CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 19-Aug-2020

Day Change Summary
	Previous	Current
	18-Aug-2020	19-Aug-2020	Change	Change %	Previous Week
Open	0.7214	0.7244	0.0030	0.4%	0.7156
High	0.7265	0.7276	0.0011	0.2%	0.7190
Low	0.7209	0.7180	-0.0029	-0.4%	0.7109
Close	0.7245	0.7205	-0.0040	-0.6%	0.7174
Range	0.0056	0.0096	0.0040	71.4%	0.0081
ATR	0.0066	0.0068	0.0002	3.3%	0.0000
Volume	83,013	89,427	6,414	7.7%	384,198

Daily Pivots for day following 19-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7508	0.7453	0.7258
R3	0.7412	0.7357	0.7231
R2	0.7316	0.7316	0.7223
R1	0.7261	0.7261	0.7214	0.7241
PP	0.7220	0.7220	0.7220	0.7210
S1	0.7165	0.7165	0.7196	0.7145
S2	0.7124	0.7124	0.7187
S3	0.7028	0.7069	0.7179
S4	0.6932	0.6973	0.7152

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	0.7276	0.7133	0.0143	2.0%	0.0061	0.8%	50%	True	False	74,734
10	0.7276	0.7109	0.0167	2.3%	0.0064	0.9%	57%	True	False	83,072
20	0.7276	0.7065	0.0211	2.9%	0.0067	0.9%	66%	True	False	85,621
40	0.7276	0.6835	0.0441	6.1%	0.0065	0.9%	84%	True	False	87,291
60	0.7276	0.6568	0.0708	9.8%	0.0080	1.1%	90%	True	False	75,888
80	0.7276	0.6374	0.0902	12.5%	0.0080	1.1%	92%	True	False	56,976
100	0.7276	0.5985	0.1291	17.9%	0.0083	1.2%	95%	True	False	45,602
120	0.7276	0.5520	0.1756	24.4%	0.0098	1.4%	96%	True	False	38,032

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7684
2.618	0.7527
1.618	0.7431
1.000	0.7372
0.618	0.7335
HIGH	0.7276
0.618	0.7239
0.500	0.7228
0.382	0.7217
LOW	0.7180
0.618	0.7121
1.000	0.7084
1.618	0.7025
2.618	0.6929
4.250	0.6772

Fisher Pivots for day following 19-Aug-2020
Pivot	1 day	3 day
R1	0.7228	0.7224
PP	0.7220	0.7218
S1	0.7213	0.7211

Download as Excel Spreadsheet

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

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