CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	0.7156	0.7152	-0.0004	-0.1%	0.7136
High	0.7185	0.7190	0.0005	0.1%	0.7244
Low	0.7141	0.7135	-0.0006	-0.1%	0.7077
Close	0.7152	0.7153	0.0001	0.0%	0.7150
Range	0.0044	0.0055	0.0011	25.0%	0.0167
ATR	0.0072	0.0071	-0.0001	-1.7%	0.0000
Volume	61,378	91,194	29,816	48.6%	440,250

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7324	0.7294	0.7183
R3	0.7269	0.7239	0.7168
R2	0.7214	0.7214	0.7163
R1	0.7184	0.7184	0.7158	0.7199
PP	0.7159	0.7159	0.7159	0.7167
S1	0.7129	0.7129	0.7148	0.7144
S2	0.7104	0.7104	0.7143
S3	0.7049	0.7074	0.7138
S4	0.6994	0.7019	0.7123

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	0.7135	0.0109	1.5%	0.0070	1.0%	17%	False	True	89,908
10	0.7244	0.7077	0.0167	2.3%	0.0071	1.0%	46%	False	False	90,283
20	0.7244	0.6964	0.0280	3.9%	0.0068	1.0%	68%	False	False	89,458
40	0.7244	0.6812	0.0432	6.0%	0.0071	1.0%	79%	False	False	90,003
60	0.7244	0.6414	0.0830	11.6%	0.0083	1.2%	89%	False	False	68,146
80	0.7244	0.6255	0.0989	13.8%	0.0082	1.1%	91%	False	False	51,143
100	0.7244	0.5679	0.1565	21.9%	0.0090	1.3%	94%	False	False	40,946
120	0.7244	0.5520	0.1724	24.1%	0.0097	1.4%	95%	False	False	34,142

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7424
2.618	0.7334
1.618	0.7279
1.000	0.7245
0.618	0.7224
HIGH	0.7190
0.618	0.7169
0.500	0.7163
0.382	0.7156
LOW	0.7135
0.618	0.7101
1.000	0.7080
1.618	0.7046
2.618	0.6991
4.250	0.6901

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	0.7163	0.7190
PP	0.7159	0.7177
S1	0.7156	0.7165

Download as Excel Spreadsheet

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

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