CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 24-Jul-2020

Day Change Summary
	Previous	Current
	23-Jul-2020	24-Jul-2020	Change	Change %	Previous Week
Open	0.7140	0.7101	-0.0039	-0.5%	0.6992
High	0.7163	0.7127	-0.0036	-0.5%	0.7185
Low	0.7092	0.7065	-0.0027	-0.4%	0.6973
Close	0.7109	0.7098	-0.0011	-0.2%	0.7098
Range	0.0071	0.0062	-0.0009	-12.7%	0.0212
ATR	0.0074	0.0073	-0.0001	-1.2%	0.0000
Volume	103,939	90,084	-13,855	-13.3%	487,813

Daily Pivots for day following 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7283	0.7252	0.7132
R3	0.7221	0.7190	0.7115
R2	0.7159	0.7159	0.7109
R1	0.7128	0.7128	0.7104	0.7113
PP	0.7097	0.7097	0.7097	0.7089
S1	0.7066	0.7066	0.7092	0.7051
S2	0.7035	0.7035	0.7087
S3	0.6973	0.7004	0.7081
S4	0.6911	0.6942	0.7064

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7721	0.7622	0.7215
R3	0.7509	0.7410	0.7156
R2	0.7297	0.7297	0.7137
R1	0.7198	0.7198	0.7117	0.7248
PP	0.7085	0.7085	0.7085	0.7110
S1	0.6986	0.6986	0.7079	0.7036
S2	0.6873	0.6873	0.7059
S3	0.6661	0.6774	0.7040
S4	0.6449	0.6562	0.6981

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7185	0.6973	0.0212	3.0%	0.0077	1.1%	59%	False	False	97,562
10	0.7185	0.6922	0.0263	3.7%	0.0064	0.9%	67%	False	False	94,901
20	0.7185	0.6835	0.0350	4.9%	0.0063	0.9%	75%	False	False	89,903
40	0.7185	0.6619	0.0566	8.0%	0.0085	1.2%	85%	False	False	75,837
60	0.7185	0.6374	0.0811	11.4%	0.0085	1.2%	89%	False	False	50,659
80	0.7185	0.5985	0.1200	16.9%	0.0087	1.2%	93%	False	False	38,017
100	0.7185	0.5520	0.1665	23.5%	0.0103	1.5%	95%	False	False	30,451

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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7391
2.618	0.7289
1.618	0.7227
1.000	0.7189
0.618	0.7165
HIGH	0.7127
0.618	0.7103
0.500	0.7096
0.382	0.7089
LOW	0.7065
0.618	0.7027
1.000	0.7003
1.618	0.6965
2.618	0.6903
4.250	0.6802

Fisher Pivots for day following 24-Jul-2020
Pivot	1 day	3 day
R1	0.7097	0.7125
PP	0.7097	0.7116
S1	0.7096	0.7107

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

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