CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 14-Sep-2020

Day Change Summary
	Previous	Current
	11-Sep-2020	14-Sep-2020	Change	Change %	Previous Week
Open	0.7581	0.7580	-0.0001	0.0%	0.7653
High	0.7604	0.7603	-0.0001	0.0%	0.7655
Low	0.7572	0.7578	0.0006	0.1%	0.7542
Close	0.7581	0.7589	0.0008	0.1%	0.7581
Range	0.0032	0.0025	-0.0007	-21.9%	0.0113
ATR	0.0052	0.0050	-0.0002	-3.7%	0.0000
Volume	25,892	5,396	-20,496	-79.2%	390,093

Daily Pivots for day following 14-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7665	0.7652	0.7602
R3	0.7640	0.7627	0.7595
R2	0.7615	0.7615	0.7593
R1	0.7602	0.7602	0.7591	0.7608
PP	0.7590	0.7590	0.7590	0.7593
S1	0.7577	0.7577	0.7586	0.7583
S2	0.7565	0.7565	0.7584
S3	0.7540	0.7552	0.7582
S4	0.7515	0.7527	0.7575

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7932	0.7869	0.7643
R3	0.7819	0.7756	0.7612
R2	0.7706	0.7706	0.7601
R1	0.7643	0.7643	0.7591	0.7618
PP	0.7593	0.7593	0.7593	0.7580
S1	0.7530	0.7530	0.7570	0.7505
S2	0.7480	0.7480	0.7560
S3	0.7367	0.7417	0.7549
S4	0.7254	0.7304	0.7518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7655	0.7542	0.0113	1.5%	0.0054	0.7%	41%	False	False	79,097
10	0.7696	0.7542	0.0154	2.0%	0.0054	0.7%	30%	False	False	79,353
20	0.7696	0.7540	0.0156	2.1%	0.0050	0.7%	31%	False	False	69,571
40	0.7696	0.7354	0.0343	4.5%	0.0048	0.6%	69%	False	False	65,023
60	0.7696	0.7292	0.0404	5.3%	0.0047	0.6%	73%	False	False	62,516
80	0.7696	0.7119	0.0577	7.6%	0.0052	0.7%	81%	False	False	53,469
100	0.7696	0.7050	0.0647	8.5%	0.0053	0.7%	83%	False	False	42,807
120	0.7696	0.6943	0.0754	9.9%	0.0058	0.8%	86%	False	False	35,694

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	0.7709
2.618	0.7668
1.618	0.7643
1.000	0.7628
0.618	0.7618
HIGH	0.7603
0.618	0.7593
0.500	0.7591
0.382	0.7588
LOW	0.7578
0.618	0.7563
1.000	0.7553
1.618	0.7538
2.618	0.7513
4.250	0.7472

Fisher Pivots for day following 14-Sep-2020
Pivot	1 day	3 day
R1	0.7591	0.7598
PP	0.7590	0.7595
S1	0.7589	0.7592

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

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