CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 16-Sep-2020

Day Change Summary
	Previous	Current
	15-Sep-2020	16-Sep-2020	Change	Change %	Previous Week
Open	0.7292	0.7303	0.0011	0.2%	0.7285
High	0.7345	0.7347	0.0002	0.0%	0.7326
Low	0.7270	0.7280	0.0010	0.1%	0.7194
Close	0.7310	0.7298	-0.0012	-0.2%	0.7276
Range	0.0075	0.0067	-0.0008	-10.7%	0.0132
ATR	0.0069	0.0069	0.0000	-0.2%	0.0000
Volume	70,372	86,760	16,388	23.3%	292,777

Daily Pivots for day following 16-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7509	0.7471	0.7335
R3	0.7442	0.7404	0.7316
R2	0.7375	0.7375	0.7310
R1	0.7337	0.7337	0.7304	0.7323
PP	0.7308	0.7308	0.7308	0.7301
S1	0.7270	0.7270	0.7292	0.7256
S2	0.7241	0.7241	0.7286
S3	0.7174	0.7203	0.7280
S4	0.7107	0.7136	0.7261

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7661	0.7601	0.7349
R3	0.7529	0.7469	0.7312
R2	0.7397	0.7397	0.7300
R1	0.7337	0.7337	0.7288	0.7301
PP	0.7265	0.7265	0.7265	0.7248
S1	0.7205	0.7205	0.7264	0.7169
S2	0.7133	0.7133	0.7252
S3	0.7001	0.7073	0.7240
S4	0.6869	0.6941	0.7203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7347	0.7249	0.0098	1.3%	0.0062	0.8%	50%	True	False	66,907
10	0.7383	0.7194	0.0189	2.6%	0.0073	1.0%	55%	False	False	51,635
20	0.7416	0.7139	0.0277	3.8%	0.0071	1.0%	57%	False	False	26,109
40	0.7416	0.7067	0.0349	4.8%	0.0067	0.9%	66%	False	False	13,155
60	0.7416	0.6835	0.0581	8.0%	0.0065	0.9%	80%	False	False	8,794
80	0.7416	0.6520	0.0896	12.3%	0.0076	1.0%	87%	False	False	6,612
100	0.7416	0.6379	0.1037	14.2%	0.0072	1.0%	89%	False	False	5,292
120	0.7416	0.5990	0.1426	19.5%	0.0072	1.0%	92%	False	False	4,412

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7632
2.618	0.7522
1.618	0.7455
1.000	0.7414
0.618	0.7388
HIGH	0.7347
0.618	0.7321
0.500	0.7314
0.382	0.7306
LOW	0.7280
0.618	0.7239
1.000	0.7213
1.618	0.7172
2.618	0.7105
4.250	0.6995

Fisher Pivots for day following 16-Sep-2020
Pivot	1 day	3 day
R1	0.7314	0.7307
PP	0.7308	0.7304
S1	0.7303	0.7301

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

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