CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 30-Jul-2020

Day Change Summary
	Previous	Current
	29-Jul-2020	30-Jul-2020	Change	Change %	Previous Week
Open	0.7477	0.7500	0.0023	0.3%	0.7364
High	0.7502	0.7501	-0.0001	0.0%	0.7490
Low	0.7473	0.7432	-0.0041	-0.5%	0.7355
Close	0.7485	0.7442	-0.0043	-0.6%	0.7452
Range	0.0029	0.0069	0.0041	142.1%	0.0135
ATR	0.0043	0.0045	0.0002	4.2%	0.0000
Volume	64	130	66	103.1%	632

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7665	0.7622	0.7479
R3	0.7596	0.7553	0.7460
R2	0.7527	0.7527	0.7454
R1	0.7484	0.7484	0.7448	0.7471
PP	0.7458	0.7458	0.7458	0.7452
S1	0.7415	0.7415	0.7435	0.7402
S2	0.7389	0.7389	0.7429
S3	0.7320	0.7346	0.7423
S4	0.7251	0.7277	0.7404

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	0.7432	0.0071	0.9%	0.0042	0.6%	13%	False	True	162
10	0.7503	0.7355	0.0148	2.0%	0.0040	0.5%	59%	False	False	121
20	0.7503	0.7332	0.0171	2.3%	0.0041	0.5%	64%	False	False	96
40	0.7507	0.7291	0.0217	2.9%	0.0047	0.6%	70%	False	False	104
60	0.7507	0.7062	0.0445	6.0%	0.0049	0.7%	85%	False	False	85
80	0.7507	0.7024	0.0483	6.5%	0.0051	0.7%	86%	False	False	71
100	0.7507	0.6835	0.0672	9.0%	0.0062	0.8%	90%	False	False	85
120	0.7574	0.6835	0.0739	9.9%	0.0055	0.7%	82%	False	False	79

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7794
2.618	0.7682
1.618	0.7613
1.000	0.7570
0.618	0.7544
HIGH	0.7501
0.618	0.7475
0.500	0.7467
0.382	0.7458
LOW	0.7432
0.618	0.7389
1.000	0.7363
1.618	0.7320
2.618	0.7251
4.250	0.7139

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	0.7467	0.7467
PP	0.7458	0.7459
S1	0.7450	0.7450

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

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