CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 16-Jul-2020

Day Change Summary
	Previous	Current
	15-Jul-2020	16-Jul-2020	Change	Change %	Previous Week
Open	0.7348	0.7404	0.0056	0.8%	0.7374
High	0.7407	0.7408	0.0002	0.0%	0.7413
Low	0.7348	0.7364	0.0016	0.2%	0.7337
Close	0.7405	0.7368	-0.0037	-0.5%	0.7360
Range	0.0059	0.0045	-0.0015	-24.6%	0.0077
ATR	0.0052	0.0051	-0.0001	-1.0%	0.0000
Volume	69,330	54,761	-14,569	-21.0%	297,779

Daily Pivots for day following 16-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7513	0.7485	0.7392
R3	0.7469	0.7441	0.7380
R2	0.7424	0.7424	0.7376
R1	0.7396	0.7396	0.7372	0.7388
PP	0.7380	0.7380	0.7380	0.7376
S1	0.7352	0.7352	0.7364	0.7344
S2	0.7335	0.7335	0.7360
S3	0.7291	0.7307	0.7356
S4	0.7246	0.7263	0.7344

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	0.7408	0.7330	0.0078	1.1%	0.0040	0.5%	49%	True	False	62,693
10	0.7413	0.7330	0.0083	1.1%	0.0045	0.6%	46%	False	False	60,720
20	0.7417	0.7292	0.0125	1.7%	0.0046	0.6%	61%	False	False	57,952
40	0.7510	0.7119	0.0391	5.3%	0.0056	0.8%	64%	False	False	40,995
60	0.7510	0.7032	0.0478	6.5%	0.0057	0.8%	70%	False	False	27,375
80	0.7510	0.6893	0.0618	8.4%	0.0064	0.9%	77%	False	False	20,566
100	0.7533	0.6827	0.0706	9.6%	0.0068	0.9%	77%	False	False	16,511
120	0.7603	0.6827	0.0776	10.5%	0.0060	0.8%	70%	False	False	13,767

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7597
2.618	0.7525
1.618	0.7480
1.000	0.7453
0.618	0.7436
HIGH	0.7408
0.618	0.7391
0.500	0.7386
0.382	0.7380
LOW	0.7364
0.618	0.7336
1.000	0.7319
1.618	0.7291
2.618	0.7247
4.250	0.7174

Fisher Pivots for day following 16-Jul-2020
Pivot	1 day	3 day
R1	0.7386	0.7369
PP	0.7380	0.7369
S1	0.7374	0.7368

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

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