CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 18-Aug-2020

Day Change Summary
	Previous	Current
	17-Aug-2020	18-Aug-2020	Change	Change %	Previous Week
Open	0.7543	0.7568	0.0026	0.3%	0.7474
High	0.7583	0.7605	0.0023	0.3%	0.7581
Low	0.7542	0.7561	0.0019	0.2%	0.7467
Close	0.7580	0.7604	0.0024	0.3%	0.7545
Range	0.0041	0.0045	0.0004	9.9%	0.0114
ATR	0.0046	0.0046	0.0000	-0.2%	0.0000
Volume	193	479	286	148.2%	1,102

Daily Pivots for day following 18-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7723	0.7708	0.7628
R3	0.7679	0.7663	0.7616
R2	0.7634	0.7634	0.7612
R1	0.7619	0.7619	0.7608	0.7627
PP	0.7590	0.7590	0.7590	0.7594
S1	0.7574	0.7574	0.7599	0.7582
S2	0.7545	0.7545	0.7595
S3	0.7501	0.7530	0.7591
S4	0.7456	0.7485	0.7579

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7873	0.7823	0.7608
R3	0.7759	0.7709	0.7576
R2	0.7645	0.7645	0.7566
R1	0.7595	0.7595	0.7555	0.7620
PP	0.7531	0.7531	0.7531	0.7544
S1	0.7481	0.7481	0.7535	0.7506
S2	0.7417	0.7417	0.7524
S3	0.7303	0.7367	0.7514
S4	0.7189	0.7253	0.7482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7605	0.7494	0.0111	1.5%	0.0044	0.6%	99%	True	False	296
10	0.7605	0.7465	0.0140	1.8%	0.0044	0.6%	99%	True	False	254
20	0.7605	0.7419	0.0186	2.4%	0.0043	0.6%	99%	True	False	210
40	0.7605	0.7291	0.0315	4.1%	0.0042	0.6%	100%	True	False	134
60	0.7605	0.7162	0.0444	5.8%	0.0048	0.6%	100%	True	False	130
80	0.7605	0.7062	0.0543	7.1%	0.0048	0.6%	100%	True	False	105
100	0.7605	0.6988	0.0618	8.1%	0.0053	0.7%	100%	True	False	97
120	0.7605	0.6835	0.0770	10.1%	0.0058	0.8%	100%	True	False	100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7794
2.618	0.7722
1.618	0.7677
1.000	0.7650
0.618	0.7633
HIGH	0.7605
0.618	0.7588
0.500	0.7583
0.382	0.7577
LOW	0.7561
0.618	0.7533
1.000	0.7516
1.618	0.7488
2.618	0.7444
4.250	0.7371

Fisher Pivots for day following 18-Aug-2020
Pivot	1 day	3 day
R1	0.7597	0.7593
PP	0.7590	0.7582
S1	0.7583	0.7571

Download as Excel Spreadsheet

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

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