CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 31-Jul-2020

Day Change Summary
	Previous	Current
	30-Jul-2020	31-Jul-2020	Change	Change %	Previous Week
Open	0.7192	0.7192	0.0000	0.0%	0.7098
High	0.7199	0.7229	0.0030	0.4%	0.7229
Low	0.7123	0.7134	0.0011	0.2%	0.7089
Close	0.7179	0.7147	-0.0032	-0.4%	0.7147
Range	0.0076	0.0095	0.0019	25.0%	0.0140
ATR	0.0070	0.0072	0.0002	2.5%	0.0000
Volume	104,272	116,695	12,423	11.9%	458,654

Daily Pivots for day following 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7455	0.7396	0.7199
R3	0.7360	0.7301	0.7173
R2	0.7265	0.7265	0.7164
R1	0.7206	0.7206	0.7156	0.7188
PP	0.7170	0.7170	0.7170	0.7161
S1	0.7111	0.7111	0.7138	0.7093
S2	0.7075	0.7075	0.7130
S3	0.6980	0.7016	0.7121
S4	0.6885	0.6921	0.7095

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7575	0.7501	0.7224
R3	0.7435	0.7361	0.7186
R2	0.7295	0.7295	0.7173
R1	0.7221	0.7221	0.7160	0.7258
PP	0.7155	0.7155	0.7155	0.7174
S1	0.7081	0.7081	0.7134	0.7118
S2	0.7015	0.7015	0.7121
S3	0.6875	0.6941	0.7109
S4	0.6735	0.6801	0.7070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7229	0.7089	0.0140	2.0%	0.0069	1.0%	41%	True	False	91,730
10	0.7229	0.6973	0.0256	3.6%	0.0073	1.0%	68%	True	False	94,646
20	0.7229	0.6915	0.0314	4.4%	0.0065	0.9%	74%	True	False	91,938
40	0.7229	0.6777	0.0452	6.3%	0.0080	1.1%	82%	True	False	87,063
60	0.7229	0.6380	0.0849	11.9%	0.0085	1.2%	90%	True	False	58,297
80	0.7229	0.6124	0.1105	15.5%	0.0084	1.2%	93%	True	False	43,742
100	0.7229	0.5520	0.1709	23.9%	0.0101	1.4%	95%	True	False	35,035

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7633
2.618	0.7478
1.618	0.7383
1.000	0.7324
0.618	0.7288
HIGH	0.7229
0.618	0.7193
0.500	0.7182
0.382	0.7170
LOW	0.7134
0.618	0.7075
1.000	0.7039
1.618	0.6980
2.618	0.6885
4.250	0.6730

Fisher Pivots for day following 31-Jul-2020
Pivot	1 day	3 day
R1	0.7182	0.7176
PP	0.7170	0.7166
S1	0.7159	0.7157

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols