CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 13-Aug-2020

Day Change Summary
	Previous	Current
	12-Aug-2020	13-Aug-2020	Change	Change %	Previous Week
Open	0.7519	0.7548	0.0029	0.4%	0.7460
High	0.7560	0.7581	0.0021	0.3%	0.7558
Low	0.7493	0.7546	0.0053	0.7%	0.7435
Close	0.7546	0.7563	0.0017	0.2%	0.7472
Range	0.0067	0.0035	-0.0032	-47.8%	0.0123
ATR	0.0050	0.0049	-0.0001	-2.1%	0.0000
Volume	60,989	58,258	-2,731	-4.5%	314,012

Daily Pivots for day following 13-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7668	0.7650	0.7582
R3	0.7633	0.7615	0.7572
R2	0.7598	0.7598	0.7569
R1	0.7580	0.7580	0.7566	0.7589
PP	0.7563	0.7563	0.7563	0.7567
S1	0.7545	0.7545	0.7559	0.7554
S2	0.7528	0.7528	0.7556
S3	0.7493	0.7510	0.7553
S4	0.7458	0.7475	0.7543

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	0.7581	0.7464	0.0117	1.5%	0.0048	0.6%	85%	True	False	55,392
10	0.7581	0.7435	0.0146	1.9%	0.0047	0.6%	88%	True	False	61,548
20	0.7581	0.7354	0.0227	3.0%	0.0045	0.6%	92%	True	False	59,881
40	0.7581	0.7292	0.0289	3.8%	0.0045	0.6%	94%	True	False	58,917
60	0.7581	0.7119	0.0462	6.1%	0.0052	0.7%	96%	True	False	47,291
80	0.7581	0.7032	0.0549	7.3%	0.0054	0.7%	97%	True	False	35,501
100	0.7581	0.6893	0.0688	9.1%	0.0060	0.8%	97%	True	False	28,429
120	0.7581	0.6827	0.0754	10.0%	0.0064	0.9%	98%	True	False	23,740

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7729
2.618	0.7672
1.618	0.7637
1.000	0.7616
0.618	0.7602
HIGH	0.7581
0.618	0.7567
0.500	0.7563
0.382	0.7559
LOW	0.7546
0.618	0.7524
1.000	0.7511
1.618	0.7489
2.618	0.7454
4.250	0.7397

Fisher Pivots for day following 13-Aug-2020
Pivot	1 day	3 day
R1	0.7563	0.7553
PP	0.7563	0.7543
S1	0.7563	0.7533

Download as Excel Spreadsheet

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

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