CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 31-Aug-2020

Day Change Summary
	Previous	Current
	28-Aug-2020	31-Aug-2020	Change	Change %	Previous Week
Open	0.7619	0.7644	0.0025	0.3%	0.7588
High	0.7665	0.7681	0.0016	0.2%	0.7665
Low	0.7615	0.7632	0.0017	0.2%	0.7553
Close	0.7638	0.7677	0.0040	0.5%	0.7638
Range	0.0050	0.0049	-0.0001	-1.0%	0.0112
ATR	0.0047	0.0047	0.0000	0.3%	0.0000
Volume	88,965	82,969	-5,996	-6.7%	336,372

Daily Pivots for day following 31-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7810	0.7793	0.7704
R3	0.7761	0.7744	0.7690
R2	0.7712	0.7712	0.7686
R1	0.7695	0.7695	0.7681	0.7703
PP	0.7663	0.7663	0.7663	0.7667
S1	0.7646	0.7646	0.7673	0.7654
S2	0.7614	0.7614	0.7668
S3	0.7565	0.7597	0.7664
S4	0.7516	0.7548	0.7650

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7953	0.7907	0.7699
R3	0.7841	0.7795	0.7668
R2	0.7730	0.7730	0.7658
R1	0.7684	0.7684	0.7648	0.7707
PP	0.7618	0.7618	0.7618	0.7630
S1	0.7572	0.7572	0.7627	0.7595
S2	0.7507	0.7507	0.7617
S3	0.7395	0.7461	0.7607
S4	0.7284	0.7349	0.7576

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7681	0.7554	0.0127	1.7%	0.0044	0.6%	97%	True	False	72,178
10	0.7681	0.7551	0.0130	1.7%	0.0047	0.6%	97%	True	False	64,015
20	0.7681	0.7452	0.0229	3.0%	0.0047	0.6%	98%	True	False	60,338
40	0.7681	0.7330	0.0351	4.6%	0.0046	0.6%	99%	True	False	60,564
60	0.7681	0.7292	0.0389	5.1%	0.0049	0.6%	99%	True	False	59,148
80	0.7681	0.7074	0.0607	7.9%	0.0052	0.7%	99%	True	False	44,610
100	0.7681	0.7018	0.0663	8.6%	0.0055	0.7%	99%	True	False	35,712
120	0.7681	0.6827	0.0854	11.1%	0.0064	0.8%	100%	True	False	29,795

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7889
2.618	0.7809
1.618	0.7760
1.000	0.7730
0.618	0.7711
HIGH	0.7681
0.618	0.7662
0.500	0.7656
0.382	0.7650
LOW	0.7632
0.618	0.7601
1.000	0.7583
1.618	0.7552
2.618	0.7503
4.250	0.7423

Fisher Pivots for day following 31-Aug-2020
Pivot	1 day	3 day
R1	0.7670	0.7664
PP	0.7663	0.7651
S1	0.7656	0.7638

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

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