CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 09-Jul-2020

Day Change Summary
	Previous	Current
	08-Jul-2020	09-Jul-2020	Change	Change %	Previous Week
Open	0.7352	0.7399	0.0047	0.6%	0.7308
High	0.7413	0.7413	0.0000	0.0%	0.7384
Low	0.7342	0.7357	0.0016	0.2%	0.7298
Close	0.7409	0.7365	-0.0044	-0.6%	0.7358
Range	0.0072	0.0056	-0.0016	-21.7%	0.0086
ATR	0.0055	0.0055	0.0000	0.2%	0.0000
Volume	62,671	66,623	3,952	6.3%	241,293

Daily Pivots for day following 09-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7546	0.7512	0.7396
R3	0.7490	0.7456	0.7380
R2	0.7434	0.7434	0.7375
R1	0.7400	0.7400	0.7370	0.7389
PP	0.7378	0.7378	0.7378	0.7373
S1	0.7344	0.7344	0.7360	0.7333
S2	0.7322	0.7322	0.7355
S3	0.7266	0.7288	0.7350
S4	0.7210	0.7232	0.7334

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%	0.0049	0.7%	33%	True	False	58,746
10	0.7413	0.7292	0.0121	1.6%	0.0046	0.6%	60%	True	False	58,784
20	0.7463	0.7292	0.0171	2.3%	0.0055	0.7%	43%	False	False	60,858
40	0.7510	0.7074	0.0436	5.9%	0.0058	0.8%	67%	False	False	33,184
60	0.7510	0.7018	0.0492	6.7%	0.0061	0.8%	71%	False	False	22,161
80	0.7510	0.6827	0.0683	9.3%	0.0071	1.0%	79%	False	False	16,670
100	0.7574	0.6827	0.0747	10.1%	0.0067	0.9%	72%	False	False	13,379

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7651
2.618	0.7560
1.618	0.7504
1.000	0.7469
0.618	0.7448
HIGH	0.7413
0.618	0.7392
0.500	0.7385
0.382	0.7378
LOW	0.7357
0.618	0.7322
1.000	0.7301
1.618	0.7266
2.618	0.7210
4.250	0.7119

Fisher Pivots for day following 09-Jul-2020
Pivot	1 day	3 day
R1	0.7385	0.7377
PP	0.7378	0.7373
S1	0.7372	0.7369

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

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