CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 08-Oct-2020

Day Change Summary
	Previous	Current
	07-Oct-2020	08-Oct-2020	Change	Change %	Previous Week
Open	0.7104	0.7142	0.0038	0.5%	0.7034
High	0.7153	0.7172	0.0019	0.3%	0.7211
Low	0.7098	0.7124	0.0026	0.4%	0.7033
Close	0.7142	0.7166	0.0024	0.3%	0.7161
Range	0.0055	0.0048	-0.0007	-12.7%	0.0178
ATR	0.0070	0.0068	-0.0002	-2.2%	0.0000
Volume	71,444	63,285	-8,159	-11.4%	447,467

Daily Pivots for day following 08-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7298	0.7280	0.7192
R3	0.7250	0.7232	0.7179
R2	0.7202	0.7202	0.7175
R1	0.7184	0.7184	0.7170	0.7193
PP	0.7154	0.7154	0.7154	0.7159
S1	0.7136	0.7136	0.7162	0.7145
S2	0.7106	0.7106	0.7157
S3	0.7058	0.7088	0.7153
S4	0.7010	0.7040	0.7140

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	0.7098	0.0113	1.6%	0.0061	0.9%	60%	False	False	78,498
10	0.7211	0.7008	0.0203	2.8%	0.0063	0.9%	78%	False	False	84,186
20	0.7347	0.7008	0.0339	4.7%	0.0068	0.9%	47%	False	False	87,969
40	0.7416	0.7008	0.0408	5.7%	0.0068	1.0%	39%	False	False	49,920
60	0.7416	0.6966	0.0450	6.3%	0.0067	0.9%	44%	False	False	33,342
80	0.7416	0.6812	0.0604	8.4%	0.0067	0.9%	59%	False	False	25,023
100	0.7416	0.6509	0.0907	12.7%	0.0074	1.0%	72%	False	False	20,031
120	0.7416	0.6258	0.1158	16.2%	0.0072	1.0%	78%	False	False	16,694

Crabel Price Patterns
NR	True
NR4	False
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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7376
2.618	0.7298
1.618	0.7250
1.000	0.7220
0.618	0.7202
HIGH	0.7172
0.618	0.7154
0.500	0.7148
0.382	0.7142
LOW	0.7124
0.618	0.7094
1.000	0.7076
1.618	0.7046
2.618	0.6998
4.250	0.6920

Fisher Pivots for day following 08-Oct-2020
Pivot	1 day	3 day
R1	0.7160	0.7162
PP	0.7154	0.7158
S1	0.7148	0.7155

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

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