CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 24-Jul-2020

Day Change Summary
	Previous	Current
	23-Jul-2020	24-Jul-2020	Change	Change %	Previous Week
Open	0.7455	0.7460	0.0005	0.1%	0.7361
High	0.7491	0.7476	-0.0015	-0.2%	0.7491
Low	0.7449	0.7439	-0.0010	-0.1%	0.7354
Close	0.7470	0.7451	-0.0019	-0.3%	0.7451
Range	0.0043	0.0038	-0.0005	-11.8%	0.0138
ATR	0.0048	0.0048	-0.0001	-1.6%	0.0000
Volume	63,542	51,704	-11,838	-18.6%	300,355

Daily Pivots for day following 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7568	0.7547	0.7471
R3	0.7530	0.7509	0.7461
R2	0.7493	0.7493	0.7457
R1	0.7472	0.7472	0.7454	0.7463
PP	0.7455	0.7455	0.7455	0.7451
S1	0.7434	0.7434	0.7447	0.7426
S2	0.7418	0.7418	0.7444
S3	0.7380	0.7397	0.7440
S4	0.7343	0.7359	0.7430

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7844	0.7785	0.7526
R3	0.7707	0.7647	0.7488
R2	0.7569	0.7569	0.7476
R1	0.7510	0.7510	0.7463	0.7540
PP	0.7432	0.7432	0.7432	0.7447
S1	0.7372	0.7372	0.7438	0.7402
S2	0.7294	0.7294	0.7425
S3	0.7157	0.7235	0.7413
S4	0.7019	0.7097	0.7375

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7491	0.7354	0.0138	1.8%	0.0046	0.6%	71%	False	False	60,071
10	0.7491	0.7330	0.0161	2.2%	0.0042	0.6%	75%	False	False	58,803
20	0.7491	0.7292	0.0199	2.7%	0.0043	0.6%	80%	False	False	59,087
40	0.7510	0.7230	0.0281	3.8%	0.0053	0.7%	79%	False	False	49,288
60	0.7510	0.7057	0.0453	6.1%	0.0055	0.7%	87%	False	False	32,994
80	0.7510	0.7006	0.0504	6.8%	0.0059	0.8%	88%	False	False	24,776
100	0.7510	0.6827	0.0683	9.2%	0.0069	0.9%	91%	False	False	19,873
120	0.7574	0.6827	0.0747	10.0%	0.0061	0.8%	83%	False	False	16,580

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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7635
2.618	0.7574
1.618	0.7537
1.000	0.7514
0.618	0.7499
HIGH	0.7476
0.618	0.7462
0.500	0.7457
0.382	0.7453
LOW	0.7439
0.618	0.7415
1.000	0.7401
1.618	0.7378
2.618	0.7340
4.250	0.7279

Fisher Pivots for day following 24-Jul-2020
Pivot	1 day	3 day
R1	0.7457	0.7454
PP	0.7455	0.7453
S1	0.7453	0.7452

Download as Excel Spreadsheet

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

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