2.618	0.6800
4.250	0.6712

Fisher Pivots for day following 13-Jul-2020
Pivot	1 day	3 day
R1	0.6968	0.6965
PP	0.6967	0.6964
S1	0.6966	0.6964

Download as Excel Spreadsheet

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

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