CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 17-Aug-2020

Day Change Summary
	Previous	Current
	14-Aug-2020	17-Aug-2020	Change	Change %	Previous Week
Open	0.7152	0.7178	0.0026	0.4%	0.7168
High	0.7176	0.7229	0.0053	0.7%	0.7190
Low	0.7135	0.7174	0.0039	0.5%	0.7111
Close	0.7176	0.7211	0.0035	0.5%	0.7176
Range	0.0041	0.0055	0.0014	34.1%	0.0079
ATR	0.0065	0.0064	-0.0001	-1.1%	0.0000
Volume	132	159	27	20.5%	690

Daily Pivots for day following 17-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7370	0.7345	0.7241
R3	0.7315	0.7290	0.7226
R2	0.7260	0.7260	0.7221
R1	0.7235	0.7235	0.7216	0.7248
PP	0.7205	0.7205	0.7205	0.7211
S1	0.7180	0.7180	0.7206	0.7193
S2	0.7150	0.7150	0.7201
S3	0.7095	0.7125	0.7196
S4	0.7040	0.7070	0.7181

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7396	0.7365	0.7219
R3	0.7317	0.7286	0.7198
R2	0.7238	0.7238	0.7190
R1	0.7207	0.7207	0.7183	0.7223
PP	0.7159	0.7159	0.7159	0.7167
S1	0.7128	0.7128	0.7169	0.7144
S2	0.7080	0.7080	0.7162
S3	0.7001	0.7049	0.7154
S4	0.6922	0.6970	0.7133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7229	0.7111	0.0118	1.6%	0.0053	0.7%	85%	True	False	160
10	0.7244	0.7110	0.0134	1.9%	0.0061	0.8%	75%	False	False	190
20	0.7244	0.7019	0.0225	3.1%	0.0067	0.9%	85%	False	False	196
40	0.7244	0.6812	0.0432	6.0%	0.0064	0.9%	92%	False	False	133
60	0.7244	0.6509	0.0735	10.2%	0.0077	1.1%	96%	False	False	111
80	0.7244	0.6341	0.0903	12.5%	0.0073	1.0%	96%	False	False	85
100	0.7244	0.5894	0.1350	18.7%	0.0073	1.0%	98%	False	False	71

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7463
2.618	0.7373
1.618	0.7318
1.000	0.7284
0.618	0.7263
HIGH	0.7229
0.618	0.7208
0.500	0.7202
0.382	0.7195
LOW	0.7174
0.618	0.7140
1.000	0.7119
1.618	0.7085
2.618	0.7030
4.250	0.6940

Fisher Pivots for day following 17-Aug-2020
Pivot	1 day	3 day
R1	0.7208	0.7201
PP	0.7205	0.7192
S1	0.7202	0.7182

Download as Excel Spreadsheet

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

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