CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 03-Aug-2020

Day Change Summary
	Previous	Current
	31-Jul-2020	03-Aug-2020	Change	Change %	Previous Week
Open	0.7192	0.7136	-0.0056	-0.8%	0.7098
High	0.7229	0.7152	-0.0077	-1.1%	0.7229
Low	0.7134	0.7077	-0.0057	-0.8%	0.7089
Close	0.7147	0.7120	-0.0027	-0.4%	0.7147
Range	0.0095	0.0075	-0.0020	-21.1%	0.0140
ATR	0.0072	0.0072	0.0000	0.3%	0.0000
Volume	116,695	66,998	-49,697	-42.6%	458,654

Daily Pivots for day following 03-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7341	0.7306	0.7161
R3	0.7266	0.7231	0.7141
R2	0.7191	0.7191	0.7134
R1	0.7156	0.7156	0.7127	0.7136
PP	0.7116	0.7116	0.7116	0.7107
S1	0.7081	0.7081	0.7113	0.7061
S2	0.7041	0.7041	0.7106
S3	0.6966	0.7006	0.7099
S4	0.6891	0.6931	0.7079

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	0.7077	0.0152	2.1%	0.0071	1.0%	28%	False	True	91,636
10	0.7229	0.7016	0.0213	3.0%	0.0076	1.1%	49%	False	False	94,793
20	0.7229	0.6922	0.0307	4.3%	0.0065	0.9%	64%	False	False	90,486
40	0.7229	0.6777	0.0452	6.3%	0.0079	1.1%	76%	False	False	88,594
60	0.7229	0.6404	0.0825	11.6%	0.0084	1.2%	87%	False	False	59,411
80	0.7229	0.6201	0.1028	14.4%	0.0084	1.2%	89%	False	False	44,579
100	0.7229	0.5520	0.1709	24.0%	0.0101	1.4%	94%	False	False	35,701

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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7471
2.618	0.7348
1.618	0.7273
1.000	0.7227
0.618	0.7198
HIGH	0.7152
0.618	0.7123
0.500	0.7115
0.382	0.7106
LOW	0.7077
0.618	0.7031
1.000	0.7002
1.618	0.6956
2.618	0.6881
4.250	0.6758

Fisher Pivots for day following 03-Aug-2020
Pivot	1 day	3 day
R1	0.7118	0.7153
PP	0.7116	0.7142
S1	0.7115	0.7131

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

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