CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 03-Aug-2020

Day Change Summary
	Previous	Current
	31-Jul-2020	03-Aug-2020	Change	Change %	Previous Week
Open	0.7449	0.7460	0.0011	0.1%	0.7456
High	0.7479	0.7474	-0.0005	-0.1%	0.7502
Low	0.7443	0.7435	-0.0008	-0.1%	0.7431
Close	0.7472	0.7470	-0.0002	0.0%	0.7472
Range	0.0036	0.0039	0.0003	8.3%	0.0072
ATR	0.0047	0.0046	-0.0001	-1.2%	0.0000
Volume	86,822	51,972	-34,850	-40.1%	331,276

Daily Pivots for day following 03-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7577	0.7562	0.7491
R3	0.7538	0.7523	0.7481
R2	0.7499	0.7499	0.7477
R1	0.7484	0.7484	0.7474	0.7492
PP	0.7460	0.7460	0.7460	0.7463
S1	0.7445	0.7445	0.7466	0.7453
S2	0.7421	0.7421	0.7463
S3	0.7382	0.7406	0.7459
S4	0.7343	0.7367	0.7449

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%	55%	False	False	65,576
10	0.7502	0.7388	0.0115	1.5%	0.0045	0.6%	72%	False	False	63,901
20	0.7502	0.7330	0.0172	2.3%	0.0044	0.6%	81%	False	False	60,790
40	0.7510	0.7292	0.0218	2.9%	0.0050	0.7%	82%	False	False	58,553
60	0.7510	0.7074	0.0436	5.8%	0.0053	0.7%	91%	False	False	39,367
80	0.7510	0.7018	0.0492	6.6%	0.0056	0.8%	92%	False	False	29,556
100	0.7510	0.6827	0.0683	9.1%	0.0067	0.9%	94%	False	False	23,687
120	0.7574	0.6827	0.0747	10.0%	0.0062	0.8%	86%	False	False	19,769

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

Fibonacci Retracements and Extensions
4.250	0.7640
2.618	0.7576
1.618	0.7537
1.000	0.7513
0.618	0.7498
HIGH	0.7474
0.618	0.7459
0.500	0.7455
0.382	0.7450
LOW	0.7435
0.618	0.7411
1.000	0.7396
1.618	0.7372
2.618	0.7333
4.250	0.7269

Fisher Pivots for day following 03-Aug-2020
Pivot	1 day	3 day
R1	0.7465	0.7469
PP	0.7460	0.7468
S1	0.7455	0.7466

Download as Excel Spreadsheet

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

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