CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 06-Aug-2020

Day Change Summary
	Previous	Current
	05-Aug-2020	06-Aug-2020	Change	Change %	Previous Week
Open	0.7503	0.7538	0.0035	0.5%	0.7456
High	0.7558	0.7551	-0.0007	-0.1%	0.7502
Low	0.7503	0.7506	0.0003	0.0%	0.7431
Close	0.7530	0.7526	-0.0004	0.0%	0.7472
Range	0.0055	0.0045	-0.0010	-18.2%	0.0072
ATR	0.0048	0.0048	0.0000	-0.5%	0.0000
Volume	79,321	65,972	-13,349	-16.8%	331,276

Daily Pivots for day following 06-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7662	0.7639	0.7551
R3	0.7617	0.7594	0.7538
R2	0.7572	0.7572	0.7534
R1	0.7549	0.7549	0.7530	0.7538
PP	0.7527	0.7527	0.7527	0.7522
S1	0.7504	0.7504	0.7522	0.7493
S2	0.7482	0.7482	0.7518
S3	0.7437	0.7459	0.7514
S4	0.7392	0.7414	0.7501

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	0.7558	0.7435	0.0123	1.6%	0.0047	0.6%	74%	False	False	67,704
10	0.7558	0.7431	0.0127	1.7%	0.0046	0.6%	75%	False	False	63,468
20	0.7558	0.7330	0.0228	3.0%	0.0043	0.6%	86%	False	False	61,706
40	0.7558	0.7292	0.0266	3.5%	0.0049	0.7%	88%	False	False	61,282
60	0.7558	0.7074	0.0484	6.4%	0.0053	0.7%	93%	False	False	42,691
80	0.7558	0.7018	0.0540	7.2%	0.0056	0.7%	94%	False	False	32,047
100	0.7558	0.6827	0.0731	9.7%	0.0065	0.9%	96%	False	False	25,677
120	0.7574	0.6827	0.0747	9.9%	0.0063	0.8%	94%	False	False	21,433

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7742
2.618	0.7668
1.618	0.7623
1.000	0.7596
0.618	0.7578
HIGH	0.7551
0.618	0.7533
0.500	0.7528
0.382	0.7523
LOW	0.7506
0.618	0.7478
1.000	0.7461
1.618	0.7433
2.618	0.7388
4.250	0.7314

Fisher Pivots for day following 06-Aug-2020
Pivot	1 day	3 day
R1	0.7528	0.7519
PP	0.7527	0.7512
S1	0.7527	0.7505

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

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