CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 12-Aug-2020

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	0.7500	0.7519	0.0019	0.3%	0.7461
High	0.7536	0.7560	0.0024	0.3%	0.7558
Low	0.7486	0.7494	0.0008	0.1%	0.7437
Close	0.7529	0.7547	0.0018	0.2%	0.7473
Range	0.0050	0.0066	0.0016	31.0%	0.0121
ATR	0.0046	0.0048	0.0001	2.9%	0.0000
Volume	133	407	274	206.0%	1,165

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7730	0.7704	0.7583
R3	0.7664	0.7638	0.7565
R2	0.7599	0.7599	0.7559
R1	0.7573	0.7573	0.7553	0.7586
PP	0.7533	0.7533	0.7533	0.7540
S1	0.7507	0.7507	0.7540	0.7520
S2	0.7468	0.7468	0.7534
S3	0.7402	0.7442	0.7528
S4	0.7337	0.7376	0.7510

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	0.7560	0.7465	0.0095	1.3%	0.0049	0.6%	86%	True	False	244
10	0.7560	0.7432	0.0128	1.7%	0.0048	0.6%	90%	True	False	218
20	0.7560	0.7355	0.0205	2.7%	0.0043	0.6%	94%	True	False	167
40	0.7560	0.7291	0.0269	3.6%	0.0043	0.6%	95%	True	False	111
60	0.7560	0.7122	0.0438	5.8%	0.0048	0.6%	97%	True	False	116
80	0.7560	0.7024	0.0536	7.1%	0.0049	0.7%	98%	True	False	93
100	0.7560	0.6890	0.0670	8.9%	0.0055	0.7%	98%	True	False	96
120	0.7560	0.6835	0.0725	9.6%	0.0058	0.8%	98%	True	False	92

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7838
2.618	0.7731
1.618	0.7665
1.000	0.7625
0.618	0.7600
HIGH	0.7560
0.618	0.7534
0.500	0.7527
0.382	0.7519
LOW	0.7494
0.618	0.7454
1.000	0.7429
1.618	0.7388
2.618	0.7323
4.250	0.7216

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	0.7540	0.7535
PP	0.7533	0.7524
S1	0.7527	0.7513

Download as Excel Spreadsheet

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

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