CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 05-Oct-2020

Day Change Summary
	Previous	Current
	02-Oct-2020	05-Oct-2020	Change	Change %	Previous Week
Open	0.7187	0.7164	-0.0023	-0.3%	0.7034
High	0.7191	0.7194	0.0003	0.0%	0.7211
Low	0.7133	0.7160	0.0027	0.4%	0.7033
Close	0.7161	0.7176	0.0015	0.2%	0.7161
Range	0.0058	0.0034	-0.0024	-41.4%	0.0178
ATR	0.0071	0.0068	-0.0003	-3.7%	0.0000
Volume	99,354	56,114	-43,240	-43.5%	447,467

Daily Pivots for day following 05-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7279	0.7261	0.7195
R3	0.7245	0.7227	0.7185
R2	0.7211	0.7211	0.7182
R1	0.7193	0.7193	0.7179	0.7202
PP	0.7177	0.7177	0.7177	0.7181
S1	0.7159	0.7159	0.7173	0.7168
S2	0.7143	0.7143	0.7170
S3	0.7109	0.7125	0.7167
S4	0.7075	0.7091	0.7157

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	0.7071	0.0140	2.0%	0.0058	0.8%	75%	False	False	86,135
10	0.7237	0.7008	0.0229	3.2%	0.0067	0.9%	73%	False	False	96,250
20	0.7347	0.7008	0.0339	4.7%	0.0071	1.0%	50%	False	False	86,987
40	0.7416	0.7008	0.0408	5.7%	0.0067	0.9%	41%	False	False	44,006
60	0.7416	0.6924	0.0492	6.9%	0.0066	0.9%	51%	False	False	29,397
80	0.7416	0.6796	0.0620	8.6%	0.0069	1.0%	61%	False	False	22,064
100	0.7416	0.6405	0.1011	14.1%	0.0074	1.0%	76%	False	False	17,661
120	0.7416	0.6258	0.1158	16.1%	0.0071	1.0%	79%	False	False	14,719

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	0.7339
2.618	0.7283
1.618	0.7249
1.000	0.7228
0.618	0.7215
HIGH	0.7194
0.618	0.7181
0.500	0.7177
0.382	0.7173
LOW	0.7160
0.618	0.7139
1.000	0.7126
1.618	0.7105
2.618	0.7071
4.250	0.7016

Fisher Pivots for day following 05-Oct-2020
Pivot	1 day	3 day
R1	0.7177	0.7175
PP	0.7177	0.7173
S1	0.7176	0.7172

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

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