CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 04-Aug-2020

Day Change Summary
	Previous	Current
	03-Aug-2020	04-Aug-2020	Change	Change %	Previous Week
Open	0.7136	0.7125	-0.0011	-0.2%	0.7098
High	0.7152	0.7169	0.0017	0.2%	0.7229
Low	0.7077	0.7107	0.0030	0.4%	0.7089
Close	0.7120	0.7156	0.0036	0.5%	0.7147
Range	0.0075	0.0062	-0.0013	-17.3%	0.0140
ATR	0.0072	0.0072	-0.0001	-1.0%	0.0000
Volume	66,998	76,281	9,283	13.9%	458,654

Daily Pivots for day following 04-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7330	0.7305	0.7190
R3	0.7268	0.7243	0.7173
R2	0.7206	0.7206	0.7167
R1	0.7181	0.7181	0.7162	0.7194
PP	0.7144	0.7144	0.7144	0.7150
S1	0.7119	0.7119	0.7150	0.7132
S2	0.7082	0.7082	0.7145
S3	0.7020	0.7057	0.7139
S4	0.6958	0.6995	0.7122

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%	52%	False	False	90,657
10	0.7229	0.7065	0.0164	2.3%	0.0068	1.0%	55%	False	False	91,202
20	0.7229	0.6922	0.0307	4.3%	0.0064	0.9%	76%	False	False	89,830
40	0.7229	0.6777	0.0452	6.3%	0.0079	1.1%	84%	False	False	90,179
60	0.7229	0.6404	0.0825	11.5%	0.0084	1.2%	91%	False	False	60,681
80	0.7229	0.6255	0.0974	13.6%	0.0083	1.2%	93%	False	False	45,531
100	0.7229	0.5520	0.1709	23.9%	0.0100	1.4%	96%	False	False	36,462

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	0.0019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7433
2.618	0.7331
1.618	0.7269
1.000	0.7231
0.618	0.7207
HIGH	0.7169
0.618	0.7145
0.500	0.7138
0.382	0.7131
LOW	0.7107
0.618	0.7069
1.000	0.7045
1.618	0.7007
2.618	0.6945
4.250	0.6844

Fisher Pivots for day following 04-Aug-2020
Pivot	1 day	3 day
R1	0.7150	0.7155
PP	0.7144	0.7154
S1	0.7138	0.7153

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

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