CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 03-Sep-2020

Day Change Summary
	Previous	Current
	02-Sep-2020	03-Sep-2020	Change	Change %	Previous Week
Open	0.7376	0.7337	-0.0039	-0.5%	0.7163
High	0.7383	0.7338	-0.0045	-0.6%	0.7369
Low	0.7303	0.7267	-0.0036	-0.5%	0.7153
Close	0.7318	0.7276	-0.0042	-0.6%	0.7358
Range	0.0080	0.0071	-0.0009	-11.3%	0.0216
ATR	0.0067	0.0067	0.0000	0.4%	0.0000
Volume	1,866	1,292	-574	-30.8%	2,299

Daily Pivots for day following 03-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7507	0.7462	0.7315
R3	0.7436	0.7391	0.7296
R2	0.7365	0.7365	0.7289
R1	0.7320	0.7320	0.7283	0.7307
PP	0.7294	0.7294	0.7294	0.7287
S1	0.7249	0.7249	0.7269	0.7236
S2	0.7223	0.7223	0.7263
S3	0.7152	0.7178	0.7256
S4	0.7081	0.7107	0.7237

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	0.7416	0.7257	0.0159	2.2%	0.0076	1.0%	12%	False	False	1,388
10	0.7416	0.7143	0.0273	3.8%	0.0067	0.9%	49%	False	False	843
20	0.7416	0.7111	0.0305	4.2%	0.0064	0.9%	54%	False	False	519
40	0.7416	0.6924	0.0492	6.8%	0.0064	0.9%	72%	False	False	343
60	0.7416	0.6796	0.0620	8.5%	0.0070	1.0%	77%	False	False	252
80	0.7416	0.6405	0.1011	13.9%	0.0075	1.0%	86%	False	False	200
100	0.7416	0.6258	0.1158	15.9%	0.0071	1.0%	88%	False	False	161

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7640
2.618	0.7524
1.618	0.7453
1.000	0.7409
0.618	0.7382
HIGH	0.7338
0.618	0.7311
0.500	0.7303
0.382	0.7294
LOW	0.7267
0.618	0.7223
1.000	0.7196
1.618	0.7152
2.618	0.7081
4.250	0.6965

Fisher Pivots for day following 03-Sep-2020
Pivot	1 day	3 day
R1	0.7303	0.7342
PP	0.7294	0.7320
S1	0.7285	0.7298

Download as Excel Spreadsheet

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

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