CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 31-Jul-2020

Day Change Summary
	Previous	Current
	30-Jul-2020	31-Jul-2020	Change	Change %	Previous Week
Open	0.7502	0.7449	-0.0053	-0.7%	0.7456
High	0.7502	0.7479	-0.0023	-0.3%	0.7502
Low	0.7431	0.7443	0.0013	0.2%	0.7431
Close	0.7441	0.7472	0.0032	0.4%	0.7472
Range	0.0072	0.0036	-0.0036	-49.7%	0.0072
ATR	0.0048	0.0047	-0.0001	-1.4%	0.0000
Volume	78,514	86,822	8,308	10.6%	331,276

Daily Pivots for day following 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7573	0.7558	0.7492
R3	0.7537	0.7522	0.7482
R2	0.7501	0.7501	0.7479
R1	0.7486	0.7486	0.7475	0.7494
PP	0.7465	0.7465	0.7465	0.7468
S1	0.7450	0.7450	0.7469	0.7458
S2	0.7429	0.7429	0.7465
S3	0.7393	0.7414	0.7462
S4	0.7357	0.7378	0.7452

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7683	0.7649	0.7511
R3	0.7611	0.7577	0.7492
R2	0.7540	0.7540	0.7485
R1	0.7506	0.7506	0.7479	0.7523
PP	0.7468	0.7468	0.7468	0.7477
S1	0.7434	0.7434	0.7465	0.7451
S2	0.7397	0.7397	0.7459
S3	0.7325	0.7363	0.7452
S4	0.7254	0.7291	0.7433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7502	0.7431	0.0072	1.0%	0.0044	0.6%	58%	False	False	66,255
10	0.7502	0.7354	0.0149	2.0%	0.0045	0.6%	80%	False	False	63,163
20	0.7502	0.7330	0.0172	2.3%	0.0044	0.6%	83%	False	False	60,854
40	0.7510	0.7292	0.0218	2.9%	0.0050	0.7%	83%	False	False	57,350
60	0.7510	0.7057	0.0453	6.1%	0.0054	0.7%	92%	False	False	38,504
80	0.7510	0.7018	0.0492	6.6%	0.0056	0.8%	92%	False	False	28,907
100	0.7510	0.6827	0.0683	9.1%	0.0068	0.9%	94%	False	False	23,175
120	0.7574	0.6827	0.0747	10.0%	0.0062	0.8%	86%	False	False	19,337

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.7632
2.618	0.7573
1.618	0.7537
1.000	0.7515
0.618	0.7501
HIGH	0.7479
0.618	0.7465
0.500	0.7461
0.382	0.7457
LOW	0.7443
0.618	0.7421
1.000	0.7407
1.618	0.7385
2.618	0.7349
4.250	0.7290

Fisher Pivots for day following 31-Jul-2020
Pivot	1 day	3 day
R1	0.7468	0.7470
PP	0.7465	0.7468
S1	0.7461	0.7466

Download as Excel Spreadsheet

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

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