CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 06-Aug-2020

Day Change Summary
	Previous	Current
	05-Aug-2020	06-Aug-2020	Change	Change %	Previous Week
Open	0.7162	0.7194	0.0032	0.4%	0.7098
High	0.7242	0.7241	-0.0001	0.0%	0.7229
Low	0.7155	0.7175	0.0020	0.3%	0.7089
Close	0.7193	0.7235	0.0042	0.6%	0.7147
Range	0.0087	0.0066	-0.0021	-24.1%	0.0140
ATR	0.0073	0.0072	0.0000	-0.7%	0.0000
Volume	85,743	106,293	20,550	24.0%	458,654

Daily Pivots for day following 06-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7415	0.7391	0.7271
R3	0.7349	0.7325	0.7253
R2	0.7283	0.7283	0.7247
R1	0.7259	0.7259	0.7241	0.7271
PP	0.7217	0.7217	0.7217	0.7223
S1	0.7193	0.7193	0.7229	0.7205
S2	0.7151	0.7151	0.7223
S3	0.7085	0.7127	0.7217
S4	0.7019	0.7061	0.7199

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%	0.0077	1.1%	96%	False	False	90,402
10	0.7242	0.7065	0.0177	2.4%	0.0070	1.0%	96%	False	False	88,405
20	0.7242	0.6922	0.0320	4.4%	0.0066	0.9%	98%	False	False	91,166
40	0.7242	0.6777	0.0465	6.4%	0.0076	1.1%	98%	False	False	92,245
60	0.7242	0.6404	0.0838	11.6%	0.0083	1.2%	99%	False	False	63,873
80	0.7242	0.6255	0.0987	13.6%	0.0083	1.1%	99%	False	False	47,930
100	0.7242	0.5520	0.1722	23.8%	0.0098	1.3%	100%	False	False	38,377
120	0.7242	0.5520	0.1722	23.8%	0.0097	1.3%	100%	False	False	31,996

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

Fibonacci Retracements and Extensions
4.250	0.7522
2.618	0.7414
1.618	0.7348
1.000	0.7307
0.618	0.7282
HIGH	0.7241
0.618	0.7216
0.500	0.7208
0.382	0.7200
LOW	0.7175
0.618	0.7134
1.000	0.7109
1.618	0.7068
2.618	0.7002
4.250	0.6895

Fisher Pivots for day following 06-Aug-2020
Pivot	1 day	3 day
R1	0.7226	0.7215
PP	0.7217	0.7195
S1	0.7208	0.7175

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

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