CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 15-Jul-2020

Day Change Summary
	Previous	Current
	14-Jul-2020	15-Jul-2020	Change	Change %	Previous Week
Open	0.6943	0.6979	0.0036	0.5%	0.6934
High	0.6980	0.7039	0.0059	0.8%	0.7002
Low	0.6922	0.6979	0.0057	0.8%	0.6915
Close	0.6970	0.7001	0.0031	0.4%	0.6949
Range	0.0058	0.0060	0.0002	3.4%	0.0087
ATR	0.0077	0.0076	-0.0001	-0.7%	0.0000
Volume	119,342	104,465	-14,877	-12.5%	431,109

Daily Pivots for day following 15-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7186	0.7154	0.7034
R3	0.7126	0.7094	0.7018
R2	0.7066	0.7066	0.7012
R1	0.7034	0.7034	0.7007	0.7050
PP	0.7006	0.7006	0.7006	0.7015
S1	0.6974	0.6974	0.6996	0.6990
S2	0.6946	0.6946	0.6990
S3	0.6886	0.6914	0.6985
S4	0.6826	0.6854	0.6968

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	0.7039	0.6922	0.0117	1.7%	0.0054	0.8%	68%	True	False	96,707
10	0.7039	0.6879	0.0160	2.3%	0.0060	0.9%	76%	True	False	92,741
20	0.7039	0.6812	0.0227	3.2%	0.0069	1.0%	83%	True	False	88,939
40	0.7064	0.6507	0.0557	8.0%	0.0089	1.3%	89%	False	False	60,094
60	0.7064	0.6255	0.0809	11.6%	0.0086	1.2%	92%	False	False	40,111
80	0.7064	0.5710	0.1354	19.3%	0.0093	1.3%	95%	False	False	30,117
100	0.7064	0.5520	0.1544	22.1%	0.0103	1.5%	96%	False	False	24,123

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7294
2.618	0.7196
1.618	0.7136
1.000	0.7099
0.618	0.7076
HIGH	0.7039
0.618	0.7016
0.500	0.7009
0.382	0.7002
LOW	0.6979
0.618	0.6942
1.000	0.6919
1.618	0.6882
2.618	0.6822
4.250	0.6724

Fisher Pivots for day following 15-Jul-2020
Pivot	1 day	3 day
R1	0.7009	0.6994
PP	0.7006	0.6987
S1	0.7004	0.6981

Download as Excel Spreadsheet

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

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