CME Canadian Dollar Future September 2020

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Trading Metrics calculated at close of trading on 24-Feb-2020
Day Change Summary Previous Current 21-Feb-2020 24-Feb-2020 Change Change % Previous Week Open 0.7570 0.7525 -0.0045 -0.6% 0.7559 High 0.7574 0.7541 -0.0033 -0.4% 0.7574 Low 0.7560 0.7516 -0.0044 -0.6% 0.7533 Close 0.7570 0.7523 -0.0047 -0.6% 0.7570 Range 0.0015 0.0025 0.0011 72.4% 0.0041 ATR 0.0024 0.0026 0.0002 8.7% 0.0000 Volume 39 113 74 189.7% 87
Daily Pivots for day following 24-Feb-2020 Classic Woodie Camarilla DeMark R4 0.7602 0.7587 0.7537 R3 0.7577 0.7562 0.7530 R2 0.7552 0.7552 0.7528 R1 0.7537 0.7537 0.7525 0.7532 PP 0.7527 0.7527 0.7527 0.7524 S1 0.7512 0.7512 0.7521 0.7507 S2 0.7502 0.7502 0.7518 S3 0.7477 0.7487 0.7516 S4 0.7452 0.7462 0.7509	Weekly Pivots for week ending 21-Feb-2020 Classic Woodie Camarilla DeMark R4 0.7682 0.7667 0.7592 R3 0.7641 0.7626 0.7581 R2 0.7600 0.7600 0.7577 R1 0.7585 0.7585 0.7573 0.7592 PP 0.7559 0.7559 0.7559 0.7563 S1 0.7544 0.7544 0.7566 0.7551 S2 0.7518 0.7518 0.7562 S3 0.7477 0.7503 0.7558 S4 0.7436 0.7462 0.7547
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7574 0.7516 0.0058 0.8% 0.0022 0.3% 12% False True 40 10 0.7574 0.7501 0.0073 1.0% 0.0019 0.2% 30% False False 35 20 0.7603 0.7501 0.0102 1.3% 0.0019 0.3% 22% False False 46
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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0003 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.7647 2.618 0.7606 1.618 0.7581 1.000 0.7566 0.618 0.7556 HIGH 0.7541 0.618 0.7531 0.500 0.7529 0.382 0.7526 LOW 0.7516 0.618 0.7501 1.000 0.7491 1.618 0.7476 2.618 0.7451 4.250 0.7410
Fisher Pivots for day following 24-Feb-2020 Pivot 1 day 3 day R1 0.7529 0.7545 PP 0.7527 0.7538 S1 0.7525 0.7530

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