CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 16-Jul-2020

Day Change Summary
	Previous	Current
	15-Jul-2020	16-Jul-2020	Change	Change %	Previous Week
Open	0.6979	0.7009	0.0030	0.4%	0.6934
High	0.7039	0.7014	-0.0025	-0.4%	0.7002
Low	0.6979	0.6964	-0.0015	-0.2%	0.6915
Close	0.7001	0.6969	-0.0032	-0.5%	0.6949
Range	0.0060	0.0050	-0.0010	-16.7%	0.0087
ATR	0.0076	0.0074	-0.0002	-2.5%	0.0000
Volume	104,465	89,195	-15,270	-14.6%	431,109

Daily Pivots for day following 16-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7132	0.7101	0.6997
R3	0.7082	0.7051	0.6983
R2	0.7032	0.7032	0.6978
R1	0.7001	0.7001	0.6974	0.6992
PP	0.6982	0.6982	0.6982	0.6978
S1	0.6951	0.6951	0.6964	0.6942
S2	0.6932	0.6932	0.6960
S3	0.6882	0.6901	0.6955
S4	0.6832	0.6851	0.6942

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%	40%	False	False	97,064
10	0.7039	0.6904	0.0135	1.9%	0.0058	0.8%	48%	False	False	91,726
20	0.7039	0.6812	0.0227	3.3%	0.0068	1.0%	69%	False	False	88,856
40	0.7064	0.6507	0.0557	8.0%	0.0089	1.3%	83%	False	False	62,310
60	0.7064	0.6279	0.0785	11.3%	0.0086	1.2%	88%	False	False	41,597
80	0.7064	0.5839	0.1225	17.6%	0.0092	1.3%	92%	False	False	31,231
100	0.7064	0.5520	0.1544	22.2%	0.0103	1.5%	94%	False	False	25,015

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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7227
2.618	0.7145
1.618	0.7095
1.000	0.7064
0.618	0.7045
HIGH	0.7014
0.618	0.6995
0.500	0.6989
0.382	0.6983
LOW	0.6964
0.618	0.6933
1.000	0.6914
1.618	0.6883
2.618	0.6833
4.250	0.6752

Fisher Pivots for day following 16-Jul-2020
Pivot	1 day	3 day
R1	0.6989	0.6981
PP	0.6982	0.6977
S1	0.6976	0.6973

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

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