CME Australian Dollar Future September 2020

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Trading Metrics calculated at close of trading on 24-Mar-2020
Day Change Summary Previous Current 23-Mar-2020 24-Mar-2020 Change Change % Previous Week Open 0.5740 0.5839 0.0099 1.7% 0.6141 High 0.5843 0.5967 0.0124 2.1% 0.6252 Low 0.5710 0.5839 0.0129 2.3% 0.5520 Close 0.5791 0.5916 0.0125 2.2% 0.5805 Range 0.0133 0.0128 -0.0005 -3.8% 0.0732 ATR 0.0156 0.0157 0.0001 0.9% 0.0000 Volume 107 183 76 71.0% 1,245
Daily Pivots for day following 24-Mar-2020 Classic Woodie Camarilla DeMark R4 0.6291 0.6232 0.5986 R3 0.6163 0.6104 0.5951 R2 0.6035 0.6035 0.5939 R1 0.5976 0.5976 0.5928 0.6006 PP 0.5907 0.5907 0.5907 0.5922 S1 0.5848 0.5848 0.5904 0.5878 S2 0.5779 0.5779 0.5893 S3 0.5651 0.5720 0.5881 S4 0.5523 0.5592 0.5846	Weekly Pivots for week ending 20-Mar-2020 Classic Woodie Camarilla DeMark R4 0.8055 0.7662 0.6208 R3 0.7323 0.6930 0.6006 R2 0.6591 0.6591 0.5939 R1 0.6198 0.6198 0.5872 0.6029 PP 0.5859 0.5859 0.5859 0.5774 S1 0.5466 0.5466 0.5738 0.5297 S2 0.5127 0.5127 0.5671 S3 0.4395 0.4734 0.5604 S4 0.3663 0.4002 0.5402
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.6019 0.5520 0.0499 8.4% 0.0263 4.4% 79% False False 245 10 0.6530 0.5520 0.1010 17.1% 0.0214 3.6% 39% False False 254 20 0.6660 0.5520 0.1140 19.3% 0.0154 2.6% 35% False False 160
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 0.0042 Narrowest range in 9 trading days	Fibonacci Retracements and Extensions 4.250 0.6511 2.618 0.6302 1.618 0.6174 1.000 0.6095 0.618 0.6046 HIGH 0.5967 0.618 0.5918 0.500 0.5903 0.382 0.5888 LOW 0.5839 0.618 0.5760 1.000 0.5711 1.618 0.5632 2.618 0.5504 4.250 0.5295
Fisher Pivots for day following 24-Mar-2020 Pivot 1 day 3 day R1 0.5912 0.5889 PP 0.5907 0.5861 S1 0.5903 0.5834

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