CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 26-Aug-2020

Day Change Summary
	Previous	Current
	25-Aug-2020	26-Aug-2020	Change	Change %	Previous Week
Open	0.7565	0.7592	0.0027	0.4%	0.7545
High	0.7595	0.7616	0.0021	0.3%	0.7615
Low	0.7554	0.7573	0.0020	0.3%	0.7540
Close	0.7585	0.7601	0.0016	0.2%	0.7582
Range	0.0042	0.0043	0.0001	2.4%	0.0075
ATR	0.0048	0.0047	0.0000	-0.8%	0.0000
Volume	59,138	52,547	-6,591	-11.1%	261,522

Daily Pivots for day following 26-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7724	0.7705	0.7624
R3	0.7682	0.7663	0.7613
R2	0.7639	0.7639	0.7609
R1	0.7620	0.7620	0.7605	0.7630
PP	0.7597	0.7597	0.7597	0.7601
S1	0.7578	0.7578	0.7597	0.7587
S2	0.7554	0.7554	0.7593
S3	0.7512	0.7535	0.7589
S4	0.7469	0.7493	0.7578

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	0.7616	0.7551	0.0065	0.9%	0.0047	0.6%	78%	True	False	55,608
10	0.7616	0.7535	0.0081	1.1%	0.0045	0.6%	82%	True	False	53,913
20	0.7616	0.7431	0.0185	2.4%	0.0048	0.6%	92%	True	False	58,743
40	0.7616	0.7330	0.0286	3.8%	0.0045	0.6%	95%	True	False	58,459
60	0.7616	0.7292	0.0324	4.3%	0.0049	0.6%	96%	True	False	55,119
80	0.7616	0.7057	0.0559	7.3%	0.0053	0.7%	97%	True	False	41,500
100	0.7616	0.7018	0.0598	7.9%	0.0055	0.7%	98%	True	False	33,227
120	0.7616	0.6827	0.0789	10.4%	0.0065	0.9%	98%	True	False	27,728

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7796
2.618	0.7727
1.618	0.7684
1.000	0.7658
0.618	0.7642
HIGH	0.7616
0.618	0.7599
0.500	0.7594
0.382	0.7589
LOW	0.7573
0.618	0.7547
1.000	0.7531
1.618	0.7504
2.618	0.7462
4.250	0.7392

Fisher Pivots for day following 26-Aug-2020
Pivot	1 day	3 day
R1	0.7599	0.7595
PP	0.7597	0.7590
S1	0.7594	0.7584

Download as Excel Spreadsheet

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

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