CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 01-Jul-2020

Day Change Summary
	Previous	Current
	30-Jun-2020	01-Jul-2020	Change	Change %	Previous Week
Open	0.7321	0.7367	0.0046	0.6%	0.7348
High	0.7371	0.7384	0.0013	0.2%	0.7417
Low	0.7301	0.7354	0.0053	0.7%	0.7292
Close	0.7362	0.7362	-0.0001	0.0%	0.7324
Range	0.0070	0.0030	-0.0040	-56.8%	0.0125
ATR	0.0059	0.0057	-0.0002	-3.5%	0.0000
Volume	72,840	52,700	-20,140	-27.6%	268,815

Daily Pivots for day following 01-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7456	0.7439	0.7378
R3	0.7426	0.7409	0.7370
R2	0.7396	0.7396	0.7367
R1	0.7379	0.7379	0.7364	0.7373
PP	0.7366	0.7366	0.7366	0.7363
S1	0.7349	0.7349	0.7359	0.7343
S2	0.7336	0.7336	0.7356
S3	0.7306	0.7319	0.7353
S4	0.7276	0.7289	0.7345

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	0.7384	0.7292	0.0092	1.2%	0.0042	0.6%	76%	True	False	58,822
10	0.7417	0.7292	0.0125	1.7%	0.0047	0.6%	56%	False	False	55,185
20	0.7510	0.7292	0.0218	3.0%	0.0057	0.8%	32%	False	False	50,994
40	0.7510	0.7057	0.0453	6.2%	0.0060	0.8%	67%	False	False	25,856
60	0.7510	0.7018	0.0492	6.7%	0.0062	0.8%	70%	False	False	17,274
80	0.7510	0.6827	0.0683	9.3%	0.0074	1.0%	78%	False	False	13,019
100	0.7574	0.6827	0.0747	10.1%	0.0066	0.9%	72%	False	False	10,443

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.7511
2.618	0.7462
1.618	0.7432
1.000	0.7414
0.618	0.7402
HIGH	0.7384
0.618	0.7372
0.500	0.7369
0.382	0.7365
LOW	0.7354
0.618	0.7335
1.000	0.7324
1.618	0.7305
2.618	0.7275
4.250	0.7226

Fisher Pivots for day following 01-Jul-2020
Pivot	1 day	3 day
R1	0.7369	0.7355
PP	0.7366	0.7348
S1	0.7364	0.7341

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

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