CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 14-Aug-2020

Day Change Summary
	Previous	Current
	13-Aug-2020	14-Aug-2020	Change	Change %	Previous Week
Open	0.7163	0.7149	-0.0014	-0.2%	0.7156
High	0.7189	0.7176	-0.0013	-0.2%	0.7190
Low	0.7137	0.7133	-0.0004	-0.1%	0.7109
Close	0.7143	0.7174	0.0031	0.4%	0.7174
Range	0.0052	0.0043	-0.0009	-17.3%	0.0081
ATR	0.0069	0.0067	-0.0002	-2.7%	0.0000
Volume	79,931	58,441	-21,490	-26.9%	384,198

Daily Pivots for day following 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7290	0.7275	0.7198
R3	0.7247	0.7232	0.7186
R2	0.7204	0.7204	0.7182
R1	0.7189	0.7189	0.7178	0.7197
PP	0.7161	0.7161	0.7161	0.7165
S1	0.7146	0.7146	0.7170	0.7154
S2	0.7118	0.7118	0.7166
S3	0.7075	0.7103	0.7162
S4	0.7032	0.7060	0.7150

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7401	0.7368	0.7219
R3	0.7320	0.7287	0.7196
R2	0.7239	0.7239	0.7189
R1	0.7206	0.7206	0.7181	0.7223
PP	0.7158	0.7158	0.7158	0.7166
S1	0.7125	0.7125	0.7167	0.7142
S2	0.7077	0.7077	0.7159
S3	0.6996	0.7044	0.7152
S4	0.6915	0.6963	0.7129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7190	0.7109	0.0081	1.1%	0.0052	0.7%	80%	False	False	76,839
10	0.7244	0.7077	0.0167	2.3%	0.0065	0.9%	58%	False	False	82,444
20	0.7244	0.6973	0.0271	3.8%	0.0069	1.0%	74%	False	False	88,545
40	0.7244	0.6812	0.0432	6.0%	0.0068	0.9%	84%	False	False	87,961
60	0.7244	0.6507	0.0737	10.3%	0.0081	1.1%	91%	False	False	71,987
80	0.7244	0.6285	0.0959	13.4%	0.0081	1.1%	93%	False	False	54,036
100	0.7244	0.5880	0.1364	19.0%	0.0086	1.2%	95%	False	False	43,254
120	0.7244	0.5520	0.1724	24.0%	0.0098	1.4%	96%	False	False	36,072

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	0.0018
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7359
2.618	0.7289
1.618	0.7246
1.000	0.7219
0.618	0.7203
HIGH	0.7176
0.618	0.7160
0.500	0.7155
0.382	0.7149
LOW	0.7133
0.618	0.7106
1.000	0.7090
1.618	0.7063
2.618	0.7020
4.250	0.6950

Fisher Pivots for day following 14-Aug-2020
Pivot	1 day	3 day
R1	0.7168	0.7166
PP	0.7161	0.7157
S1	0.7155	0.7149

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

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