CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 09-Sep-2020

Day Change Summary
	Previous	Current
	08-Sep-2020	09-Sep-2020	Change	Change %	Previous Week
Open	0.7285	0.7203	-0.0082	-1.1%	0.7362
High	0.7310	0.7288	-0.0022	-0.3%	0.7414
Low	0.7210	0.7192	-0.0018	-0.2%	0.7222
Close	0.7216	0.7271	0.0055	0.8%	0.7298
Range	0.0100	0.0096	-0.0004	-4.0%	0.0192
ATR	0.0072	0.0074	0.0002	2.4%	0.0000
Volume	160,591	206,382	45,791	28.5%	503,813

Daily Pivots for day following 09-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7538	0.7501	0.7324
R3	0.7442	0.7405	0.7297
R2	0.7346	0.7346	0.7289
R1	0.7309	0.7309	0.7280	0.7328
PP	0.7250	0.7250	0.7250	0.7260
S1	0.7213	0.7213	0.7262	0.7232
S2	0.7154	0.7154	0.7253
S3	0.7058	0.7117	0.7245
S4	0.6962	0.7021	0.7218

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7887	0.7785	0.7404
R3	0.7695	0.7593	0.7351
R2	0.7503	0.7503	0.7333
R1	0.7401	0.7401	0.7316	0.7356
PP	0.7311	0.7311	0.7311	0.7289
S1	0.7209	0.7209	0.7280	0.7164
S2	0.7119	0.7119	0.7263
S3	0.6927	0.7017	0.7245
S4	0.6735	0.6825	0.7192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7383	0.7192	0.0191	2.6%	0.0085	1.2%	41%	False	True	132,276
10	0.7414	0.7188	0.0226	3.1%	0.0079	1.1%	37%	False	False	112,938
20	0.7414	0.7109	0.0305	4.2%	0.0070	1.0%	53%	False	False	94,374
40	0.7414	0.6964	0.0450	6.2%	0.0069	0.9%	68%	False	False	91,916
60	0.7414	0.6812	0.0602	8.3%	0.0070	1.0%	76%	False	False	91,460
80	0.7414	0.6414	0.1000	13.8%	0.0080	1.1%	86%	False	False	74,703
100	0.7414	0.6255	0.1159	15.9%	0.0079	1.1%	88%	False	False	59,789
120	0.7414	0.5679	0.1735	23.9%	0.0087	1.2%	92%	False	False	49,850

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	True
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7696
2.618	0.7539
1.618	0.7443
1.000	0.7384
0.618	0.7347
HIGH	0.7288
0.618	0.7251
0.500	0.7240
0.382	0.7229
LOW	0.7192
0.618	0.7133
1.000	0.7096
1.618	0.7037
2.618	0.6941
4.250	0.6784

Fisher Pivots for day following 09-Sep-2020
Pivot	1 day	3 day
R1	0.7261	0.7264
PP	0.7250	0.7258
S1	0.7240	0.7251

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

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