CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 12-Aug-2020

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	0.7156	0.7145	-0.0011	-0.2%	0.7137
High	0.7190	0.7177	-0.0013	-0.2%	0.7244
Low	0.7138	0.7111	-0.0027	-0.4%	0.7080
Close	0.7154	0.7164	0.0010	0.1%	0.7151
Range	0.0052	0.0066	0.0014	26.9%	0.0164
ATR	0.0068	0.0068	0.0000	-0.2%	0.0000
Volume	89	303	214	240.4%	1,516

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7349	0.7322	0.7200
R3	0.7283	0.7256	0.7182
R2	0.7217	0.7217	0.7176
R1	0.7190	0.7190	0.7170	0.7204
PP	0.7151	0.7151	0.7151	0.7157
S1	0.7124	0.7124	0.7158	0.7138
S2	0.7085	0.7085	0.7152
S3	0.7019	0.7058	0.7146
S4	0.6953	0.6992	0.7128

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7650	0.7565	0.7241
R3	0.7486	0.7401	0.7196
R2	0.7322	0.7322	0.7181
R1	0.7237	0.7237	0.7166	0.7280
PP	0.7158	0.7158	0.7158	0.7180
S1	0.7073	0.7073	0.7136	0.7116
S2	0.6994	0.6994	0.7121
S3	0.6830	0.6909	0.7106
S4	0.6666	0.6745	0.7061

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7244	0.7111	0.0133	1.9%	0.0064	0.9%	40%	False	True	168
10	0.7244	0.7080	0.0164	2.3%	0.0070	1.0%	51%	False	False	279
20	0.7244	0.6966	0.0278	3.9%	0.0065	0.9%	71%	False	False	185
40	0.7244	0.6812	0.0432	6.0%	0.0066	0.9%	81%	False	False	126
60	0.7244	0.6509	0.0735	10.3%	0.0078	1.1%	89%	False	False	104
80	0.7244	0.6258	0.0986	13.8%	0.0073	1.0%	92%	False	False	80

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7458
2.618	0.7350
1.618	0.7284
1.000	0.7243
0.618	0.7218
HIGH	0.7177
0.618	0.7152
0.500	0.7144
0.382	0.7136
LOW	0.7111
0.618	0.7070
1.000	0.7045
1.618	0.7004
2.618	0.6938
4.250	0.6831

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	0.7157	0.7160
PP	0.7151	0.7155
S1	0.7144	0.7151

Download as Excel Spreadsheet

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

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