CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	0.7047	0.7034	-0.0013	-0.2%	0.7298
High	0.7088	0.7076	-0.0012	-0.2%	0.7326
Low	0.7008	0.7033	0.0025	0.4%	0.7008
Close	0.7026	0.7070	0.0044	0.6%	0.7026
Range	0.0080	0.0043	-0.0037	-46.3%	0.0318
ATR	0.0074	0.0073	-0.0002	-2.3%	0.0000
Volume	101,256	72,905	-28,351	-28.0%	563,133

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7189	0.7172	0.7094
R3	0.7146	0.7129	0.7082
R2	0.7103	0.7103	0.7078
R1	0.7086	0.7086	0.7074	0.7095
PP	0.7060	0.7060	0.7060	0.7064
S1	0.7043	0.7043	0.7066	0.7052
S2	0.7017	0.7017	0.7062
S3	0.6974	0.7000	0.7058
S4	0.6931	0.6957	0.7046

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8074	0.7868	0.7201
R3	0.7756	0.7550	0.7113
R2	0.7438	0.7438	0.7084
R1	0.7232	0.7232	0.7055	0.7176
PP	0.7120	0.7120	0.7120	0.7092
S1	0.6914	0.6914	0.6997	0.6858
S2	0.6802	0.6802	0.6968
S3	0.6484	0.6596	0.6939
S4	0.6166	0.6278	0.6851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7237	0.7008	0.0229	3.2%	0.0076	1.1%	27%	False	False	106,365
10	0.7347	0.7008	0.0339	4.8%	0.0076	1.1%	18%	False	False	96,342
20	0.7416	0.7008	0.0408	5.8%	0.0073	1.0%	15%	False	False	66,267
40	0.7416	0.7008	0.0408	5.8%	0.0069	1.0%	15%	False	False	33,277
60	0.7416	0.6916	0.0500	7.1%	0.0067	0.9%	31%	False	False	22,222
80	0.7416	0.6796	0.0620	8.8%	0.0072	1.0%	44%	False	False	16,688
100	0.7416	0.6386	0.1030	14.6%	0.0075	1.1%	66%	False	False	13,355
120	0.7416	0.6131	0.1285	18.2%	0.0072	1.0%	73%	False	False	11,130

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7259
2.618	0.7189
1.618	0.7146
1.000	0.7119
0.618	0.7103
HIGH	0.7076
0.618	0.7060
0.500	0.7055
0.382	0.7049
LOW	0.7033
0.618	0.7006
1.000	0.6990
1.618	0.6963
2.618	0.6920
4.250	0.6850

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	0.7065	0.7063
PP	0.7060	0.7055
S1	0.7055	0.7048

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

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