CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 17-Jul-2020

Day Change Summary
	Previous	Current
	16-Jul-2020	17-Jul-2020	Change	Change %	Previous Week
Open	0.7404	0.7369	-0.0035	-0.5%	0.7357
High	0.7408	0.7374	-0.0035	-0.5%	0.7408
Low	0.7364	0.7360	-0.0004	-0.1%	0.7330
Close	0.7368	0.7367	-0.0001	0.0%	0.7367
Range	0.0045	0.0014	-0.0031	-68.5%	0.0078
ATR	0.0051	0.0049	-0.0003	-5.2%	0.0000
Volume	54,761	37,329	-17,432	-31.8%	287,680

Daily Pivots for day following 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7409	0.7402	0.7375
R3	0.7395	0.7388	0.7371
R2	0.7381	0.7381	0.7370
R1	0.7374	0.7374	0.7368	0.7370
PP	0.7367	0.7367	0.7367	0.7365
S1	0.7360	0.7360	0.7366	0.7356
S2	0.7353	0.7353	0.7364
S3	0.7339	0.7346	0.7363
S4	0.7325	0.7332	0.7359

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7602	0.7563	0.7410
R3	0.7524	0.7485	0.7388
R2	0.7446	0.7446	0.7381
R1	0.7407	0.7407	0.7374	0.7427
PP	0.7368	0.7368	0.7368	0.7378
S1	0.7329	0.7329	0.7360	0.7349
S2	0.7290	0.7290	0.7353
S3	0.7212	0.7251	0.7346
S4	0.7134	0.7173	0.7324

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%	0.0037	0.5%	47%	False	False	57,536
10	0.7413	0.7330	0.0083	1.1%	0.0042	0.6%	45%	False	False	58,545
20	0.7417	0.7292	0.0125	1.7%	0.0044	0.6%	60%	False	False	57,503
40	0.7510	0.7119	0.0391	5.3%	0.0055	0.7%	63%	False	False	41,915
60	0.7510	0.7050	0.0461	6.3%	0.0057	0.8%	69%	False	False	27,996
80	0.7510	0.6943	0.0568	7.7%	0.0063	0.9%	75%	False	False	21,030
100	0.7529	0.6827	0.0702	9.5%	0.0068	0.9%	77%	False	False	16,884
120	0.7603	0.6827	0.0776	10.5%	0.0060	0.8%	70%	False	False	14,078

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 106 trading days

Fibonacci Retracements and Extensions
4.250	0.7433
2.618	0.7410
1.618	0.7396
1.000	0.7388
0.618	0.7382
HIGH	0.7374
0.618	0.7368
0.500	0.7367
0.382	0.7365
LOW	0.7360
0.618	0.7351
1.000	0.7346
1.618	0.7337
2.618	0.7323
4.250	0.7300

Fisher Pivots for day following 17-Jul-2020
Pivot	1 day	3 day
R1	0.7367	0.7378
PP	0.7367	0.7374
S1	0.7367	0.7371

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

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