CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 17-Aug-2020

Day Change Summary
	Previous	Current
	14-Aug-2020	17-Aug-2020	Change	Change %	Previous Week
Open	0.7560	0.7545	-0.0016	-0.2%	0.7474
High	0.7573	0.7581	0.0009	0.1%	0.7581
Low	0.7535	0.7540	0.0005	0.1%	0.7466
Close	0.7544	0.7578	0.0034	0.5%	0.7544
Range	0.0038	0.0041	0.0004	9.3%	0.0115
ATR	0.0048	0.0047	0.0000	-1.0%	0.0000
Volume	49,215	40,713	-8,502	-17.3%	263,867

Daily Pivots for day following 17-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7689	0.7675	0.7601
R3	0.7648	0.7634	0.7589
R2	0.7607	0.7607	0.7586
R1	0.7593	0.7593	0.7582	0.7600
PP	0.7566	0.7566	0.7566	0.7570
S1	0.7552	0.7552	0.7574	0.7559
S2	0.7525	0.7525	0.7570
S3	0.7484	0.7511	0.7567
S4	0.7443	0.7470	0.7555

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7874	0.7823	0.7607
R3	0.7759	0.7709	0.7575
R2	0.7645	0.7645	0.7565
R1	0.7594	0.7594	0.7554	0.7620
PP	0.7530	0.7530	0.7530	0.7543
S1	0.7480	0.7480	0.7534	0.7505
S2	0.7416	0.7416	0.7523
S3	0.7301	0.7365	0.7513
S4	0.7187	0.7251	0.7481

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7581	0.7485	0.0096	1.3%	0.0046	0.6%	97%	True	False	53,174
10	0.7581	0.7452	0.0130	1.7%	0.0048	0.6%	98%	True	False	56,662
20	0.7581	0.7388	0.0194	2.6%	0.0046	0.6%	98%	True	False	60,281
40	0.7581	0.7292	0.0289	3.8%	0.0045	0.6%	99%	True	False	58,644
60	0.7581	0.7119	0.0462	6.1%	0.0052	0.7%	99%	True	False	48,771
80	0.7581	0.7057	0.0524	6.9%	0.0053	0.7%	99%	True	False	36,623
100	0.7581	0.6980	0.0601	7.9%	0.0059	0.8%	100%	True	False	29,324
120	0.7581	0.6827	0.0754	9.9%	0.0065	0.9%	100%	True	False	24,488

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7755
2.618	0.7688
1.618	0.7647
1.000	0.7622
0.618	0.7606
HIGH	0.7581
0.618	0.7565
0.500	0.7561
0.382	0.7556
LOW	0.7540
0.618	0.7515
1.000	0.7499
1.618	0.7474
2.618	0.7433
4.250	0.7366

Fisher Pivots for day following 17-Aug-2020
Pivot	1 day	3 day
R1	0.7572	0.7571
PP	0.7566	0.7565
S1	0.7561	0.7558

Download as Excel Spreadsheet

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

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