CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 13-Aug-2020

Day Change Summary
	Previous	Current
	12-Aug-2020	13-Aug-2020	Change	Change %	Previous Week
Open	0.7519	0.7550	0.0031	0.4%	0.7461
High	0.7560	0.7581	0.0022	0.3%	0.7558
Low	0.7494	0.7548	0.0054	0.7%	0.7437
Close	0.7547	0.7564	0.0017	0.2%	0.7473
Range	0.0066	0.0033	-0.0033	-49.6%	0.0121
ATR	0.0048	0.0047	-0.0001	-2.0%	0.0000
Volume	407	197	-210	-51.6%	1,165

Daily Pivots for day following 13-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7663	0.7646	0.7582
R3	0.7630	0.7613	0.7573
R2	0.7597	0.7597	0.7570
R1	0.7580	0.7580	0.7567	0.7589
PP	0.7564	0.7564	0.7564	0.7568
S1	0.7547	0.7547	0.7560	0.7556
S2	0.7531	0.7531	0.7557
S3	0.7498	0.7514	0.7554
S4	0.7465	0.7481	0.7545

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	0.7581	0.7465	0.0116	1.5%	0.0047	0.6%	85%	True	False	199
10	0.7581	0.7437	0.0145	1.9%	0.0045	0.6%	88%	True	False	225
20	0.7581	0.7355	0.0226	3.0%	0.0042	0.6%	92%	True	False	173
40	0.7581	0.7291	0.0291	3.8%	0.0043	0.6%	94%	True	False	116
60	0.7581	0.7122	0.0460	6.1%	0.0048	0.6%	96%	True	False	118
80	0.7581	0.7042	0.0540	7.1%	0.0049	0.6%	97%	True	False	95
100	0.7581	0.6896	0.0685	9.1%	0.0055	0.7%	97%	True	False	96
120	0.7581	0.6835	0.0746	9.9%	0.0058	0.8%	98%	True	False	94

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0010
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7721
2.618	0.7667
1.618	0.7634
1.000	0.7614
0.618	0.7601
HIGH	0.7581
0.618	0.7568
0.500	0.7565
0.382	0.7561
LOW	0.7548
0.618	0.7528
1.000	0.7515
1.618	0.7495
2.618	0.7462
4.250	0.7408

Fisher Pivots for day following 13-Aug-2020
Pivot	1 day	3 day
R1	0.7565	0.7554
PP	0.7564	0.7544
S1	0.7564	0.7534

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

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