CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 10-Aug-2020

Day Change Summary
	Previous	Current
	07-Aug-2020	10-Aug-2020	Change	Change %	Previous Week
Open	0.7517	0.7474	-0.0043	-0.6%	0.7461
High	0.7517	0.7501	-0.0017	-0.2%	0.7558
Low	0.7465	0.7467	0.0002	0.0%	0.7437
Close	0.7473	0.7491	0.0019	0.2%	0.7473
Range	0.0052	0.0034	-0.0019	-35.6%	0.0121
ATR	0.0047	0.0046	-0.0001	-2.1%	0.0000
Volume	101	161	60	59.4%	1,165

Daily Pivots for day following 10-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7587	0.7572	0.7509
R3	0.7553	0.7539	0.7500
R2	0.7520	0.7520	0.7497
R1	0.7505	0.7505	0.7494	0.7513
PP	0.7486	0.7486	0.7486	0.7490
S1	0.7472	0.7472	0.7488	0.7479
S2	0.7453	0.7453	0.7485
S3	0.7419	0.7438	0.7482
S4	0.7386	0.7405	0.7473

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	0.7454	0.0104	1.4%	0.0045	0.6%	36%	False	False	257
10	0.7558	0.7432	0.0126	1.7%	0.0044	0.6%	47%	False	False	203
20	0.7558	0.7332	0.0226	3.0%	0.0040	0.5%	71%	False	False	148
40	0.7558	0.7291	0.0267	3.6%	0.0044	0.6%	75%	False	False	100
60	0.7558	0.7089	0.0469	6.3%	0.0048	0.6%	86%	False	False	107
80	0.7558	0.7024	0.0534	7.1%	0.0049	0.7%	88%	False	False	86
100	0.7558	0.6835	0.0723	9.6%	0.0057	0.8%	91%	False	False	92
120	0.7574	0.6835	0.0739	9.9%	0.0057	0.8%	89%	False	False	89

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7643
2.618	0.7588
1.618	0.7555
1.000	0.7534
0.618	0.7521
HIGH	0.7501
0.618	0.7488
0.500	0.7484
0.382	0.7480
LOW	0.7467
0.618	0.7446
1.000	0.7434
1.618	0.7413
2.618	0.7379
4.250	0.7325

Fisher Pivots for day following 10-Aug-2020
Pivot	1 day	3 day
R1	0.7489	0.7508
PP	0.7486	0.7502
S1	0.7484	0.7497

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

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