CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 20-Jul-2020

Day Change Summary
	Previous	Current
	17-Jul-2020	20-Jul-2020	Change	Change %	Previous Week
Open	0.6972	0.6992	0.0020	0.3%	0.6956
High	0.7007	0.7019	0.0012	0.2%	0.7039
Low	0.6971	0.6973	0.0002	0.0%	0.6922
Close	0.7002	0.7013	0.0011	0.2%	0.7002
Range	0.0036	0.0046	0.0010	27.8%	0.0117
ATR	0.0072	0.0070	-0.0002	-2.6%	0.0000
Volume	56,228	65,531	9,303	16.5%	461,203

Daily Pivots for day following 20-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7140	0.7122	0.7038
R3	0.7094	0.7076	0.7026
R2	0.7048	0.7048	0.7021
R1	0.7030	0.7030	0.7017	0.7039
PP	0.7002	0.7002	0.7002	0.7006
S1	0.6984	0.6984	0.7009	0.6993
S2	0.6956	0.6956	0.7005
S3	0.6910	0.6938	0.7000
S4	0.6864	0.6892	0.6988

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%	0.0050	0.7%	78%	False	False	86,952
10	0.7039	0.6922	0.0117	1.7%	0.0054	0.8%	78%	False	False	86,179
20	0.7039	0.6812	0.0227	3.2%	0.0064	0.9%	89%	False	False	86,557
40	0.7064	0.6507	0.0557	7.9%	0.0087	1.2%	91%	False	False	65,338
60	0.7064	0.6339	0.0725	10.3%	0.0084	1.2%	93%	False	False	43,625
80	0.7064	0.5880	0.1184	16.9%	0.0089	1.3%	96%	False	False	32,748
100	0.7064	0.5520	0.1544	22.0%	0.0103	1.5%	97%	False	False	26,232

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7215
2.618	0.7139
1.618	0.7093
1.000	0.7065
0.618	0.7047
HIGH	0.7019
0.618	0.7001
0.500	0.6996
0.382	0.6991
LOW	0.6973
0.618	0.6945
1.000	0.6927
1.618	0.6899
2.618	0.6853
4.250	0.6778

Fisher Pivots for day following 20-Jul-2020
Pivot	1 day	3 day
R1	0.7007	0.7006
PP	0.7002	0.6999
S1	0.6996	0.6992

Download as Excel Spreadsheet

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

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