CME Australian Dollar Future December 2020

Trading Metrics calculated at close of trading on 22-Oct-2020

Day Change Summary
	Previous	Current
	21-Oct-2020	22-Oct-2020	Change	Change %	Previous Week
Open	0.7048	0.7115	0.0067	1.0%	0.7230
High	0.7138	0.7127	-0.0011	-0.2%	0.7237
Low	0.7048	0.7087	0.0039	0.6%	0.7057
Close	0.7128	0.7115	-0.0013	-0.2%	0.7087
Range	0.0090	0.0040	-0.0050	-55.6%	0.0180
ATR	0.0065	0.0063	-0.0002	-2.7%	0.0000
Volume	97,962	79,198	-18,764	-19.2%	421,055

Daily Pivots for day following 22-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7230	0.7212	0.7137
R3	0.7190	0.7172	0.7126
R2	0.7150	0.7150	0.7122
R1	0.7132	0.7132	0.7119	0.7135
PP	0.7110	0.7110	0.7110	0.7111
S1	0.7092	0.7092	0.7111	0.7095
S2	0.7070	0.7070	0.7108
S3	0.7030	0.7052	0.7104
S4	0.6990	0.7012	0.7093

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	0.7138	0.7022	0.0116	1.6%	0.0053	0.7%	80%	False	False	83,886
10	0.7245	0.7022	0.0223	3.1%	0.0059	0.8%	42%	False	False	83,476
20	0.7245	0.7008	0.0237	3.3%	0.0061	0.9%	45%	False	False	83,831
40	0.7416	0.7008	0.0408	5.7%	0.0069	1.0%	26%	False	False	70,733
60	0.7416	0.7008	0.0408	5.7%	0.0067	0.9%	26%	False	False	47,239
80	0.7416	0.6880	0.0536	7.5%	0.0065	0.9%	44%	False	False	35,449
100	0.7416	0.6796	0.0620	8.7%	0.0071	1.0%	51%	False	False	28,376
120	0.7416	0.6386	0.1030	14.5%	0.0072	1.0%	71%	False	False	23,649

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7297
2.618	0.7232
1.618	0.7192
1.000	0.7167
0.618	0.7152
HIGH	0.7127
0.618	0.7112
0.500	0.7107
0.382	0.7102
LOW	0.7087
0.618	0.7062
1.000	0.7047
1.618	0.7022
2.618	0.6982
4.250	0.6917

Fisher Pivots for day following 22-Oct-2020
Pivot	1 day	3 day
R1	0.7112	0.7103
PP	0.7110	0.7092
S1	0.7107	0.7080

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

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