CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 31-Aug-2020

Day Change Summary
	Previous	Current
	28-Aug-2020	31-Aug-2020	Change	Change %	Previous Week
Open	0.7259	0.7367	0.0108	1.5%	0.7163
High	0.7369	0.7404	0.0035	0.5%	0.7369
Low	0.7257	0.7343	0.0086	1.2%	0.7153
Close	0.7358	0.7390	0.0032	0.4%	0.7358
Range	0.0112	0.0061	-0.0051	-45.5%	0.0216
ATR	0.0067	0.0067	0.0000	-0.7%	0.0000
Volume	1,071	1,048	-23	-2.1%	2,299

Daily Pivots for day following 31-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7562	0.7537	0.7424
R3	0.7501	0.7476	0.7407
R2	0.7440	0.7440	0.7401
R1	0.7415	0.7415	0.7396	0.7428
PP	0.7379	0.7379	0.7379	0.7385
S1	0.7354	0.7354	0.7384	0.7367
S2	0.7318	0.7318	0.7379
S3	0.7257	0.7293	0.7373
S4	0.7196	0.7232	0.7356

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7941	0.7866	0.7477
R3	0.7725	0.7650	0.7417
R2	0.7509	0.7509	0.7398
R1	0.7434	0.7434	0.7378	0.7472
PP	0.7293	0.7293	0.7293	0.7312
S1	0.7218	0.7218	0.7338	0.7256
S2	0.7077	0.7077	0.7318
S3	0.6861	0.7002	0.7299
S4	0.6645	0.6786	0.7239

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7404	0.7153	0.0251	3.4%	0.0069	0.9%	94%	True	False	615
10	0.7404	0.7139	0.0265	3.6%	0.0068	0.9%	95%	True	False	441
20	0.7404	0.7110	0.0294	4.0%	0.0065	0.9%	95%	True	False	316
40	0.7404	0.6924	0.0480	6.5%	0.0063	0.9%	97%	True	False	225
60	0.7404	0.6796	0.0608	8.2%	0.0072	1.0%	98%	True	False	178
80	0.7404	0.6405	0.0999	13.5%	0.0075	1.0%	99%	True	False	140
100	0.7404	0.6199	0.1205	16.3%	0.0071	1.0%	99%	True	False	113

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7663
2.618	0.7564
1.618	0.7503
1.000	0.7465
0.618	0.7442
HIGH	0.7404
0.618	0.7381
0.500	0.7374
0.382	0.7366
LOW	0.7343
0.618	0.7305
1.000	0.7282
1.618	0.7244
2.618	0.7183
4.250	0.7084

Fisher Pivots for day following 31-Aug-2020
Pivot	1 day	3 day
R1	0.7385	0.7364
PP	0.7379	0.7337
S1	0.7374	0.7311

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

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