CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	0.7304	0.7313	0.0009	0.1%	0.7285
High	0.7317	0.7336	0.0019	0.3%	0.7347
Low	0.7256	0.7284	0.0028	0.4%	0.7256
Close	0.7306	0.7301	-0.0005	-0.1%	0.7301
Range	0.0061	0.0052	-0.0009	-14.8%	0.0091
ATR	0.0068	0.0067	-0.0001	-1.7%	0.0000
Volume	92,180	78,076	-14,104	-15.3%	380,251

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7463	0.7434	0.7330
R3	0.7411	0.7382	0.7315
R2	0.7359	0.7359	0.7311
R1	0.7330	0.7330	0.7306	0.7319
PP	0.7307	0.7307	0.7307	0.7301
S1	0.7278	0.7278	0.7296	0.7267
S2	0.7255	0.7255	0.7291
S3	0.7203	0.7226	0.7287
S4	0.7151	0.7174	0.7272

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7574	0.7529	0.7351
R3	0.7483	0.7438	0.7326
R2	0.7392	0.7392	0.7318
R1	0.7347	0.7347	0.7309	0.7370
PP	0.7301	0.7301	0.7301	0.7313
S1	0.7256	0.7256	0.7293	0.7279
S2	0.7210	0.7210	0.7284
S3	0.7119	0.7165	0.7276
S4	0.7028	0.7074	0.7251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7347	0.7256	0.0091	1.2%	0.0059	0.8%	49%	False	False	76,050
10	0.7347	0.7194	0.0153	2.1%	0.0069	0.9%	70%	False	False	68,345
20	0.7416	0.7143	0.0273	3.7%	0.0068	0.9%	58%	False	False	34,594
40	0.7416	0.7067	0.0349	4.8%	0.0066	0.9%	67%	False	False	17,409
60	0.7416	0.6835	0.0581	8.0%	0.0064	0.9%	80%	False	False	11,628
80	0.7416	0.6586	0.0830	11.4%	0.0074	1.0%	86%	False	False	8,740
100	0.7416	0.6379	0.1037	14.2%	0.0073	1.0%	89%	False	False	6,995
120	0.7416	0.5990	0.1426	19.5%	0.0071	1.0%	92%	False	False	5,831

Crabel Price Patterns
NR	True
NR4	True
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	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7557
2.618	0.7472
1.618	0.7420
1.000	0.7388
0.618	0.7368
HIGH	0.7336
0.618	0.7316
0.500	0.7310
0.382	0.7304
LOW	0.7284
0.618	0.7252
1.000	0.7232
1.618	0.7200
2.618	0.7148
4.250	0.7063

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	0.7310	0.7302
PP	0.7307	0.7301
S1	0.7304	0.7301

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

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