CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 04-Sep-2020

Day Change Summary
	Previous	Current
	03-Sep-2020	04-Sep-2020	Change	Change %	Previous Week
Open	0.7664	0.7616	-0.0048	-0.6%	0.7644
High	0.7669	0.7667	-0.0002	0.0%	0.7696
Low	0.7598	0.7610	0.0013	0.2%	0.7598
Close	0.7614	0.7666	0.0052	0.7%	0.7666
Range	0.0071	0.0057	-0.0015	-20.4%	0.0099
ATR	0.0048	0.0049	0.0001	1.2%	0.0000
Volume	87,452	82,911	-4,541	-5.2%	398,047

Daily Pivots for day following 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7817	0.7798	0.7697
R3	0.7761	0.7742	0.7682
R2	0.7704	0.7704	0.7676
R1	0.7685	0.7685	0.7671	0.7695
PP	0.7648	0.7648	0.7648	0.7652
S1	0.7629	0.7629	0.7661	0.7638
S2	0.7591	0.7591	0.7656
S3	0.7535	0.7572	0.7650
S4	0.7478	0.7516	0.7635

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7949	0.7906	0.7720
R3	0.7850	0.7807	0.7693
R2	0.7752	0.7752	0.7684
R1	0.7709	0.7709	0.7675	0.7730
PP	0.7653	0.7653	0.7653	0.7664
S1	0.7610	0.7610	0.7657	0.7632
S2	0.7555	0.7555	0.7648
S3	0.7456	0.7512	0.7639
S4	0.7358	0.7413	0.7612

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%	0.0053	0.7%	70%	False	False	79,609
10	0.7696	0.7553	0.0143	1.9%	0.0050	0.6%	79%	False	False	73,441
20	0.7696	0.7466	0.0230	3.0%	0.0047	0.6%	87%	False	False	62,990
40	0.7696	0.7330	0.0366	4.8%	0.0046	0.6%	92%	False	False	62,328
60	0.7696	0.7292	0.0404	5.3%	0.0047	0.6%	93%	False	False	61,773
80	0.7696	0.7074	0.0622	8.1%	0.0052	0.7%	95%	False	False	48,542
100	0.7696	0.7018	0.0678	8.8%	0.0054	0.7%	96%	False	False	38,858
120	0.7696	0.6827	0.0869	11.3%	0.0062	0.8%	97%	False	False	32,412

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.7907
2.618	0.7814
1.618	0.7758
1.000	0.7723
0.618	0.7701
HIGH	0.7667
0.618	0.7645
0.500	0.7638
0.382	0.7632
LOW	0.7610
0.618	0.7575
1.000	0.7554
1.618	0.7519
2.618	0.7462
4.250	0.7370

Fisher Pivots for day following 04-Sep-2020
Pivot	1 day	3 day
R1	0.7657	0.7655
PP	0.7648	0.7645
S1	0.7638	0.7634

Download as Excel Spreadsheet

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

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