CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 05-Aug-2020

Day Change Summary
	Previous	Current
	04-Aug-2020	05-Aug-2020	Change	Change %	Previous Week
Open	0.7125	0.7162	0.0037	0.5%	0.7098
High	0.7169	0.7242	0.0073	1.0%	0.7229
Low	0.7107	0.7155	0.0048	0.7%	0.7089
Close	0.7156	0.7193	0.0037	0.5%	0.7147
Range	0.0062	0.0087	0.0025	40.3%	0.0140
ATR	0.0072	0.0073	0.0001	1.5%	0.0000
Volume	76,281	85,743	9,462	12.4%	458,654

Daily Pivots for day following 05-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7458	0.7412	0.7241
R3	0.7371	0.7325	0.7217
R2	0.7284	0.7284	0.7209
R1	0.7238	0.7238	0.7201	0.7261
PP	0.7197	0.7197	0.7197	0.7208
S1	0.7151	0.7151	0.7185	0.7174
S2	0.7110	0.7110	0.7177
S3	0.7023	0.7064	0.7169
S4	0.6936	0.6977	0.7145

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	0.7242	0.7077	0.0165	2.3%	0.0079	1.1%	70%	True	False	89,997
10	0.7242	0.7065	0.0177	2.5%	0.0070	1.0%	72%	True	False	88,169
20	0.7242	0.6922	0.0320	4.4%	0.0065	0.9%	85%	True	False	90,222
40	0.7242	0.6777	0.0465	6.5%	0.0078	1.1%	89%	True	False	91,531
60	0.7242	0.6404	0.0838	11.7%	0.0084	1.2%	94%	True	False	62,106
80	0.7242	0.6255	0.0987	13.7%	0.0083	1.2%	95%	True	False	46,602
100	0.7242	0.5520	0.1722	23.9%	0.0099	1.4%	97%	True	False	37,315

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7612
2.618	0.7470
1.618	0.7383
1.000	0.7329
0.618	0.7296
HIGH	0.7242
0.618	0.7209
0.500	0.7199
0.382	0.7188
LOW	0.7155
0.618	0.7101
1.000	0.7068
1.618	0.7014
2.618	0.6927
4.250	0.6785

Fisher Pivots for day following 05-Aug-2020
Pivot	1 day	3 day
R1	0.7199	0.7182
PP	0.7197	0.7171
S1	0.7195	0.7160

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

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