CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 24-Sep-2020

Day Change Summary
	Previous	Current
	23-Sep-2020	24-Sep-2020	Change	Change %	Previous Week
Open	0.7170	0.7076	-0.0094	-1.3%	0.7285
High	0.7179	0.7083	-0.0096	-1.3%	0.7347
Low	0.7070	0.7017	-0.0053	-0.7%	0.7256
Close	0.7078	0.7052	-0.0026	-0.4%	0.7301
Range	0.0109	0.0066	-0.0043	-39.4%	0.0091
ATR	0.0075	0.0074	-0.0001	-0.8%	0.0000
Volume	108,881	130,396	21,515	19.8%	380,251

Daily Pivots for day following 24-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7249	0.7216	0.7088
R3	0.7183	0.7150	0.7070
R2	0.7117	0.7117	0.7064
R1	0.7084	0.7084	0.7058	0.7068
PP	0.7051	0.7051	0.7051	0.7042
S1	0.7018	0.7018	0.7046	0.7002
S2	0.6985	0.6985	0.7040
S3	0.6919	0.6952	0.7034
S4	0.6853	0.6886	0.7016

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	0.7336	0.7017	0.0319	4.5%	0.0087	1.2%	11%	False	True	107,990
10	0.7347	0.7017	0.0330	4.7%	0.0073	1.0%	11%	False	True	91,753
20	0.7416	0.7017	0.0399	5.7%	0.0076	1.1%	9%	False	True	57,635
40	0.7416	0.7017	0.0399	5.7%	0.0070	1.0%	9%	False	True	28,944
60	0.7416	0.6880	0.0536	7.6%	0.0066	0.9%	32%	False	False	19,322
80	0.7416	0.6796	0.0620	8.8%	0.0074	1.0%	41%	False	False	14,512
100	0.7416	0.6386	0.1030	14.6%	0.0075	1.1%	65%	False	False	11,613
120	0.7416	0.6092	0.1324	18.8%	0.0071	1.0%	73%	False	False	9,678

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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7364
2.618	0.7256
1.618	0.7190
1.000	0.7149
0.618	0.7124
HIGH	0.7083
0.618	0.7058
0.500	0.7050
0.382	0.7042
LOW	0.7017
0.618	0.6976
1.000	0.6951
1.618	0.6910
2.618	0.6844
4.250	0.6737

Fisher Pivots for day following 24-Sep-2020
Pivot	1 day	3 day
R1	0.7051	0.7127
PP	0.7051	0.7102
S1	0.7050	0.7077

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

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