CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 07-Aug-2020

Day Change Summary
	Previous	Current
	06-Aug-2020	07-Aug-2020	Change	Change %	Previous Week
Open	0.7540	0.7517	-0.0023	-0.3%	0.7461
High	0.7551	0.7517	-0.0034	-0.4%	0.7558
Low	0.7508	0.7465	-0.0043	-0.6%	0.7437
Close	0.7527	0.7473	-0.0054	-0.7%	0.7473
Range	0.0043	0.0052	0.0009	20.9%	0.0121
ATR	0.0046	0.0047	0.0001	2.4%	0.0000
Volume	418	101	-317	-75.8%	1,165

Daily Pivots for day following 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7641	0.7609	0.7501
R3	0.7589	0.7557	0.7487
R2	0.7537	0.7537	0.7482
R1	0.7505	0.7505	0.7477	0.7495
PP	0.7485	0.7485	0.7485	0.7480
S1	0.7453	0.7453	0.7468	0.7443
S2	0.7433	0.7433	0.7463
S3	0.7381	0.7401	0.7458
S4	0.7329	0.7349	0.7444

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7852	0.7783	0.7539
R3	0.7731	0.7662	0.7506
R2	0.7610	0.7610	0.7495
R1	0.7541	0.7541	0.7484	0.7576
PP	0.7489	0.7489	0.7489	0.7506
S1	0.7420	0.7420	0.7461	0.7455
S2	0.7368	0.7368	0.7450
S3	0.7247	0.7299	0.7439
S4	0.7126	0.7178	0.7406

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%	0.0046	0.6%	30%	False	False	233
10	0.7558	0.7432	0.0126	1.7%	0.0044	0.6%	32%	False	False	193
20	0.7558	0.7332	0.0226	3.0%	0.0041	0.5%	62%	False	False	141
40	0.7558	0.7291	0.0267	3.6%	0.0045	0.6%	68%	False	False	106
60	0.7558	0.7077	0.0481	6.4%	0.0048	0.6%	82%	False	False	105
80	0.7558	0.7024	0.0534	7.1%	0.0049	0.7%	84%	False	False	85
100	0.7558	0.6835	0.0723	9.7%	0.0059	0.8%	88%	False	False	92
120	0.7574	0.6835	0.0739	9.9%	0.0057	0.8%	86%	False	False	89

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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7738
2.618	0.7653
1.618	0.7601
1.000	0.7569
0.618	0.7549
HIGH	0.7517
0.618	0.7497
0.500	0.7491
0.382	0.7485
LOW	0.7465
0.618	0.7433
1.000	0.7413
1.618	0.7381
2.618	0.7329
4.250	0.7244

Fisher Pivots for day following 07-Aug-2020
Pivot	1 day	3 day
R1	0.7491	0.7511
PP	0.7485	0.7498
S1	0.7479	0.7485

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

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