CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	0.7474	0.7500	0.0026	0.3%	0.7461
High	0.7501	0.7536	0.0036	0.5%	0.7558
Low	0.7467	0.7486	0.0019	0.3%	0.7437
Close	0.7491	0.7529	0.0038	0.5%	0.7473
Range	0.0034	0.0050	0.0017	49.3%	0.0121
ATR	0.0046	0.0046	0.0000	0.6%	0.0000
Volume	161	133	-28	-17.4%	1,165

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7667	0.7648	0.7557
R3	0.7617	0.7598	0.7543
R2	0.7567	0.7567	0.7538
R1	0.7548	0.7548	0.7534	0.7558
PP	0.7517	0.7517	0.7517	0.7522
S1	0.7498	0.7498	0.7524	0.7508
S2	0.7467	0.7467	0.7520
S3	0.7417	0.7448	0.7515
S4	0.7367	0.7398	0.7502

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	0.7465	0.0093	1.2%	0.0044	0.6%	69%	False	False	213
10	0.7558	0.7432	0.0126	1.7%	0.0045	0.6%	77%	False	False	184
20	0.7558	0.7355	0.0203	2.7%	0.0042	0.6%	86%	False	False	149
40	0.7558	0.7291	0.0267	3.5%	0.0043	0.6%	89%	False	False	102
60	0.7558	0.7116	0.0442	5.9%	0.0048	0.6%	94%	False	False	110
80	0.7558	0.7024	0.0534	7.1%	0.0049	0.7%	95%	False	False	88
100	0.7558	0.6890	0.0668	8.9%	0.0056	0.7%	96%	False	False	93
120	0.7574	0.6835	0.0739	9.8%	0.0057	0.8%	94%	False	False	90

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	0.7749
2.618	0.7667
1.618	0.7617
1.000	0.7586
0.618	0.7567
HIGH	0.7536
0.618	0.7517
0.500	0.7511
0.382	0.7505
LOW	0.7486
0.618	0.7455
1.000	0.7436
1.618	0.7405
2.618	0.7355
4.250	0.7274

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	0.7523	0.7520
PP	0.7517	0.7510
S1	0.7511	0.7501

Download as Excel Spreadsheet

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

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