CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 08-Jul-2020

Day Change Summary
	Previous	Current
	07-Jul-2020	08-Jul-2020	Change	Change %	Previous Week
Open	0.7388	0.7352	-0.0036	-0.5%	0.7308
High	0.7396	0.7413	0.0018	0.2%	0.7384
Low	0.7348	0.7342	-0.0007	-0.1%	0.7298
Close	0.7358	0.7409	0.0052	0.7%	0.7358
Range	0.0048	0.0072	0.0024	50.5%	0.0086
ATR	0.0054	0.0055	0.0001	2.4%	0.0000
Volume	52,122	62,671	10,549	20.2%	241,293

Daily Pivots for day following 08-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7602	0.7577	0.7448
R3	0.7531	0.7506	0.7429
R2	0.7459	0.7459	0.7422
R1	0.7434	0.7434	0.7416	0.7447
PP	0.7388	0.7388	0.7388	0.7394
S1	0.7363	0.7363	0.7402	0.7375
S2	0.7316	0.7316	0.7396
S3	0.7245	0.7291	0.7389
S4	0.7173	0.7220	0.7370

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	0.7413	0.7341	0.0072	1.0%	0.0043	0.6%	94%	True	False	55,961
10	0.7413	0.7292	0.0121	1.6%	0.0046	0.6%	97%	True	False	58,079
20	0.7510	0.7292	0.0218	2.9%	0.0056	0.8%	54%	False	False	60,543
40	0.7510	0.7074	0.0436	5.9%	0.0058	0.8%	77%	False	False	31,519
60	0.7510	0.7018	0.0492	6.6%	0.0060	0.8%	79%	False	False	21,053
80	0.7510	0.6827	0.0683	9.2%	0.0072	1.0%	85%	False	False	15,838
100	0.7574	0.6827	0.0747	10.1%	0.0067	0.9%	78%	False	False	12,712

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7717
2.618	0.7600
1.618	0.7529
1.000	0.7485
0.618	0.7457
HIGH	0.7413
0.618	0.7386
0.500	0.7377
0.382	0.7369
LOW	0.7342
0.618	0.7297
1.000	0.7270
1.618	0.7226
2.618	0.7154
4.250	0.7038

Fisher Pivots for day following 08-Jul-2020
Pivot	1 day	3 day
R1	0.7398	0.7398
PP	0.7388	0.7388
S1	0.7377	0.7377

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

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