CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 07-Jul-2020

Day Change Summary
	Previous	Current
	06-Jul-2020	07-Jul-2020	Change	Change %	Previous Week
Open	0.7374	0.7388	0.0014	0.2%	0.7308
High	0.7398	0.7396	-0.0003	0.0%	0.7384
Low	0.7365	0.7348	-0.0017	-0.2%	0.7298
Close	0.7386	0.7358	-0.0029	-0.4%	0.7358
Range	0.0034	0.0048	0.0014	41.8%	0.0086
ATR	0.0054	0.0054	0.0000	-0.9%	0.0000
Volume	53,245	52,122	-1,123	-2.1%	241,293

Daily Pivots for day following 07-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7510	0.7481	0.7384
R3	0.7462	0.7434	0.7371
R2	0.7415	0.7415	0.7366
R1	0.7386	0.7386	0.7362	0.7377
PP	0.7367	0.7367	0.7367	0.7362
S1	0.7339	0.7339	0.7353	0.7329
S2	0.7320	0.7320	0.7349
S3	0.7272	0.7291	0.7344
S4	0.7225	0.7244	0.7331

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7604	0.7567	0.7405
R3	0.7518	0.7481	0.7382
R2	0.7432	0.7432	0.7374
R1	0.7395	0.7395	0.7366	0.7414
PP	0.7346	0.7346	0.7346	0.7356
S1	0.7309	0.7309	0.7350	0.7328
S2	0.7260	0.7260	0.7342
S3	0.7174	0.7223	0.7334
S4	0.7088	0.7137	0.7311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7398	0.7301	0.0097	1.3%	0.0043	0.6%	58%	False	False	57,995
10	0.7417	0.7292	0.0125	1.7%	0.0044	0.6%	53%	False	False	57,601
20	0.7510	0.7292	0.0218	3.0%	0.0056	0.8%	30%	False	False	58,152
40	0.7510	0.7074	0.0436	5.9%	0.0058	0.8%	65%	False	False	29,954
60	0.7510	0.7018	0.0492	6.7%	0.0060	0.8%	69%	False	False	20,010
80	0.7510	0.6827	0.0683	9.3%	0.0072	1.0%	78%	False	False	15,059
100	0.7574	0.6827	0.0747	10.2%	0.0066	0.9%	71%	False	False	12,086

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7597
2.618	0.7520
1.618	0.7472
1.000	0.7443
0.618	0.7425
HIGH	0.7396
0.618	0.7377
0.500	0.7372
0.382	0.7366
LOW	0.7348
0.618	0.7319
1.000	0.7301
1.618	0.7271
2.618	0.7224
4.250	0.7146

Fisher Pivots for day following 07-Jul-2020
Pivot	1 day	3 day
R1	0.7372	0.7370
PP	0.7367	0.7366
S1	0.7362	0.7362

Download as Excel Spreadsheet

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

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