CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 04-Aug-2020

Day Change Summary
	Previous	Current
	03-Aug-2020	04-Aug-2020	Change	Change %	Previous Week
Open	0.7461	0.7477	0.0016	0.2%	0.7455
High	0.7475	0.7509	0.0035	0.5%	0.7503
Low	0.7437	0.7454	0.0017	0.2%	0.7432
Close	0.7471	0.7495	0.0024	0.3%	0.7473
Range	0.0038	0.0056	0.0018	46.1%	0.0071
ATR	0.0044	0.0045	0.0001	1.8%	0.0000
Volume	41	351	310	756.1%	769

Daily Pivots for day following 04-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7652	0.7629	0.7526
R3	0.7597	0.7574	0.7510
R2	0.7541	0.7541	0.7505
R1	0.7518	0.7518	0.7500	0.7530
PP	0.7486	0.7486	0.7486	0.7492
S1	0.7463	0.7463	0.7490	0.7474
S2	0.7430	0.7430	0.7485
S3	0.7375	0.7407	0.7480
S4	0.7319	0.7352	0.7464

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	0.7509	0.7432	0.0077	1.0%	0.0045	0.6%	82%	True	False	155
10	0.7509	0.7419	0.0090	1.2%	0.0042	0.6%	84%	True	False	165
20	0.7509	0.7332	0.0178	2.4%	0.0042	0.6%	92%	True	False	114
40	0.7509	0.7291	0.0219	2.9%	0.0047	0.6%	94%	True	False	106
60	0.7509	0.7077	0.0432	5.8%	0.0049	0.6%	97%	True	False	93
80	0.7509	0.7024	0.0485	6.5%	0.0050	0.7%	97%	True	False	77
100	0.7509	0.6835	0.0674	9.0%	0.0061	0.8%	98%	True	False	88
120	0.7574	0.6835	0.0739	9.9%	0.0056	0.7%	89%	False	False	83

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7745
2.618	0.7654
1.618	0.7599
1.000	0.7565
0.618	0.7543
HIGH	0.7509
0.618	0.7488
0.500	0.7481
0.382	0.7475
LOW	0.7454
0.618	0.7419
1.000	0.7398
1.618	0.7364
2.618	0.7308
4.250	0.7218

Fisher Pivots for day following 04-Aug-2020
Pivot	1 day	3 day
R1	0.7490	0.7488
PP	0.7486	0.7480
S1	0.7481	0.7473

Download as Excel Spreadsheet

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

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