CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 29-Jul-2020

Day Change Summary
	Previous	Current
	28-Jul-2020	29-Jul-2020	Change	Change %	Previous Week
Open	0.7148	0.7158	0.0010	0.1%	0.6992
High	0.7178	0.7198	0.0020	0.3%	0.7185
Low	0.7115	0.7151	0.0036	0.5%	0.6973
Close	0.7163	0.7171	0.0008	0.1%	0.7098
Range	0.0063	0.0047	-0.0016	-25.4%	0.0212
ATR	0.0072	0.0070	-0.0002	-2.5%	0.0000
Volume	81,173	89,043	7,870	9.7%	487,813

Daily Pivots for day following 29-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7314	0.7290	0.7197
R3	0.7267	0.7243	0.7184
R2	0.7220	0.7220	0.7180
R1	0.7196	0.7196	0.7175	0.7208
PP	0.7173	0.7173	0.7173	0.7180
S1	0.7149	0.7149	0.7167	0.7161
S2	0.7126	0.7126	0.7162
S3	0.7079	0.7102	0.7158
S4	0.7032	0.7055	0.7145

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	0.7198	0.7065	0.0133	1.9%	0.0061	0.9%	80%	True	False	86,342
10	0.7198	0.6964	0.0234	3.3%	0.0064	0.9%	88%	True	False	87,092
20	0.7198	0.6879	0.0319	4.4%	0.0062	0.9%	92%	True	False	89,917
40	0.7198	0.6777	0.0421	5.9%	0.0081	1.1%	94%	True	False	81,677
60	0.7198	0.6380	0.0818	11.4%	0.0084	1.2%	97%	True	False	54,615
80	0.7198	0.6004	0.1194	16.7%	0.0085	1.2%	98%	True	False	40,981
100	0.7198	0.5520	0.1678	23.4%	0.0104	1.4%	98%	True	False	32,827

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7398
2.618	0.7321
1.618	0.7274
1.000	0.7245
0.618	0.7227
HIGH	0.7198
0.618	0.7180
0.500	0.7175
0.382	0.7169
LOW	0.7151
0.618	0.7122
1.000	0.7104
1.618	0.7075
2.618	0.7028
4.250	0.6951

Fisher Pivots for day following 29-Jul-2020
Pivot	1 day	3 day
R1	0.7175	0.7162
PP	0.7173	0.7153
S1	0.7172	0.7144

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

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