CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 31-Aug-2020

Day Change Summary
	Previous	Current
	28-Aug-2020	31-Aug-2020	Change	Change %	Previous Week
Open	0.7261	0.7362	0.0101	1.4%	0.7164
High	0.7368	0.7404	0.0036	0.5%	0.7368
Low	0.7255	0.7341	0.0086	1.2%	0.7150
Close	0.7357	0.7389	0.0032	0.4%	0.7357
Range	0.0113	0.0063	-0.0050	-44.2%	0.0218
ATR	0.0069	0.0069	0.0000	-0.6%	0.0000
Volume	99,011	95,778	-3,233	-3.3%	377,888

Daily Pivots for day following 31-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7567	0.7541	0.7424
R3	0.7504	0.7478	0.7406
R2	0.7441	0.7441	0.7401
R1	0.7415	0.7415	0.7395	0.7428
PP	0.7378	0.7378	0.7378	0.7385
S1	0.7352	0.7352	0.7383	0.7365
S2	0.7315	0.7315	0.7377
S3	0.7252	0.7289	0.7372
S4	0.7189	0.7226	0.7354

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7946	0.7869	0.7477
R3	0.7728	0.7651	0.7417
R2	0.7510	0.7510	0.7397
R1	0.7433	0.7433	0.7377	0.7472
PP	0.7292	0.7292	0.7292	0.7311
S1	0.7215	0.7215	0.7337	0.7254
S2	0.7074	0.7074	0.7317
S3	0.6856	0.6997	0.7297
S4	0.6638	0.6779	0.7237

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7404	0.7150	0.0254	3.4%	0.0071	1.0%	94%	True	False	84,076
10	0.7404	0.7137	0.0267	3.6%	0.0070	0.9%	94%	True	False	81,798
20	0.7404	0.7107	0.0297	4.0%	0.0067	0.9%	95%	True	False	81,914
40	0.7404	0.6922	0.0482	6.5%	0.0066	0.9%	97%	True	False	86,200
60	0.7404	0.6777	0.0627	8.5%	0.0075	1.0%	98%	True	False	86,368
80	0.7404	0.6404	0.1000	13.5%	0.0080	1.1%	99%	True	False	65,037
100	0.7404	0.6201	0.1203	16.3%	0.0080	1.1%	99%	True	False	52,046
120	0.7404	0.5520	0.1884	25.5%	0.0096	1.3%	99%	True	False	43,403

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7672
2.618	0.7569
1.618	0.7506
1.000	0.7467
0.618	0.7443
HIGH	0.7404
0.618	0.7380
0.500	0.7373
0.382	0.7365
LOW	0.7341
0.618	0.7302
1.000	0.7278
1.618	0.7239
2.618	0.7176
4.250	0.7073

Fisher Pivots for day following 31-Aug-2020
Pivot	1 day	3 day
R1	0.7384	0.7363
PP	0.7378	0.7337
S1	0.7373	0.7311

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

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