CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 24-Jul-2020

Day Change Summary
	Previous	Current
	23-Jul-2020	24-Jul-2020	Change	Change %	Previous Week
Open	0.7458	0.7463	0.0006	0.1%	0.7364
High	0.7490	0.7477	-0.0014	-0.2%	0.7490
Low	0.7450	0.7440	-0.0010	-0.1%	0.7355
Close	0.7471	0.7452	-0.0019	-0.3%	0.7452
Range	0.0041	0.0037	-0.0004	-9.9%	0.0135
ATR	0.0046	0.0045	-0.0001	-1.5%	0.0000
Volume	213	232	19	8.9%	632

Daily Pivots for day following 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7566	0.7545	0.7472
R3	0.7529	0.7509	0.7462
R2	0.7493	0.7493	0.7458
R1	0.7472	0.7472	0.7455	0.7464
PP	0.7456	0.7456	0.7456	0.7452
S1	0.7436	0.7436	0.7448	0.7428
S2	0.7420	0.7420	0.7445
S3	0.7383	0.7399	0.7441
S4	0.7347	0.7363	0.7431

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7837	0.7779	0.7526
R3	0.7702	0.7644	0.7489
R2	0.7567	0.7567	0.7476
R1	0.7509	0.7509	0.7464	0.7538
PP	0.7432	0.7432	0.7432	0.7447
S1	0.7374	0.7374	0.7439	0.7403
S2	0.7297	0.7297	0.7427
S3	0.7162	0.7239	0.7414
S4	0.7027	0.7104	0.7377

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7490	0.7355	0.0135	1.8%	0.0044	0.6%	71%	False	False	126
10	0.7490	0.7332	0.0159	2.1%	0.0038	0.5%	76%	False	False	89
20	0.7490	0.7291	0.0200	2.7%	0.0041	0.5%	81%	False	False	77
40	0.7507	0.7232	0.0276	3.7%	0.0050	0.7%	80%	False	False	99
60	0.7507	0.7062	0.0445	6.0%	0.0049	0.7%	88%	False	False	77
80	0.7507	0.7010	0.0497	6.7%	0.0053	0.7%	89%	False	False	65
100	0.7507	0.6835	0.0672	9.0%	0.0062	0.8%	92%	False	False	82

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7632
2.618	0.7572
1.618	0.7536
1.000	0.7513
0.618	0.7499
HIGH	0.7477
0.618	0.7463
0.500	0.7458
0.382	0.7454
LOW	0.7440
0.618	0.7417
1.000	0.7404
1.618	0.7381
2.618	0.7344
4.250	0.7285

Fisher Pivots for day following 24-Jul-2020
Pivot	1 day	3 day
R1	0.7458	0.7455
PP	0.7456	0.7454
S1	0.7454	0.7453

Download as Excel Spreadsheet

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

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