CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 19-Aug-2020

Day Change Summary
	Previous	Current
	18-Aug-2020	19-Aug-2020	Change	Change %	Previous Week
Open	0.7565	0.7598	0.0033	0.4%	0.7474
High	0.7604	0.7615	0.0011	0.1%	0.7581
Low	0.7559	0.7561	0.0002	0.0%	0.7466
Close	0.7602	0.7581	-0.0021	-0.3%	0.7544
Range	0.0046	0.0054	0.0009	18.7%	0.0115
ATR	0.0047	0.0048	0.0000	1.0%	0.0000
Volume	58,948	53,955	-4,993	-8.5%	263,867

Daily Pivots for day following 19-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7747	0.7718	0.7611
R3	0.7693	0.7664	0.7596
R2	0.7639	0.7639	0.7591
R1	0.7610	0.7610	0.7586	0.7598
PP	0.7585	0.7585	0.7585	0.7579
S1	0.7556	0.7556	0.7576	0.7544
S2	0.7531	0.7531	0.7571
S3	0.7477	0.7502	0.7566
S4	0.7423	0.7448	0.7551

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7874	0.7823	0.7607
R3	0.7759	0.7709	0.7575
R2	0.7645	0.7645	0.7565
R1	0.7594	0.7594	0.7554	0.7620
PP	0.7530	0.7530	0.7530	0.7543
S1	0.7480	0.7480	0.7534	0.7505
S2	0.7416	0.7416	0.7523
S3	0.7301	0.7365	0.7513
S4	0.7187	0.7251	0.7481

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7615	0.7535	0.0080	1.0%	0.0043	0.6%	58%	True	False	52,217
10	0.7615	0.7464	0.0151	2.0%	0.0046	0.6%	78%	True	False	54,576
20	0.7615	0.7431	0.0184	2.4%	0.0046	0.6%	82%	True	False	58,900
40	0.7615	0.7292	0.0323	4.3%	0.0045	0.6%	90%	True	False	59,033
60	0.7615	0.7230	0.0385	5.1%	0.0051	0.7%	91%	True	False	50,605
80	0.7615	0.7057	0.0558	7.4%	0.0054	0.7%	94%	True	False	38,034
100	0.7615	0.6980	0.0635	8.4%	0.0058	0.8%	95%	True	False	30,450
120	0.7615	0.6827	0.0788	10.4%	0.0065	0.9%	96%	True	False	25,424

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	0.7844
2.618	0.7756
1.618	0.7702
1.000	0.7669
0.618	0.7648
HIGH	0.7615
0.618	0.7594
0.500	0.7588
0.382	0.7581
LOW	0.7561
0.618	0.7527
1.000	0.7507
1.618	0.7473
2.618	0.7419
4.250	0.7331

Fisher Pivots for day following 19-Aug-2020
Pivot	1 day	3 day
R1	0.7588	0.7580
PP	0.7585	0.7579
S1	0.7583	0.7577

Download as Excel Spreadsheet

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

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