CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 10-Jul-2020

Day Change Summary
	Previous	Current
	09-Jul-2020	10-Jul-2020	Change	Change %	Previous Week
Open	0.7399	0.7365	-0.0034	-0.5%	0.7374
High	0.7413	0.7368	-0.0045	-0.6%	0.7413
Low	0.7357	0.7337	-0.0021	-0.3%	0.7337
Close	0.7365	0.7360	-0.0005	-0.1%	0.7360
Range	0.0056	0.0032	-0.0025	-43.8%	0.0077
ATR	0.0055	0.0053	-0.0002	-3.0%	0.0000
Volume	66,623	63,118	-3,505	-5.3%	297,779

Daily Pivots for day following 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7449	0.7436	0.7377
R3	0.7418	0.7405	0.7369
R2	0.7386	0.7386	0.7366
R1	0.7373	0.7373	0.7363	0.7364
PP	0.7355	0.7355	0.7355	0.7350
S1	0.7342	0.7342	0.7357	0.7333
S2	0.7323	0.7323	0.7354
S3	0.7292	0.7310	0.7351
S4	0.7260	0.7279	0.7343

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7599	0.7556	0.7402
R3	0.7523	0.7480	0.7381
R2	0.7446	0.7446	0.7374
R1	0.7403	0.7403	0.7367	0.7387
PP	0.7370	0.7370	0.7370	0.7362
S1	0.7327	0.7327	0.7353	0.7310
S2	0.7293	0.7293	0.7346
S3	0.7217	0.7250	0.7339
S4	0.7140	0.7174	0.7318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7413	0.7337	0.0077	1.0%	0.0048	0.7%	31%	False	True	59,555
10	0.7413	0.7292	0.0121	1.6%	0.0045	0.6%	56%	False	False	59,372
20	0.7417	0.7292	0.0125	1.7%	0.0050	0.7%	55%	False	False	60,664
40	0.7510	0.7074	0.0436	5.9%	0.0058	0.8%	66%	False	False	34,756
60	0.7510	0.7018	0.0492	6.7%	0.0059	0.8%	70%	False	False	23,211
80	0.7510	0.6827	0.0683	9.3%	0.0070	0.9%	78%	False	False	17,455
100	0.7574	0.6827	0.0747	10.1%	0.0067	0.9%	71%	False	False	14,010
120	0.7666	0.6827	0.0839	11.4%	0.0060	0.8%	64%	False	False	11,682

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7502
2.618	0.7450
1.618	0.7419
1.000	0.7400
0.618	0.7387
HIGH	0.7368
0.618	0.7356
0.500	0.7352
0.382	0.7349
LOW	0.7337
0.618	0.7317
1.000	0.7305
1.618	0.7286
2.618	0.7254
4.250	0.7203

Fisher Pivots for day following 10-Jul-2020
Pivot	1 day	3 day
R1	0.7357	0.7375
PP	0.7355	0.7370
S1	0.7352	0.7365

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

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