CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 27-Jul-2020

Day Change Summary
	Previous	Current
	24-Jul-2020	27-Jul-2020	Change	Change %	Previous Week
Open	0.7460	0.7456	-0.0004	-0.1%	0.7361
High	0.7476	0.7490	0.0014	0.2%	0.7491
Low	0.7439	0.7447	0.0009	0.1%	0.7354
Close	0.7451	0.7486	0.0035	0.5%	0.7451
Range	0.0038	0.0043	0.0005	13.3%	0.0138
ATR	0.0048	0.0047	0.0000	-0.8%	0.0000
Volume	51,704	55,364	3,660	7.1%	300,355

Daily Pivots for day following 27-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7602	0.7586	0.7509
R3	0.7559	0.7544	0.7497
R2	0.7517	0.7517	0.7493
R1	0.7501	0.7501	0.7489	0.7509
PP	0.7474	0.7474	0.7474	0.7478
S1	0.7459	0.7459	0.7482	0.7466
S2	0.7432	0.7432	0.7478
S3	0.7389	0.7416	0.7474
S4	0.7347	0.7374	0.7462

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7844	0.7785	0.7526
R3	0.7707	0.7647	0.7488
R2	0.7569	0.7569	0.7476
R1	0.7510	0.7510	0.7463	0.7540
PP	0.7432	0.7432	0.7432	0.7447
S1	0.7372	0.7372	0.7438	0.7402
S2	0.7294	0.7294	0.7425
S3	0.7157	0.7235	0.7413
S4	0.7019	0.7097	0.7375

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7491	0.7388	0.0104	1.4%	0.0046	0.6%	95%	False	False	62,225
10	0.7491	0.7330	0.0161	2.2%	0.0042	0.6%	97%	False	False	58,817
20	0.7491	0.7298	0.0194	2.6%	0.0043	0.6%	97%	False	False	59,123
40	0.7510	0.7246	0.0265	3.5%	0.0053	0.7%	91%	False	False	50,649
60	0.7510	0.7057	0.0453	6.1%	0.0055	0.7%	95%	False	False	33,913
80	0.7510	0.7006	0.0504	6.7%	0.0058	0.8%	95%	False	False	25,467
100	0.7510	0.6827	0.0683	9.1%	0.0069	0.9%	96%	False	False	20,424
120	0.7574	0.6827	0.0747	10.0%	0.0061	0.8%	88%	False	False	17,041

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7670
2.618	0.7601
1.618	0.7558
1.000	0.7532
0.618	0.7516
HIGH	0.7490
0.618	0.7473
0.500	0.7468
0.382	0.7463
LOW	0.7447
0.618	0.7421
1.000	0.7405
1.618	0.7378
2.618	0.7336
4.250	0.7266

Fisher Pivots for day following 27-Jul-2020
Pivot	1 day	3 day
R1	0.7480	0.7479
PP	0.7474	0.7472
S1	0.7468	0.7465

Download as Excel Spreadsheet

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

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