CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 02-Oct-2020

Day Change Summary
	Previous	Current
	01-Oct-2020	02-Oct-2020	Change	Change %	Previous Week
Open	0.7164	0.7187	0.0023	0.3%	0.7034
High	0.7211	0.7191	-0.0020	-0.3%	0.7211
Low	0.7157	0.7133	-0.0024	-0.3%	0.7033
Close	0.7194	0.7161	-0.0033	-0.5%	0.7161
Range	0.0054	0.0058	0.0004	7.4%	0.0178
ATR	0.0071	0.0071	-0.0001	-1.0%	0.0000
Volume	92,109	99,354	7,245	7.9%	447,467

Daily Pivots for day following 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7336	0.7306	0.7193
R3	0.7278	0.7248	0.7177
R2	0.7220	0.7220	0.7172
R1	0.7190	0.7190	0.7166	0.7176
PP	0.7162	0.7162	0.7162	0.7155
S1	0.7132	0.7132	0.7156	0.7118
S2	0.7104	0.7104	0.7150
S3	0.7046	0.7074	0.7145
S4	0.6988	0.7016	0.7129

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7669	0.7593	0.7259
R3	0.7491	0.7415	0.7210
R2	0.7313	0.7313	0.7194
R1	0.7237	0.7237	0.7177	0.7275
PP	0.7135	0.7135	0.7135	0.7154
S1	0.7059	0.7059	0.7145	0.7097
S2	0.6957	0.6957	0.7128
S3	0.6779	0.6881	0.7112
S4	0.6601	0.6703	0.7063

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7211	0.7033	0.0178	2.5%	0.0060	0.8%	72%	False	False	89,493
10	0.7326	0.7008	0.0318	4.4%	0.0076	1.1%	48%	False	False	101,060
20	0.7347	0.7008	0.0339	4.7%	0.0073	1.0%	45%	False	False	84,702
40	0.7416	0.7008	0.0408	5.7%	0.0069	1.0%	38%	False	False	42,611
60	0.7416	0.6924	0.0492	6.9%	0.0067	0.9%	48%	False	False	28,463
80	0.7416	0.6796	0.0620	8.7%	0.0071	1.0%	59%	False	False	21,365
100	0.7416	0.6405	0.1011	14.1%	0.0074	1.0%	75%	False	False	17,100
120	0.7416	0.6258	0.1158	16.2%	0.0071	1.0%	78%	False	False	14,251

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7438
2.618	0.7343
1.618	0.7285
1.000	0.7249
0.618	0.7227
HIGH	0.7191
0.618	0.7169
0.500	0.7162
0.382	0.7155
LOW	0.7133
0.618	0.7097
1.000	0.7075
1.618	0.7039
2.618	0.6981
4.250	0.6887

Fisher Pivots for day following 02-Oct-2020
Pivot	1 day	3 day
R1	0.7162	0.7159
PP	0.7162	0.7158
S1	0.7161	0.7156

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

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