CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 16-Oct-2020

Day Change Summary
	Previous	Current
	15-Oct-2020	16-Oct-2020	Change	Change %	Previous Week
Open	0.7166	0.7094	-0.0072	-1.0%	0.7230
High	0.7169	0.7098	-0.0071	-1.0%	0.7237
Low	0.7057	0.7072	0.0015	0.2%	0.7057
Close	0.7093	0.7087	-0.0006	-0.1%	0.7087
Range	0.0112	0.0026	-0.0086	-76.8%	0.0180
ATR	0.0068	0.0065	-0.0003	-4.4%	0.0000
Volume	120,254	77,471	-42,783	-35.6%	421,055

Daily Pivots for day following 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7164	0.7151	0.7101
R3	0.7138	0.7125	0.7094
R2	0.7112	0.7112	0.7092
R1	0.7099	0.7099	0.7089	0.7093
PP	0.7086	0.7086	0.7086	0.7082
S1	0.7073	0.7073	0.7085	0.7067
S2	0.7060	0.7060	0.7082
S3	0.7034	0.7047	0.7080
S4	0.7008	0.7021	0.7073

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7667	0.7557	0.7186
R3	0.7487	0.7377	0.7137
R2	0.7307	0.7307	0.7120
R1	0.7197	0.7197	0.7104	0.7162
PP	0.7127	0.7127	0.7127	0.7110
S1	0.7017	0.7017	0.7071	0.6982
S2	0.6947	0.6947	0.7054
S3	0.6767	0.6837	0.7038
S4	0.6587	0.6657	0.6988

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7237	0.7057	0.0180	2.5%	0.0054	0.8%	17%	False	False	84,211
10	0.7245	0.7057	0.0188	2.7%	0.0060	0.8%	16%	False	False	78,593
20	0.7326	0.7008	0.0318	4.5%	0.0068	1.0%	25%	False	False	89,826
40	0.7416	0.7008	0.0408	5.8%	0.0068	1.0%	19%	False	False	62,210
60	0.7416	0.7008	0.0408	5.8%	0.0067	0.9%	19%	False	False	41,548
80	0.7416	0.6835	0.0581	8.2%	0.0065	0.9%	43%	False	False	31,178
100	0.7416	0.6586	0.0830	11.7%	0.0073	1.0%	60%	False	False	24,957
120	0.7416	0.6379	0.1037	14.6%	0.0072	1.0%	68%	False	False	20,800

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	0.0008
Narrowest range in 112 trading days

Fibonacci Retracements and Extensions
4.250	0.7209
2.618	0.7166
1.618	0.7140
1.000	0.7124
0.618	0.7114
HIGH	0.7098
0.618	0.7088
0.500	0.7085
0.382	0.7082
LOW	0.7072
0.618	0.7056
1.000	0.7046
1.618	0.7030
2.618	0.7004
4.250	0.6962

Fisher Pivots for day following 16-Oct-2020
Pivot	1 day	3 day
R1	0.7086	0.7125
PP	0.7086	0.7112
S1	0.7085	0.7100

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

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