CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 18-Aug-2020

Day Change Summary
	Previous	Current
	17-Aug-2020	18-Aug-2020	Change	Change %	Previous Week
Open	0.7174	0.7214	0.0040	0.6%	0.7156
High	0.7228	0.7265	0.0037	0.5%	0.7190
Low	0.7172	0.7209	0.0037	0.5%	0.7109
Close	0.7209	0.7245	0.0036	0.5%	0.7174
Range	0.0056	0.0056	0.0000	0.0%	0.0081
ATR	0.0067	0.0066	-0.0001	-1.1%	0.0000
Volume	62,858	83,013	20,155	32.1%	384,198

Daily Pivots for day following 18-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7408	0.7382	0.7276
R3	0.7352	0.7326	0.7260
R2	0.7296	0.7296	0.7255
R1	0.7270	0.7270	0.7250	0.7283
PP	0.7240	0.7240	0.7240	0.7246
S1	0.7214	0.7214	0.7240	0.7227
S2	0.7184	0.7184	0.7235
S3	0.7128	0.7158	0.7230
S4	0.7072	0.7102	0.7214

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	0.7265	0.7109	0.0156	2.2%	0.0055	0.8%	87%	True	False	75,499
10	0.7265	0.7109	0.0156	2.2%	0.0063	0.9%	87%	True	False	82,704
20	0.7265	0.7065	0.0200	2.8%	0.0066	0.9%	90%	True	False	86,953
40	0.7265	0.6835	0.0430	5.9%	0.0065	0.9%	95%	True	False	87,609
60	0.7265	0.6521	0.0744	10.3%	0.0081	1.1%	97%	True	False	74,407
80	0.7265	0.6374	0.0891	12.3%	0.0080	1.1%	98%	True	False	55,859
100	0.7265	0.5985	0.1280	17.7%	0.0084	1.2%	98%	True	False	44,710
120	0.7265	0.5520	0.1745	24.1%	0.0098	1.3%	99%	True	False	37,287

Crabel Price Patterns
NR	False
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	0.0015

Fibonacci Retracements and Extensions
4.250	0.7503
2.618	0.7412
1.618	0.7356
1.000	0.7321
0.618	0.7300
HIGH	0.7265
0.618	0.7244
0.500	0.7237
0.382	0.7230
LOW	0.7209
0.618	0.7174
1.000	0.7153
1.618	0.7118
2.618	0.7062
4.250	0.6971

Fisher Pivots for day following 18-Aug-2020
Pivot	1 day	3 day
R1	0.7242	0.7230
PP	0.7240	0.7214
S1	0.7237	0.7199

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

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