CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 13-Aug-2020

Day Change Summary
	Previous	Current
	12-Aug-2020	13-Aug-2020	Change	Change %	Previous Week
Open	0.7145	0.7165	0.0020	0.3%	0.7137
High	0.7177	0.7189	0.0012	0.2%	0.7244
Low	0.7111	0.7139	0.0028	0.4%	0.7080
Close	0.7164	0.7144	-0.0020	-0.3%	0.7151
Range	0.0066	0.0050	-0.0016	-24.2%	0.0164
ATR	0.0068	0.0066	-0.0001	-1.9%	0.0000
Volume	303	121	-182	-60.1%	1,516

Daily Pivots for day following 13-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7307	0.7276	0.7172
R3	0.7257	0.7226	0.7158
R2	0.7207	0.7207	0.7153
R1	0.7176	0.7176	0.7149	0.7167
PP	0.7157	0.7157	0.7157	0.7153
S1	0.7126	0.7126	0.7139	0.7117
S2	0.7107	0.7107	0.7135
S3	0.7057	0.7076	0.7130
S4	0.7007	0.7026	0.7117

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%	0.0061	0.9%	25%	False	False	173
10	0.7244	0.7080	0.0164	2.3%	0.0068	0.9%	39%	False	False	257
20	0.7244	0.6976	0.0268	3.8%	0.0066	0.9%	63%	False	False	186
40	0.7244	0.6812	0.0432	6.0%	0.0065	0.9%	77%	False	False	128
60	0.7244	0.6509	0.0735	10.3%	0.0078	1.1%	86%	False	False	106
80	0.7244	0.6284	0.0960	13.4%	0.0074	1.0%	90%	False	False	81
100	0.7244	0.5894	0.1350	18.9%	0.0074	1.0%	93%	False	False	68

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7402
2.618	0.7320
1.618	0.7270
1.000	0.7239
0.618	0.7220
HIGH	0.7189
0.618	0.7170
0.500	0.7164
0.382	0.7158
LOW	0.7139
0.618	0.7108
1.000	0.7089
1.618	0.7058
2.618	0.7008
4.250	0.6927

Fisher Pivots for day following 13-Aug-2020
Pivot	1 day	3 day
R1	0.7164	0.7151
PP	0.7157	0.7148
S1	0.7151	0.7146

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

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