CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 10-Aug-2020

Day Change Summary
	Previous	Current
	07-Aug-2020	10-Aug-2020	Change	Change %	Previous Week
Open	0.7516	0.7474	-0.0042	-0.6%	0.7460
High	0.7517	0.7500	-0.0017	-0.2%	0.7558
Low	0.7464	0.7466	0.0003	0.0%	0.7435
Close	0.7472	0.7491	0.0019	0.3%	0.7472
Range	0.0054	0.0034	-0.0020	-36.4%	0.0123
ATR	0.0049	0.0048	-0.0001	-2.2%	0.0000
Volume	62,310	38,707	-23,603	-37.9%	314,012

Daily Pivots for day following 10-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7588	0.7573	0.7509
R3	0.7554	0.7539	0.7500
R2	0.7520	0.7520	0.7497
R1	0.7505	0.7505	0.7494	0.7512
PP	0.7486	0.7486	0.7486	0.7489
S1	0.7471	0.7471	0.7487	0.7478
S2	0.7452	0.7452	0.7484
S3	0.7418	0.7437	0.7481
S4	0.7384	0.7403	0.7472

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7856	0.7786	0.7539
R3	0.7733	0.7664	0.7505
R2	0.7611	0.7611	0.7494
R1	0.7541	0.7541	0.7483	0.7576
PP	0.7488	0.7488	0.7488	0.7505
S1	0.7419	0.7419	0.7460	0.7453
S2	0.7366	0.7366	0.7449
S3	0.7243	0.7296	0.7438
S4	0.7121	0.7174	0.7404

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7558	0.7452	0.0106	1.4%	0.0049	0.7%	37%	False	False	60,149
10	0.7558	0.7431	0.0127	1.7%	0.0046	0.6%	47%	False	False	62,863
20	0.7558	0.7330	0.0228	3.0%	0.0044	0.6%	71%	False	False	60,840
40	0.7558	0.7292	0.0266	3.5%	0.0046	0.6%	75%	False	False	59,639
60	0.7558	0.7086	0.0472	6.3%	0.0053	0.7%	86%	False	False	44,369
80	0.7558	0.7018	0.0540	7.2%	0.0055	0.7%	88%	False	False	33,305
100	0.7558	0.6827	0.0731	9.8%	0.0063	0.8%	91%	False	False	26,679
120	0.7574	0.6827	0.0747	10.0%	0.0064	0.8%	89%	False	False	22,275

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	0.0008
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7645
2.618	0.7589
1.618	0.7555
1.000	0.7534
0.618	0.7521
HIGH	0.7500
0.618	0.7487
0.500	0.7483
0.382	0.7479
LOW	0.7466
0.618	0.7445
1.000	0.7432
1.618	0.7411
2.618	0.7377
4.250	0.7322

Fisher Pivots for day following 10-Aug-2020
Pivot	1 day	3 day
R1	0.7488	0.7507
PP	0.7486	0.7502
S1	0.7483	0.7496

Download as Excel Spreadsheet

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

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