CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 29-Jun-2020

Day Change Summary
	Previous	Current
	26-Jun-2020	29-Jun-2020	Change	Change %	Previous Week
Open	0.7335	0.7308	-0.0027	-0.4%	0.7348
High	0.7339	0.7330	-0.0010	-0.1%	0.7417
Low	0.7292	0.7298	0.0006	0.1%	0.7292
Close	0.7324	0.7307	-0.0017	-0.2%	0.7324
Range	0.0047	0.0032	-0.0015	-31.9%	0.0125
ATR	0.0060	0.0058	-0.0002	-3.3%	0.0000
Volume	54,648	56,683	2,035	3.7%	268,815

Daily Pivots for day following 29-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7407	0.7389	0.7325
R3	0.7375	0.7357	0.7316
R2	0.7343	0.7343	0.7313
R1	0.7325	0.7325	0.7310	0.7318
PP	0.7311	0.7311	0.7311	0.7308
S1	0.7293	0.7293	0.7304	0.7286
S2	0.7279	0.7279	0.7301
S3	0.7247	0.7261	0.7298
S4	0.7215	0.7229	0.7289

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%	0.0044	0.6%	12%	False	False	57,207
10	0.7417	0.7292	0.0125	1.7%	0.0048	0.7%	12%	False	False	54,996
20	0.7510	0.7292	0.0218	3.0%	0.0058	0.8%	7%	False	False	44,953
40	0.7510	0.7057	0.0453	6.2%	0.0060	0.8%	55%	False	False	22,721
60	0.7510	0.7018	0.0492	6.7%	0.0062	0.9%	59%	False	False	15,192
80	0.7510	0.6827	0.0683	9.3%	0.0075	1.0%	70%	False	False	11,452
100	0.7574	0.6827	0.0747	10.2%	0.0065	0.9%	64%	False	False	9,190

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.7466
2.618	0.7413
1.618	0.7381
1.000	0.7362
0.618	0.7349
HIGH	0.7330
0.618	0.7317
0.500	0.7314
0.382	0.7310
LOW	0.7298
0.618	0.7278
1.000	0.7266
1.618	0.7246
2.618	0.7214
4.250	0.7162

Fisher Pivots for day following 29-Jun-2020
Pivot	1 day	3 day
R1	0.7314	0.7321
PP	0.7311	0.7316
S1	0.7309	0.7312

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

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