CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 28-Jul-2020

Day Change Summary
	Previous	Current
	27-Jul-2020	28-Jul-2020	Change	Change %	Previous Week
Open	0.7456	0.7486	0.0030	0.4%	0.7361
High	0.7490	0.7502	0.0013	0.2%	0.7491
Low	0.7447	0.7460	0.0013	0.2%	0.7354
Close	0.7486	0.7485	-0.0001	0.0%	0.7451
Range	0.0043	0.0042	-0.0001	-1.2%	0.0138
ATR	0.0047	0.0047	0.0000	-0.8%	0.0000
Volume	55,364	62,595	7,231	13.1%	300,355

Daily Pivots for day following 28-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7608	0.7589	0.7508
R3	0.7566	0.7547	0.7497
R2	0.7524	0.7524	0.7493
R1	0.7505	0.7505	0.7489	0.7494
PP	0.7482	0.7482	0.7482	0.7477
S1	0.7463	0.7463	0.7481	0.7452
S2	0.7440	0.7440	0.7477
S3	0.7398	0.7421	0.7473
S4	0.7356	0.7379	0.7462

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	0.7502	0.7418	0.0085	1.1%	0.0042	0.6%	80%	True	False	59,558
10	0.7502	0.7348	0.0155	2.1%	0.0043	0.6%	89%	True	False	57,973
20	0.7502	0.7301	0.0201	2.7%	0.0044	0.6%	92%	True	False	59,419
40	0.7510	0.7292	0.0218	2.9%	0.0051	0.7%	89%	False	False	52,186
60	0.7510	0.7057	0.0453	6.1%	0.0055	0.7%	94%	False	False	34,953
80	0.7510	0.7018	0.0492	6.6%	0.0058	0.8%	95%	False	False	26,249
100	0.7510	0.6827	0.0683	9.1%	0.0069	0.9%	96%	False	False	21,046
120	0.7574	0.6827	0.0747	10.0%	0.0061	0.8%	88%	False	False	17,561

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7681
2.618	0.7612
1.618	0.7570
1.000	0.7544
0.618	0.7528
HIGH	0.7502
0.618	0.7486
0.500	0.7481
0.382	0.7476
LOW	0.7460
0.618	0.7434
1.000	0.7418
1.618	0.7392
2.618	0.7350
4.250	0.7282

Fisher Pivots for day following 28-Jul-2020
Pivot	1 day	3 day
R1	0.7484	0.7480
PP	0.7482	0.7475
S1	0.7481	0.7470

Download as Excel Spreadsheet

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

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