CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 22-Jul-2020

Day Change Summary
	Previous	Current
	21-Jul-2020	22-Jul-2020	Change	Change %	Previous Week
Open	0.7016	0.7135	0.0119	1.7%	0.6956
High	0.7149	0.7185	0.0036	0.5%	0.7039
Low	0.7016	0.7114	0.0098	1.4%	0.6922
Close	0.7146	0.7142	-0.0004	-0.1%	0.7002
Range	0.0133	0.0071	-0.0062	-46.6%	0.0117
ATR	0.0075	0.0074	0.0000	-0.3%	0.0000
Volume	112,195	116,064	3,869	3.4%	461,203

Daily Pivots for day following 22-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7360	0.7322	0.7181
R3	0.7289	0.7251	0.7162
R2	0.7218	0.7218	0.7155
R1	0.7180	0.7180	0.7149	0.7199
PP	0.7147	0.7147	0.7147	0.7157
S1	0.7109	0.7109	0.7135	0.7128
S2	0.7076	0.7076	0.7129
S3	0.7005	0.7038	0.7122
S4	0.6934	0.6967	0.7103

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	0.7185	0.6964	0.0221	3.1%	0.0067	0.9%	81%	True	False	87,842
10	0.7185	0.6922	0.0263	3.7%	0.0061	0.8%	84%	True	False	92,275
20	0.7185	0.6835	0.0350	4.9%	0.0063	0.9%	88%	True	False	88,961
40	0.7185	0.6568	0.0617	8.6%	0.0087	1.2%	93%	True	False	71,021
60	0.7185	0.6374	0.0811	11.4%	0.0085	1.2%	95%	True	False	47,428
80	0.7185	0.5985	0.1200	16.8%	0.0087	1.2%	96%	True	False	35,597
100	0.7185	0.5520	0.1665	23.3%	0.0104	1.5%	97%	True	False	28,514

Crabel Price Patterns
NR	True
NR4	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7487
2.618	0.7371
1.618	0.7300
1.000	0.7256
0.618	0.7229
HIGH	0.7185
0.618	0.7158
0.500	0.7150
0.382	0.7141
LOW	0.7114
0.618	0.7070
1.000	0.7043
1.618	0.6999
2.618	0.6928
4.250	0.6812

Fisher Pivots for day following 22-Jul-2020
Pivot	1 day	3 day
R1	0.7150	0.7121
PP	0.7147	0.7100
S1	0.7145	0.7079

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

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