CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 24-Jun-2020

Day Change Summary
	Previous	Current
	23-Jun-2020	24-Jun-2020	Change	Change %	Previous Week
Open	0.7398	0.7382	-0.0017	-0.2%	0.7355
High	0.7417	0.7394	-0.0023	-0.3%	0.7406
Low	0.7371	0.7332	-0.0039	-0.5%	0.7308
Close	0.7387	0.7348	-0.0039	-0.5%	0.7352
Range	0.0046	0.0062	0.0016	33.7%	0.0098
ATR	0.0063	0.0063	0.0000	-0.2%	0.0000
Volume	57,889	59,578	1,689	2.9%	305,658

Daily Pivots for day following 24-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7542	0.7506	0.7381
R3	0.7481	0.7445	0.7364
R2	0.7419	0.7419	0.7359
R1	0.7383	0.7383	0.7353	0.7371
PP	0.7358	0.7358	0.7358	0.7351
S1	0.7322	0.7322	0.7342	0.7309
S2	0.7296	0.7296	0.7336
S3	0.7235	0.7260	0.7331
S4	0.7173	0.7199	0.7314

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	0.7417	0.7332	0.0085	1.2%	0.0052	0.7%	18%	False	True	51,549
10	0.7463	0.7308	0.0155	2.1%	0.0065	0.9%	25%	False	False	62,932
20	0.7510	0.7230	0.0281	3.8%	0.0063	0.9%	42%	False	False	36,667
40	0.7510	0.7057	0.0453	6.2%	0.0062	0.8%	64%	False	False	18,520
60	0.7510	0.6980	0.0530	7.2%	0.0066	0.9%	69%	False	False	12,386
80	0.7510	0.6827	0.0683	9.3%	0.0075	1.0%	76%	False	False	9,360
100	0.7574	0.6827	0.0747	10.2%	0.0064	0.9%	70%	False	False	7,507

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7655
2.618	0.7555
1.618	0.7493
1.000	0.7455
0.618	0.7432
HIGH	0.7394
0.618	0.7370
0.500	0.7363
0.382	0.7355
LOW	0.7332
0.618	0.7294
1.000	0.7271
1.618	0.7232
2.618	0.7171
4.250	0.7071

Fisher Pivots for day following 24-Jun-2020
Pivot	1 day	3 day
R1	0.7363	0.7374
PP	0.7358	0.7365
S1	0.7353	0.7356

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

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