CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 03-Sep-2020

Day Change Summary
	Previous	Current
	02-Sep-2020	03-Sep-2020	Change	Change %	Previous Week
Open	0.7377	0.7334	-0.0043	-0.6%	0.7164
High	0.7383	0.7338	-0.0045	-0.6%	0.7368
Low	0.7301	0.7266	-0.0035	-0.5%	0.7150
Close	0.7317	0.7275	-0.0042	-0.6%	0.7357
Range	0.0082	0.0072	-0.0010	-12.2%	0.0218
ATR	0.0069	0.0069	0.0000	0.3%	0.0000
Volume	89,326	91,042	1,716	1.9%	377,888

Daily Pivots for day following 03-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7509	0.7464	0.7315
R3	0.7437	0.7392	0.7295
R2	0.7365	0.7365	0.7288
R1	0.7320	0.7320	0.7282	0.7307
PP	0.7293	0.7293	0.7293	0.7286
S1	0.7248	0.7248	0.7268	0.7235
S2	0.7221	0.7221	0.7262
S3	0.7149	0.7176	0.7255
S4	0.7077	0.7104	0.7235

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	0.7414	0.7255	0.0159	2.2%	0.0077	1.1%	13%	False	False	97,756
10	0.7414	0.7140	0.0274	3.8%	0.0069	0.9%	49%	False	False	84,408
20	0.7414	0.7109	0.0305	4.2%	0.0066	0.9%	54%	False	False	83,198
40	0.7414	0.6922	0.0492	6.8%	0.0066	0.9%	72%	False	False	87,182
60	0.7414	0.6777	0.0637	8.8%	0.0073	1.0%	78%	False	False	89,229
80	0.7414	0.6404	0.1010	13.9%	0.0079	1.1%	86%	False	False	68,704
100	0.7414	0.6255	0.1159	15.9%	0.0080	1.1%	88%	False	False	54,984
120	0.7414	0.5520	0.1894	26.0%	0.0092	1.3%	93%	False	False	45,847

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7644
2.618	0.7526
1.618	0.7454
1.000	0.7410
0.618	0.7382
HIGH	0.7338
0.618	0.7310
0.500	0.7302
0.382	0.7294
LOW	0.7266
0.618	0.7222
1.000	0.7194
1.618	0.7150
2.618	0.7078
4.250	0.6960

Fisher Pivots for day following 03-Sep-2020
Pivot	1 day	3 day
R1	0.7302	0.7340
PP	0.7293	0.7318
S1	0.7284	0.7297

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

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