CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 05-Aug-2020

Day Change Summary
	Previous	Current
	04-Aug-2020	05-Aug-2020	Change	Change %	Previous Week
Open	0.7477	0.7517	0.0040	0.5%	0.7455
High	0.7509	0.7558	0.0049	0.6%	0.7503
Low	0.7454	0.7517	0.0063	0.8%	0.7432
Close	0.7495	0.7530	0.0035	0.5%	0.7473
Range	0.0056	0.0041	-0.0015	-26.1%	0.0071
ATR	0.0045	0.0046	0.0001	2.8%	0.0000
Volume	351	254	-97	-27.6%	769

Daily Pivots for day following 05-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7658	0.7635	0.7553
R3	0.7617	0.7594	0.7541
R2	0.7576	0.7576	0.7538
R1	0.7553	0.7553	0.7534	0.7564
PP	0.7535	0.7535	0.7535	0.7540
S1	0.7512	0.7512	0.7526	0.7523
S2	0.7494	0.7494	0.7522
S3	0.7453	0.7471	0.7519
S4	0.7412	0.7430	0.7507

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7681	0.7647	0.7512
R3	0.7610	0.7577	0.7492
R2	0.7540	0.7540	0.7486
R1	0.7506	0.7506	0.7479	0.7523
PP	0.7469	0.7469	0.7469	0.7478
S1	0.7436	0.7436	0.7467	0.7453
S2	0.7399	0.7399	0.7460
S3	0.7328	0.7365	0.7454
S4	0.7258	0.7295	0.7434

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7558	0.7432	0.0126	1.7%	0.0048	0.6%	78%	True	False	193
10	0.7558	0.7432	0.0126	1.7%	0.0042	0.6%	78%	True	False	186
20	0.7558	0.7332	0.0226	3.0%	0.0040	0.5%	88%	True	False	123
40	0.7558	0.7291	0.0267	3.5%	0.0047	0.6%	90%	True	False	108
60	0.7558	0.7077	0.0481	6.4%	0.0048	0.6%	94%	True	False	97
80	0.7558	0.7024	0.0534	7.1%	0.0050	0.7%	95%	True	False	80
100	0.7558	0.6835	0.0723	9.6%	0.0061	0.8%	96%	True	False	89
120	0.7574	0.6835	0.0739	9.8%	0.0056	0.7%	94%	False	False	84

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7732
2.618	0.7665
1.618	0.7624
1.000	0.7599
0.618	0.7583
HIGH	0.7558
0.618	0.7542
0.500	0.7537
0.382	0.7532
LOW	0.7517
0.618	0.7491
1.000	0.7476
1.618	0.7450
2.618	0.7409
4.250	0.7342

Fisher Pivots for day following 05-Aug-2020
Pivot	1 day	3 day
R1	0.7537	0.7519
PP	0.7535	0.7508
S1	0.7532	0.7497

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

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