CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 26-Jun-2020

Day Change Summary
	Previous	Current
	25-Jun-2020	26-Jun-2020	Change	Change %	Previous Week
Open	0.7335	0.7335	-0.0001	0.0%	0.7348
High	0.7350	0.7339	-0.0011	-0.1%	0.7417
Low	0.7316	0.7292	-0.0024	-0.3%	0.7292
Close	0.7328	0.7324	-0.0004	-0.1%	0.7324
Range	0.0034	0.0047	0.0014	40.3%	0.0125
ATR	0.0061	0.0060	-0.0001	-1.6%	0.0000
Volume	57,241	54,648	-2,593	-4.5%	268,815

Daily Pivots for day following 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7459	0.7438	0.7349
R3	0.7412	0.7391	0.7336
R2	0.7365	0.7365	0.7332
R1	0.7344	0.7344	0.7328	0.7331
PP	0.7318	0.7318	0.7318	0.7312
S1	0.7297	0.7297	0.7319	0.7284
S2	0.7271	0.7271	0.7315
S3	0.7224	0.7250	0.7311
S4	0.7177	0.7203	0.7298

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7718	0.7645	0.7392
R3	0.7593	0.7521	0.7358
R2	0.7469	0.7469	0.7346
R1	0.7396	0.7396	0.7335	0.7370
PP	0.7344	0.7344	0.7344	0.7331
S1	0.7272	0.7272	0.7312	0.7246
S2	0.7220	0.7220	0.7301
S3	0.7095	0.7147	0.7289
S4	0.6971	0.7023	0.7255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7417	0.7292	0.0125	1.7%	0.0050	0.7%	25%	False	True	53,763
10	0.7417	0.7292	0.0125	1.7%	0.0052	0.7%	25%	False	True	57,447
20	0.7510	0.7246	0.0265	3.6%	0.0062	0.9%	29%	False	False	42,175
40	0.7510	0.7057	0.0453	6.2%	0.0061	0.8%	59%	False	False	21,308
60	0.7510	0.7006	0.0504	6.9%	0.0063	0.9%	63%	False	False	14,249
80	0.7510	0.6827	0.0683	9.3%	0.0075	1.0%	73%	False	False	10,749
100	0.7574	0.6827	0.0747	10.2%	0.0065	0.9%	66%	False	False	8,625

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7539
2.618	0.7462
1.618	0.7415
1.000	0.7386
0.618	0.7368
HIGH	0.7339
0.618	0.7321
0.500	0.7316
0.382	0.7310
LOW	0.7292
0.618	0.7263
1.000	0.7245
1.618	0.7216
2.618	0.7169
4.250	0.7092

Fisher Pivots for day following 26-Jun-2020
Pivot	1 day	3 day
R1	0.7321	0.7343
PP	0.7318	0.7336
S1	0.7316	0.7330

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

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