CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 30-Jul-2020

Day Change Summary
	Previous	Current
	29-Jul-2020	30-Jul-2020	Change	Change %	Previous Week
Open	0.7158	0.7192	0.0034	0.5%	0.6992
High	0.7198	0.7199	0.0001	0.0%	0.7185
Low	0.7151	0.7123	-0.0028	-0.4%	0.6973
Close	0.7171	0.7179	0.0008	0.1%	0.7098
Range	0.0047	0.0076	0.0029	61.7%	0.0212
ATR	0.0070	0.0070	0.0000	0.6%	0.0000
Volume	89,043	104,272	15,229	17.1%	487,813

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7395	0.7363	0.7221
R3	0.7319	0.7287	0.7200
R2	0.7243	0.7243	0.7193
R1	0.7211	0.7211	0.7186	0.7189
PP	0.7167	0.7167	0.7167	0.7156
S1	0.7135	0.7135	0.7172	0.7113
S2	0.7091	0.7091	0.7165
S3	0.7015	0.7059	0.7158
S4	0.6939	0.6983	0.7137

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	0.7199	0.7065	0.0134	1.9%	0.0062	0.9%	85%	True	False	86,408
10	0.7199	0.6971	0.0228	3.2%	0.0067	0.9%	91%	True	False	88,600
20	0.7199	0.6904	0.0295	4.1%	0.0062	0.9%	93%	True	False	90,163
40	0.7199	0.6777	0.0422	5.9%	0.0080	1.1%	95%	True	False	84,199
60	0.7199	0.6380	0.0819	11.4%	0.0084	1.2%	98%	True	False	56,352
80	0.7199	0.6088	0.1111	15.5%	0.0085	1.2%	98%	True	False	42,284
100	0.7199	0.5520	0.1679	23.4%	0.0101	1.4%	99%	True	False	33,868

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7522
2.618	0.7398
1.618	0.7322
1.000	0.7275
0.618	0.7246
HIGH	0.7199
0.618	0.7170
0.500	0.7161
0.382	0.7152
LOW	0.7123
0.618	0.7076
1.000	0.7047
1.618	0.7000
2.618	0.6924
4.250	0.6800

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	0.7173	0.7172
PP	0.7167	0.7164
S1	0.7161	0.7157

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

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