CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 10-Aug-2020

Day Change Summary
	Previous	Current
	07-Aug-2020	10-Aug-2020	Change	Change %	Previous Week
Open	0.7237	0.7156	-0.0081	-1.1%	0.7136
High	0.7244	0.7185	-0.0059	-0.8%	0.7244
Low	0.7145	0.7141	-0.0004	-0.1%	0.7077
Close	0.7150	0.7152	0.0002	0.0%	0.7150
Range	0.0099	0.0044	-0.0055	-55.6%	0.0167
ATR	0.0074	0.0072	-0.0002	-2.9%	0.0000
Volume	104,935	61,378	-43,557	-41.5%	440,250

Daily Pivots for day following 10-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7291	0.7266	0.7176
R3	0.7247	0.7222	0.7164
R2	0.7203	0.7203	0.7160
R1	0.7178	0.7178	0.7156	0.7169
PP	0.7159	0.7159	0.7159	0.7155
S1	0.7134	0.7134	0.7148	0.7125
S2	0.7115	0.7115	0.7144
S3	0.7071	0.7090	0.7140
S4	0.7027	0.7046	0.7128

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7658	0.7571	0.7242
R3	0.7491	0.7404	0.7196
R2	0.7324	0.7324	0.7181
R1	0.7237	0.7237	0.7165	0.7281
PP	0.7157	0.7157	0.7157	0.7179
S1	0.7070	0.7070	0.7135	0.7114
S2	0.6990	0.6990	0.7119
S3	0.6823	0.6903	0.7104
S4	0.6656	0.6736	0.7058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7244	0.7107	0.0137	1.9%	0.0072	1.0%	33%	False	False	86,926
10	0.7244	0.7077	0.0167	2.3%	0.0071	1.0%	45%	False	False	89,281
20	0.7244	0.6922	0.0322	4.5%	0.0068	1.0%	71%	False	False	90,866
40	0.7244	0.6777	0.0467	6.5%	0.0073	1.0%	80%	False	False	91,119
60	0.7244	0.6404	0.0840	11.7%	0.0083	1.2%	89%	False	False	66,631
80	0.7244	0.6255	0.0989	13.8%	0.0082	1.1%	91%	False	False	50,007
100	0.7244	0.5520	0.1724	24.1%	0.0094	1.3%	95%	False	False	40,037
120	0.7244	0.5520	0.1724	24.1%	0.0097	1.4%	95%	False	False	33,382

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7372
2.618	0.7300
1.618	0.7256
1.000	0.7229
0.618	0.7212
HIGH	0.7185
0.618	0.7168
0.500	0.7163
0.382	0.7158
LOW	0.7141
0.618	0.7114
1.000	0.7097
1.618	0.7070
2.618	0.7026
4.250	0.6954

Fisher Pivots for day following 10-Aug-2020
Pivot	1 day	3 day
R1	0.7163	0.7193
PP	0.7159	0.7179
S1	0.7156	0.7166

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

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