CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	0.7474	0.7491	0.0017	0.2%	0.7460
High	0.7500	0.7536	0.0036	0.5%	0.7558
Low	0.7466	0.7485	0.0019	0.3%	0.7435
Close	0.7491	0.7528	0.0038	0.5%	0.7472
Range	0.0034	0.0051	0.0017	48.5%	0.0123
ATR	0.0048	0.0048	0.0000	0.4%	0.0000
Volume	38,707	56,698	17,991	46.5%	314,012

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7668	0.7648	0.7556
R3	0.7617	0.7598	0.7542
R2	0.7567	0.7567	0.7537
R1	0.7547	0.7547	0.7533	0.7557
PP	0.7516	0.7516	0.7516	0.7521
S1	0.7497	0.7497	0.7523	0.7507
S2	0.7466	0.7466	0.7519
S3	0.7415	0.7446	0.7514
S4	0.7365	0.7396	0.7500

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	0.7464	0.0094	1.2%	0.0048	0.6%	69%	False	False	60,601
10	0.7558	0.7431	0.0127	1.7%	0.0047	0.6%	77%	False	False	62,273
20	0.7558	0.7348	0.0210	2.8%	0.0045	0.6%	86%	False	False	60,123
40	0.7558	0.7292	0.0266	3.5%	0.0046	0.6%	89%	False	False	59,026
60	0.7558	0.7090	0.0468	6.2%	0.0053	0.7%	94%	False	False	45,310
80	0.7558	0.7018	0.0540	7.2%	0.0055	0.7%	95%	False	False	34,013
100	0.7558	0.6878	0.0680	9.0%	0.0062	0.8%	96%	False	False	27,244
120	0.7574	0.6827	0.0747	9.9%	0.0064	0.8%	94%	False	False	22,747

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7750
2.618	0.7668
1.618	0.7617
1.000	0.7586
0.618	0.7567
HIGH	0.7536
0.618	0.7516
0.500	0.7510
0.382	0.7504
LOW	0.7485
0.618	0.7454
1.000	0.7435
1.618	0.7403
2.618	0.7353
4.250	0.7270

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	0.7522	0.7519
PP	0.7516	0.7509
S1	0.7510	0.7500

Download as Excel Spreadsheet

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

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