CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 17-Jul-2020

Day Change Summary
	Previous	Current
	16-Jul-2020	17-Jul-2020	Change	Change %	Previous Week
Open	0.7009	0.6972	-0.0037	-0.5%	0.6956
High	0.7014	0.7007	-0.0007	-0.1%	0.7039
Low	0.6964	0.6971	0.0007	0.1%	0.6922
Close	0.6969	0.7002	0.0033	0.5%	0.7002
Range	0.0050	0.0036	-0.0014	-28.0%	0.0117
ATR	0.0074	0.0072	-0.0003	-3.5%	0.0000
Volume	89,195	56,228	-32,967	-37.0%	461,203

Daily Pivots for day following 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7101	0.7088	0.7022
R3	0.7065	0.7052	0.7012
R2	0.7029	0.7029	0.7009
R1	0.7016	0.7016	0.7005	0.7023
PP	0.6993	0.6993	0.6993	0.6997
S1	0.6980	0.6980	0.6999	0.6987
S2	0.6957	0.6957	0.6995
S3	0.6921	0.6944	0.6992
S4	0.6885	0.6908	0.6982

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7339	0.7287	0.7066
R3	0.7222	0.7170	0.7034
R2	0.7105	0.7105	0.7023
R1	0.7053	0.7053	0.7013	0.7079
PP	0.6988	0.6988	0.6988	0.7001
S1	0.6936	0.6936	0.6991	0.6962
S2	0.6871	0.6871	0.6981
S3	0.6754	0.6819	0.6970
S4	0.6637	0.6702	0.6938

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%	0.0052	0.7%	68%	False	False	92,240
10	0.7039	0.6915	0.0124	1.8%	0.0057	0.8%	70%	False	False	89,231
20	0.7039	0.6812	0.0227	3.2%	0.0066	0.9%	84%	False	False	87,377
40	0.7064	0.6507	0.0557	8.0%	0.0087	1.2%	89%	False	False	63,708
60	0.7064	0.6285	0.0779	11.1%	0.0085	1.2%	92%	False	False	42,533
80	0.7064	0.5880	0.1184	16.9%	0.0091	1.3%	95%	False	False	31,931
100	0.7064	0.5520	0.1544	22.1%	0.0103	1.5%	96%	False	False	25,577

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	0.0013
Narrowest range in 94 trading days

Fibonacci Retracements and Extensions
4.250	0.7160
2.618	0.7101
1.618	0.7065
1.000	0.7043
0.618	0.7029
HIGH	0.7007
0.618	0.6993
0.500	0.6989
0.382	0.6985
LOW	0.6971
0.618	0.6949
1.000	0.6935
1.618	0.6913
2.618	0.6877
4.250	0.6818

Fisher Pivots for day following 17-Jul-2020
Pivot	1 day	3 day
R1	0.6998	0.7002
PP	0.6993	0.7002
S1	0.6989	0.7002

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

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