CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 13-Aug-2020

Day Change Summary
	Previous	Current
	12-Aug-2020	13-Aug-2020	Change	Change %	Previous Week
Open	0.7143	0.7163	0.0020	0.3%	0.7136
High	0.7177	0.7189	0.0012	0.2%	0.7244
Low	0.7109	0.7137	0.0028	0.4%	0.7077
Close	0.7163	0.7143	-0.0020	-0.3%	0.7150
Range	0.0068	0.0052	-0.0016	-23.5%	0.0167
ATR	0.0071	0.0069	-0.0001	-1.9%	0.0000
Volume	93,254	79,931	-13,323	-14.3%	440,250

Daily Pivots for day following 13-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7312	0.7280	0.7172
R3	0.7260	0.7228	0.7157
R2	0.7208	0.7208	0.7153
R1	0.7176	0.7176	0.7148	0.7166
PP	0.7156	0.7156	0.7156	0.7152
S1	0.7124	0.7124	0.7138	0.7114
S2	0.7104	0.7104	0.7133
S3	0.7052	0.7072	0.7129
S4	0.7000	0.7020	0.7114

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%	0.0064	0.9%	25%	False	False	86,138
10	0.7244	0.7077	0.0167	2.3%	0.0070	1.0%	40%	False	False	88,270
20	0.7244	0.6971	0.0273	3.8%	0.0069	1.0%	63%	False	False	88,435
40	0.7244	0.6812	0.0432	6.0%	0.0068	1.0%	77%	False	False	88,645
60	0.7244	0.6507	0.0737	10.3%	0.0082	1.1%	86%	False	False	71,019
80	0.7244	0.6279	0.0965	13.5%	0.0081	1.1%	90%	False	False	53,306
100	0.7244	0.5839	0.1405	19.7%	0.0087	1.2%	93%	False	False	42,672
120	0.7244	0.5520	0.1724	24.1%	0.0097	1.4%	94%	False	False	35,585

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7410
2.618	0.7325
1.618	0.7273
1.000	0.7241
0.618	0.7221
HIGH	0.7189
0.618	0.7169
0.500	0.7163
0.382	0.7157
LOW	0.7137
0.618	0.7105
1.000	0.7085
1.618	0.7053
2.618	0.7001
4.250	0.6916

Fisher Pivots for day following 13-Aug-2020
Pivot	1 day	3 day
R1	0.7163	0.7150
PP	0.7156	0.7147
S1	0.7150	0.7145

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

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