CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 29-Jul-2020

Day Change Summary
	Previous	Current
	28-Jul-2020	29-Jul-2020	Change	Change %	Previous Week
Open	0.7492	0.7477	-0.0016	-0.2%	0.7364
High	0.7503	0.7502	-0.0001	0.0%	0.7490
Low	0.7462	0.7473	0.0012	0.2%	0.7355
Close	0.7486	0.7485	-0.0002	0.0%	0.7452
Range	0.0041	0.0029	-0.0013	-30.5%	0.0135
ATR	0.0045	0.0043	-0.0001	-2.6%	0.0000
Volume	321	64	-257	-80.1%	632

Daily Pivots for day following 29-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7572	0.7557	0.7500
R3	0.7543	0.7528	0.7492
R2	0.7515	0.7515	0.7490
R1	0.7500	0.7500	0.7487	0.7507
PP	0.7486	0.7486	0.7486	0.7490
S1	0.7471	0.7471	0.7482	0.7479
S2	0.7458	0.7458	0.7479
S3	0.7429	0.7443	0.7477
S4	0.7401	0.7414	0.7469

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	0.7503	0.7440	0.0063	0.8%	0.0036	0.5%	71%	False	False	179
10	0.7503	0.7355	0.0148	2.0%	0.0038	0.5%	88%	False	False	117
20	0.7503	0.7332	0.0171	2.3%	0.0039	0.5%	89%	False	False	91
40	0.7507	0.7291	0.0217	2.9%	0.0046	0.6%	90%	False	False	104
60	0.7507	0.7062	0.0445	5.9%	0.0049	0.6%	95%	False	False	82
80	0.7507	0.7024	0.0483	6.5%	0.0051	0.7%	95%	False	False	69
100	0.7507	0.6835	0.0672	9.0%	0.0062	0.8%	97%	False	False	85
120	0.7574	0.6835	0.0739	9.9%	0.0055	0.7%	88%	False	False	78

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7623
2.618	0.7576
1.618	0.7548
1.000	0.7530
0.618	0.7519
HIGH	0.7502
0.618	0.7491
0.500	0.7487
0.382	0.7484
LOW	0.7473
0.618	0.7455
1.000	0.7445
1.618	0.7427
2.618	0.7398
4.250	0.7352

Fisher Pivots for day following 29-Jul-2020
Pivot	1 day	3 day
R1	0.7487	0.7483
PP	0.7486	0.7481
S1	0.7485	0.7479

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

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