CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 16-Jun-2020

Day Change Summary
	Previous	Current
	15-Jun-2020	16-Jun-2020	Change	Change %	Previous Week
Open	0.7355	0.7374	0.0019	0.3%	0.7454
High	0.7384	0.7406	0.0023	0.3%	0.7510
Low	0.7308	0.7342	0.0034	0.5%	0.7318
Close	0.7376	0.7373	-0.0003	0.0%	0.7345
Range	0.0076	0.0064	-0.0012	-15.2%	0.0193
ATR	0.0070	0.0069	0.0000	-0.6%	0.0000
Volume	81,195	75,597	-5,598	-6.9%	257,313

Daily Pivots for day following 16-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7566	0.7533	0.7408
R3	0.7502	0.7469	0.7390
R2	0.7438	0.7438	0.7384
R1	0.7405	0.7405	0.7378	0.7389
PP	0.7374	0.7374	0.7374	0.7366
S1	0.7341	0.7341	0.7367	0.7325
S2	0.7310	0.7310	0.7361
S3	0.7246	0.7277	0.7355
S4	0.7182	0.7213	0.7337

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7968	0.7849	0.7451
R3	0.7776	0.7657	0.7398
R2	0.7583	0.7583	0.7380
R1	0.7464	0.7464	0.7363	0.7428
PP	0.7391	0.7391	0.7391	0.7373
S1	0.7272	0.7272	0.7327	0.7235
S2	0.7198	0.7198	0.7310
S3	0.7006	0.7079	0.7292
S4	0.6813	0.6887	0.7239

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7510	0.7308	0.0202	2.7%	0.0082	1.1%	32%	False	False	76,770
10	0.7510	0.7308	0.0202	2.7%	0.0068	0.9%	32%	False	False	42,154
20	0.7510	0.7119	0.0391	5.3%	0.0066	0.9%	65%	False	False	21,651
40	0.7510	0.7018	0.0492	6.7%	0.0064	0.9%	72%	False	False	10,888
60	0.7510	0.6878	0.0633	8.6%	0.0071	1.0%	78%	False	False	7,308
80	0.7541	0.6827	0.0714	9.7%	0.0073	1.0%	76%	False	False	5,552
100	0.7624	0.6827	0.0797	10.8%	0.0063	0.8%	68%	False	False	4,450

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0018
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7678
2.618	0.7574
1.618	0.7510
1.000	0.7470
0.618	0.7446
HIGH	0.7406
0.618	0.7382
0.500	0.7374
0.382	0.7366
LOW	0.7342
0.618	0.7302
1.000	0.7278
1.618	0.7238
2.618	0.7174
4.250	0.7070

Fisher Pivots for day following 16-Jun-2020
Pivot	1 day	3 day
R1	0.7374	0.7367
PP	0.7374	0.7362
S1	0.7373	0.7357

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

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