CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 06-Aug-2020

Day Change Summary
	Previous	Current
	05-Aug-2020	06-Aug-2020	Change	Change %	Previous Week
Open	0.7517	0.7540	0.0023	0.3%	0.7455
High	0.7558	0.7551	-0.0007	-0.1%	0.7503
Low	0.7517	0.7508	-0.0009	-0.1%	0.7432
Close	0.7530	0.7527	-0.0004	0.0%	0.7473
Range	0.0041	0.0043	0.0002	4.9%	0.0071
ATR	0.0046	0.0046	0.0000	-0.5%	0.0000
Volume	254	418	164	64.6%	769

Daily Pivots for day following 06-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7657	0.7635	0.7550
R3	0.7614	0.7592	0.7538
R2	0.7571	0.7571	0.7534
R1	0.7549	0.7549	0.7530	0.7539
PP	0.7528	0.7528	0.7528	0.7523
S1	0.7506	0.7506	0.7523	0.7496
S2	0.7485	0.7485	0.7519
S3	0.7442	0.7463	0.7515
S4	0.7399	0.7420	0.7503

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	0.7558	0.7437	0.0121	1.6%	0.0043	0.6%	74%	False	False	250
10	0.7558	0.7432	0.0126	1.7%	0.0042	0.6%	75%	False	False	206
20	0.7558	0.7332	0.0226	3.0%	0.0040	0.5%	86%	False	False	137
40	0.7558	0.7291	0.0267	3.5%	0.0046	0.6%	88%	False	False	115
60	0.7558	0.7077	0.0481	6.4%	0.0048	0.6%	94%	False	False	103
80	0.7558	0.7024	0.0534	7.1%	0.0050	0.7%	94%	False	False	84
100	0.7558	0.6835	0.0723	9.6%	0.0060	0.8%	96%	False	False	92
120	0.7574	0.6835	0.0739	9.8%	0.0057	0.8%	94%	False	False	88

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7733
2.618	0.7663
1.618	0.7620
1.000	0.7594
0.618	0.7577
HIGH	0.7551
0.618	0.7534
0.500	0.7529
0.382	0.7524
LOW	0.7508
0.618	0.7481
1.000	0.7465
1.618	0.7438
2.618	0.7395
4.250	0.7325

Fisher Pivots for day following 06-Aug-2020
Pivot	1 day	3 day
R1	0.7529	0.7520
PP	0.7528	0.7513
S1	0.7527	0.7506

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

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