CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 03-Sep-2020

Day Change Summary
	Previous	Current
	02-Sep-2020	03-Sep-2020	Change	Change %	Previous Week
Open	0.7656	0.7664	0.0008	0.1%	0.7588
High	0.7671	0.7669	-0.0002	0.0%	0.7665
Low	0.7636	0.7598	-0.0039	-0.5%	0.7553
Close	0.7651	0.7614	-0.0037	-0.5%	0.7638
Range	0.0035	0.0071	0.0037	105.8%	0.0112
ATR	0.0047	0.0048	0.0002	3.8%	0.0000
Volume	66,216	87,452	21,236	32.1%	336,372

Daily Pivots for day following 03-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7840	0.7798	0.7653
R3	0.7769	0.7727	0.7634
R2	0.7698	0.7698	0.7627
R1	0.7656	0.7656	0.7621	0.7641
PP	0.7627	0.7627	0.7627	0.7619
S1	0.7585	0.7585	0.7607	0.7570
S2	0.7556	0.7556	0.7601
S3	0.7485	0.7514	0.7594
S4	0.7414	0.7443	0.7575

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	0.7598	0.0099	1.3%	0.0052	0.7%	17%	False	True	80,820
10	0.7696	0.7553	0.0143	1.9%	0.0048	0.6%	43%	False	False	70,044
20	0.7696	0.7464	0.0233	3.1%	0.0047	0.6%	65%	False	False	61,960
40	0.7696	0.7330	0.0366	4.8%	0.0045	0.6%	78%	False	False	61,833
60	0.7696	0.7292	0.0404	5.3%	0.0049	0.6%	80%	False	False	61,508
80	0.7696	0.7074	0.0622	8.2%	0.0052	0.7%	87%	False	False	47,508
100	0.7696	0.7018	0.0678	8.9%	0.0054	0.7%	88%	False	False	38,030
120	0.7696	0.6827	0.0869	11.4%	0.0062	0.8%	91%	False	False	31,725

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.7970
2.618	0.7854
1.618	0.7783
1.000	0.7740
0.618	0.7712
HIGH	0.7669
0.618	0.7641
0.500	0.7633
0.382	0.7625
LOW	0.7598
0.618	0.7554
1.000	0.7527
1.618	0.7483
2.618	0.7412
4.250	0.7296

Fisher Pivots for day following 03-Sep-2020
Pivot	1 day	3 day
R1	0.7633	0.7647
PP	0.7627	0.7636
S1	0.7620	0.7625

Download as Excel Spreadsheet

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

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