CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 12-Aug-2020

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	0.7152	0.7143	-0.0009	-0.1%	0.7136
High	0.7190	0.7177	-0.0013	-0.2%	0.7244
Low	0.7135	0.7109	-0.0026	-0.4%	0.7077
Close	0.7153	0.7163	0.0010	0.1%	0.7150
Range	0.0055	0.0068	0.0013	23.6%	0.0167
ATR	0.0071	0.0071	0.0000	-0.3%	0.0000
Volume	91,194	93,254	2,060	2.3%	440,250

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7354	0.7326	0.7200
R3	0.7286	0.7258	0.7182
R2	0.7218	0.7218	0.7175
R1	0.7190	0.7190	0.7169	0.7204
PP	0.7150	0.7150	0.7150	0.7157
S1	0.7122	0.7122	0.7157	0.7136
S2	0.7082	0.7082	0.7151
S3	0.7014	0.7054	0.7144
S4	0.6946	0.6986	0.7126

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	0.7109	0.0135	1.9%	0.0066	0.9%	40%	False	True	91,410
10	0.7244	0.7077	0.0167	2.3%	0.0073	1.0%	51%	False	False	90,704
20	0.7244	0.6964	0.0280	3.9%	0.0068	1.0%	71%	False	False	88,898
40	0.7244	0.6812	0.0432	6.0%	0.0069	1.0%	81%	False	False	88,918
60	0.7244	0.6507	0.0737	10.3%	0.0082	1.1%	89%	False	False	69,695
80	0.7244	0.6255	0.0989	13.8%	0.0082	1.1%	92%	False	False	52,308
100	0.7244	0.5710	0.1534	21.4%	0.0088	1.2%	95%	False	False	41,873
120	0.7244	0.5520	0.1724	24.1%	0.0097	1.4%	95%	False	False	34,919

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	0.7466
2.618	0.7355
1.618	0.7287
1.000	0.7245
0.618	0.7219
HIGH	0.7177
0.618	0.7151
0.500	0.7143
0.382	0.7135
LOW	0.7109
0.618	0.7067
1.000	0.7041
1.618	0.6999
2.618	0.6931
4.250	0.6820

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	0.7156	0.7159
PP	0.7150	0.7154
S1	0.7143	0.7150

Download as Excel Spreadsheet

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

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