CME Canadian Dollar Future September 2020

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

Day Change Summary
	Previous	Current
	18-Jun-2020	19-Jun-2020	Change	Change %	Previous Week
Open	0.7375	0.7353	-0.0022	-0.3%	0.7355
High	0.7397	0.7384	-0.0014	-0.2%	0.7406
Low	0.7346	0.7345	-0.0001	0.0%	0.7308
Close	0.7353	0.7352	-0.0001	0.0%	0.7352
Range	0.0052	0.0039	-0.0013	-25.2%	0.0098
ATR	0.0067	0.0065	-0.0002	-3.0%	0.0000
Volume	46,310	54,511	8,201	17.7%	305,658

Daily Pivots for day following 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7476	0.7452	0.7373
R3	0.7437	0.7414	0.7363
R2	0.7399	0.7399	0.7359
R1	0.7375	0.7375	0.7356	0.7368
PP	0.7360	0.7360	0.7360	0.7356
S1	0.7337	0.7337	0.7348	0.7329
S2	0.7322	0.7322	0.7345
S3	0.7283	0.7298	0.7341
S4	0.7245	0.7260	0.7331

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7649	0.7599	0.7406
R3	0.7551	0.7501	0.7379
R2	0.7453	0.7453	0.7370
R1	0.7403	0.7403	0.7361	0.7379
PP	0.7355	0.7355	0.7355	0.7344
S1	0.7305	0.7305	0.7343	0.7281
S2	0.7257	0.7257	0.7334
S3	0.7159	0.7207	0.7325
S4	0.7061	0.7109	0.7298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7406	0.7308	0.0098	1.3%	0.0055	0.7%	45%	False	False	61,131
10	0.7510	0.7308	0.0202	2.7%	0.0066	0.9%	22%	False	False	56,297
20	0.7510	0.7119	0.0391	5.3%	0.0066	0.9%	60%	False	False	29,024
40	0.7510	0.7057	0.0453	6.2%	0.0062	0.8%	65%	False	False	14,602
60	0.7510	0.6980	0.0530	7.2%	0.0068	0.9%	70%	False	False	9,777
80	0.7510	0.6827	0.0683	9.3%	0.0074	1.0%	77%	False	False	7,410
100	0.7603	0.6827	0.0776	10.5%	0.0063	0.9%	68%	False	False	5,938

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7547
2.618	0.7484
1.618	0.7446
1.000	0.7422
0.618	0.7407
HIGH	0.7384
0.618	0.7369
0.500	0.7364
0.382	0.7360
LOW	0.7345
0.618	0.7321
1.000	0.7307
1.618	0.7283
2.618	0.7244
4.250	0.7181

Fisher Pivots for day following 19-Jun-2020
Pivot	1 day	3 day
R1	0.7364	0.7374
PP	0.7360	0.7367
S1	0.7356	0.7359

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

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