CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 29-Jul-2020

Day Change Summary
	Previous	Current
	28-Jul-2020	29-Jul-2020	Change	Change %	Previous Week
Open	0.7486	0.7476	-0.0010	-0.1%	0.7361
High	0.7502	0.7501	-0.0001	0.0%	0.7491
Low	0.7460	0.7471	0.0011	0.1%	0.7354
Close	0.7485	0.7484	-0.0002	0.0%	0.7451
Range	0.0042	0.0030	-0.0012	-28.6%	0.0138
ATR	0.0047	0.0046	-0.0001	-2.6%	0.0000
Volume	62,595	47,981	-14,614	-23.3%	300,355

Daily Pivots for day following 29-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7575	0.7559	0.7500
R3	0.7545	0.7529	0.7492
R2	0.7515	0.7515	0.7489
R1	0.7499	0.7499	0.7486	0.7507
PP	0.7485	0.7485	0.7485	0.7489
S1	0.7469	0.7469	0.7481	0.7477
S2	0.7455	0.7455	0.7478
S3	0.7425	0.7439	0.7475
S4	0.7395	0.7409	0.7467

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	0.7439	0.0064	0.8%	0.0039	0.5%	71%	False	False	56,237
10	0.7502	0.7354	0.0149	2.0%	0.0040	0.5%	88%	False	False	55,838
20	0.7502	0.7330	0.0172	2.3%	0.0042	0.6%	89%	False	False	58,176
40	0.7510	0.7292	0.0218	2.9%	0.0050	0.7%	88%	False	False	53,306
60	0.7510	0.7057	0.0453	6.1%	0.0054	0.7%	94%	False	False	35,752
80	0.7510	0.7018	0.0492	6.6%	0.0057	0.8%	95%	False	False	26,848
100	0.7510	0.6827	0.0683	9.1%	0.0069	0.9%	96%	False	False	21,525
120	0.7574	0.6827	0.0747	10.0%	0.0062	0.8%	88%	False	False	17,960

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7629
2.618	0.7580
1.618	0.7550
1.000	0.7531
0.618	0.7520
HIGH	0.7501
0.618	0.7490
0.500	0.7486
0.382	0.7482
LOW	0.7471
0.618	0.7452
1.000	0.7441
1.618	0.7422
2.618	0.7392
4.250	0.7344

Fisher Pivots for day following 29-Jul-2020
Pivot	1 day	3 day
R1	0.7486	0.7481
PP	0.7485	0.7478
S1	0.7484	0.7475

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

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