CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 01-Sep-2020

Day Change Summary
	Previous	Current
	31-Aug-2020	01-Sep-2020	Change	Change %	Previous Week
Open	0.7644	0.7667	0.0024	0.3%	0.7588
High	0.7681	0.7696	0.0016	0.2%	0.7665
Low	0.7632	0.7642	0.0010	0.1%	0.7553
Close	0.7677	0.7649	-0.0029	-0.4%	0.7638
Range	0.0049	0.0055	0.0006	11.2%	0.0112
ATR	0.0047	0.0047	0.0001	1.2%	0.0000
Volume	82,969	78,499	-4,470	-5.4%	336,372

Daily Pivots for day following 01-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7826	0.7792	0.7678
R3	0.7771	0.7737	0.7663
R2	0.7717	0.7717	0.7658
R1	0.7683	0.7683	0.7653	0.7672
PP	0.7662	0.7662	0.7662	0.7657
S1	0.7628	0.7628	0.7644	0.7618
S2	0.7608	0.7608	0.7639
S3	0.7553	0.7574	0.7634
S4	0.7499	0.7519	0.7619

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	0.7696	0.7573	0.0123	1.6%	0.0047	0.6%	61%	True	False	76,050
10	0.7696	0.7551	0.0146	1.9%	0.0048	0.6%	67%	True	False	65,970
20	0.7696	0.7464	0.0233	3.0%	0.0047	0.6%	80%	True	False	61,541
40	0.7696	0.7330	0.0366	4.8%	0.0046	0.6%	87%	True	False	61,224
60	0.7696	0.7292	0.0404	5.3%	0.0049	0.6%	88%	True	False	60,200
80	0.7696	0.7074	0.0622	8.1%	0.0052	0.7%	92%	True	False	45,589
100	0.7696	0.7018	0.0678	8.9%	0.0054	0.7%	93%	True	False	36,496
120	0.7696	0.6827	0.0869	11.4%	0.0064	0.8%	95%	True	False	30,447

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7928
2.618	0.7839
1.618	0.7784
1.000	0.7751
0.618	0.7730
HIGH	0.7696
0.618	0.7675
0.500	0.7669
0.382	0.7662
LOW	0.7642
0.618	0.7608
1.000	0.7587
1.618	0.7553
2.618	0.7499
4.250	0.7410

Fisher Pivots for day following 01-Sep-2020
Pivot	1 day	3 day
R1	0.7669	0.7656
PP	0.7662	0.7653
S1	0.7655	0.7651

Download as Excel Spreadsheet

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

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