CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 25-Aug-2020

Day Change Summary
	Previous	Current
	24-Aug-2020	25-Aug-2020	Change	Change %	Previous Week
Open	0.7588	0.7565	-0.0023	-0.3%	0.7545
High	0.7614	0.7595	-0.0019	-0.2%	0.7615
Low	0.7553	0.7554	0.0001	0.0%	0.7540
Close	0.7557	0.7585	0.0028	0.4%	0.7582
Range	0.0061	0.0042	-0.0020	-32.0%	0.0075
ATR	0.0048	0.0048	0.0000	-1.0%	0.0000
Volume	58,450	59,138	688	1.2%	261,522

Daily Pivots for day following 25-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7702	0.7685	0.7608
R3	0.7661	0.7644	0.7596
R2	0.7619	0.7619	0.7593
R1	0.7602	0.7602	0.7589	0.7611
PP	0.7578	0.7578	0.7578	0.7582
S1	0.7561	0.7561	0.7581	0.7569
S2	0.7536	0.7536	0.7577
S3	0.7495	0.7519	0.7574
S4	0.7453	0.7478	0.7562

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7802	0.7767	0.7623
R3	0.7728	0.7692	0.7602
R2	0.7653	0.7653	0.7596
R1	0.7618	0.7618	0.7589	0.7636
PP	0.7579	0.7579	0.7579	0.7588
S1	0.7543	0.7543	0.7575	0.7561
S2	0.7504	0.7504	0.7568
S3	0.7430	0.7469	0.7562
S4	0.7355	0.7394	0.7541

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7615	0.7551	0.0064	0.8%	0.0049	0.6%	54%	False	False	55,889
10	0.7615	0.7493	0.0122	1.6%	0.0047	0.6%	76%	False	False	54,757
20	0.7615	0.7431	0.0184	2.4%	0.0047	0.6%	84%	False	False	58,515
40	0.7615	0.7301	0.0314	4.1%	0.0045	0.6%	91%	False	False	58,967
60	0.7615	0.7292	0.0323	4.3%	0.0049	0.7%	91%	False	False	54,295
80	0.7615	0.7057	0.0558	7.4%	0.0053	0.7%	95%	False	False	40,844
100	0.7615	0.7018	0.0597	7.9%	0.0056	0.7%	95%	False	False	32,702
120	0.7615	0.6827	0.0788	10.4%	0.0065	0.9%	96%	False	False	27,290

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7771
2.618	0.7704
1.618	0.7662
1.000	0.7637
0.618	0.7621
HIGH	0.7595
0.618	0.7579
0.500	0.7574
0.382	0.7569
LOW	0.7554
0.618	0.7528
1.000	0.7512
1.618	0.7486
2.618	0.7445
4.250	0.7377

Fisher Pivots for day following 25-Aug-2020
Pivot	1 day	3 day
R1	0.7581	0.7585
PP	0.7578	0.7584
S1	0.7574	0.7584

Download as Excel Spreadsheet

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

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