CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 28-Aug-2020

Day Change Summary
	Previous	Current
	27-Aug-2020	28-Aug-2020	Change	Change %	Previous Week
Open	0.7262	0.7304	0.0042	0.6%	0.7168
High	0.7284	0.7360	0.0076	1.0%	0.7360
Low	0.7262	0.7302	0.0040	0.6%	0.7155
Close	0.7262	0.7359	0.0097	1.3%	0.7359
Range	0.0022	0.0058	0.0036	163.6%	0.0205
ATR
Volume	0	2	2		5

Daily Pivots for day following 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7514	0.7495	0.7391
R3	0.7456	0.7437	0.7375
R2	0.7398	0.7398	0.7370
R1	0.7379	0.7379	0.7364	0.7389
PP	0.7340	0.7340	0.7340	0.7345
S1	0.7321	0.7321	0.7354	0.7331
S2	0.7282	0.7282	0.7348
S3	0.7224	0.7263	0.7343
S4	0.7166	0.7205	0.7327

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7906	0.7838	0.7472
R3	0.7701	0.7633	0.7415
R2	0.7496	0.7496	0.7397
R1	0.7428	0.7428	0.7378	0.7462
PP	0.7291	0.7291	0.7291	0.7309
S1	0.7223	0.7223	0.7340	0.7257
S2	0.7086	0.7086	0.7321
S3	0.6881	0.7018	0.7303
S4	0.6676	0.6813	0.7246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7360	0.7155	0.0205	2.8%	0.0041	0.6%	100%	True	False	1
10	0.7360	0.7145	0.0215	2.9%	0.0046	0.6%	100%	True	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7607
2.618	0.7512
1.618	0.7454
1.000	0.7418
0.618	0.7396
HIGH	0.7360
0.618	0.7338
0.500	0.7331
0.382	0.7324
LOW	0.7302
0.618	0.7266
1.000	0.7244
1.618	0.7208
2.618	0.7150
4.250	0.7056

Fisher Pivots for day following 28-Aug-2020
Pivot	1 day	3 day
R1	0.7350	0.7332
PP	0.7340	0.7304
S1	0.7331	0.7277

Download as Excel Spreadsheet

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

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