CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 27-Jul-2020

Day Change Summary
	Previous	Current
	24-Jul-2020	27-Jul-2020	Change	Change %	Previous Week
Open	0.7463	0.7455	-0.0008	-0.1%	0.7364
High	0.7477	0.7488	0.0012	0.2%	0.7490
Low	0.7440	0.7455	0.0015	0.2%	0.7355
Close	0.7452	0.7487	0.0035	0.5%	0.7452
Range	0.0037	0.0033	-0.0004	-9.6%	0.0135
ATR	0.0045	0.0045	-0.0001	-1.4%	0.0000
Volume	232	65	-167	-72.0%	632

Daily Pivots for day following 27-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7576	0.7564	0.7505
R3	0.7543	0.7531	0.7496
R2	0.7510	0.7510	0.7493
R1	0.7498	0.7498	0.7490	0.7504
PP	0.7477	0.7477	0.7477	0.7479
S1	0.7465	0.7465	0.7483	0.7471
S2	0.7444	0.7444	0.7480
S3	0.7411	0.7432	0.7477
S4	0.7378	0.7399	0.7468

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	0.7390	0.0101	1.3%	0.0043	0.6%	97%	False	False	131
10	0.7490	0.7332	0.0159	2.1%	0.0037	0.5%	98%	False	False	93
20	0.7490	0.7302	0.0189	2.5%	0.0040	0.5%	98%	False	False	75
40	0.7507	0.7251	0.0257	3.4%	0.0049	0.7%	92%	False	False	99
60	0.7507	0.7062	0.0445	5.9%	0.0049	0.7%	95%	False	False	77
80	0.7507	0.7010	0.0497	6.6%	0.0052	0.7%	96%	False	False	65
100	0.7507	0.6835	0.0672	9.0%	0.0062	0.8%	97%	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	0.0008
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7628
2.618	0.7574
1.618	0.7541
1.000	0.7521
0.618	0.7508
HIGH	0.7488
0.618	0.7475
0.500	0.7472
0.382	0.7468
LOW	0.7455
0.618	0.7435
1.000	0.7422
1.618	0.7402
2.618	0.7369
4.250	0.7315

Fisher Pivots for day following 27-Jul-2020
Pivot	1 day	3 day
R1	0.7482	0.7479
PP	0.7477	0.7472
S1	0.7472	0.7465

Download as Excel Spreadsheet

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

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