CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 03-Aug-2020

Day Change Summary
	Previous	Current
	31-Jul-2020	03-Aug-2020	Change	Change %	Previous Week
Open	0.7447	0.7461	0.0014	0.2%	0.7455
High	0.7480	0.7475	-0.0006	-0.1%	0.7503
Low	0.7445	0.7437	-0.0009	-0.1%	0.7432
Close	0.7473	0.7471	-0.0002	0.0%	0.7473
Range	0.0035	0.0038	0.0003	8.6%	0.0071
ATR	0.0045	0.0044	0.0000	-1.1%	0.0000
Volume	189	41	-148	-78.3%	769

Daily Pivots for day following 03-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7575	0.7561	0.7492
R3	0.7537	0.7523	0.7481
R2	0.7499	0.7499	0.7478
R1	0.7485	0.7485	0.7474	0.7492
PP	0.7461	0.7461	0.7461	0.7464
S1	0.7447	0.7447	0.7468	0.7454
S2	0.7423	0.7423	0.7464
S3	0.7385	0.7409	0.7461
S4	0.7347	0.7371	0.7450

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7681	0.7647	0.7512
R3	0.7610	0.7577	0.7492
R2	0.7540	0.7540	0.7486
R1	0.7506	0.7506	0.7479	0.7523
PP	0.7469	0.7469	0.7469	0.7478
S1	0.7436	0.7436	0.7467	0.7453
S2	0.7399	0.7399	0.7460
S3	0.7328	0.7365	0.7454
S4	0.7258	0.7295	0.7434

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%	55%	False	False	149
10	0.7503	0.7390	0.0113	1.5%	0.0043	0.6%	72%	False	False	140
20	0.7503	0.7332	0.0171	2.3%	0.0041	0.5%	82%	False	False	99
40	0.7507	0.7291	0.0217	2.9%	0.0047	0.6%	83%	False	False	102
60	0.7507	0.7077	0.0430	5.8%	0.0048	0.6%	92%	False	False	88
80	0.7507	0.7024	0.0483	6.5%	0.0050	0.7%	93%	False	False	73
100	0.7507	0.6835	0.0672	9.0%	0.0062	0.8%	95%	False	False	85
120	0.7574	0.6835	0.0739	9.9%	0.0056	0.7%	86%	False	False	80

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

Fibonacci Retracements and Extensions
4.250	0.7636
2.618	0.7574
1.618	0.7536
1.000	0.7513
0.618	0.7498
HIGH	0.7475
0.618	0.7460
0.500	0.7456
0.382	0.7451
LOW	0.7437
0.618	0.7413
1.000	0.7399
1.618	0.7375
2.618	0.7337
4.250	0.7275

Fisher Pivots for day following 03-Aug-2020
Pivot	1 day	3 day
R1	0.7466	0.7470
PP	0.7461	0.7468
S1	0.7456	0.7467

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

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