CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 19-Aug-2020

Day Change Summary
	Previous	Current
	18-Aug-2020	19-Aug-2020	Change	Change %	Previous Week
Open	0.7568	0.7596	0.0028	0.4%	0.7474
High	0.7605	0.7616	0.0011	0.1%	0.7581
Low	0.7561	0.7562	0.0002	0.0%	0.7467
Close	0.7604	0.7582	-0.0022	-0.3%	0.7545
Range	0.0045	0.0054	0.0009	20.2%	0.0114
ATR	0.0046	0.0046	0.0001	1.2%	0.0000
Volume	479	1,396	917	191.4%	1,102

Daily Pivots for day following 19-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7747	0.7718	0.7611
R3	0.7694	0.7665	0.7597
R2	0.7640	0.7640	0.7592
R1	0.7611	0.7611	0.7587	0.7599
PP	0.7587	0.7587	0.7587	0.7580
S1	0.7558	0.7558	0.7577	0.7545
S2	0.7533	0.7533	0.7572
S3	0.7480	0.7504	0.7567
S4	0.7426	0.7451	0.7553

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	0.7616	0.7537	0.0079	1.0%	0.0042	0.5%	57%	True	False	493
10	0.7616	0.7465	0.0151	2.0%	0.0045	0.6%	78%	True	False	368
20	0.7616	0.7432	0.0184	2.4%	0.0043	0.6%	82%	True	False	277
40	0.7616	0.7291	0.0325	4.3%	0.0042	0.6%	90%	True	False	169
60	0.7616	0.7232	0.0384	5.1%	0.0047	0.6%	91%	True	False	153
80	0.7616	0.7062	0.0554	7.3%	0.0048	0.6%	94%	True	False	121
100	0.7616	0.6988	0.0628	8.3%	0.0052	0.7%	95%	True	False	110
120	0.7616	0.6835	0.0781	10.3%	0.0059	0.8%	96%	True	False	111

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7843
2.618	0.7756
1.618	0.7702
1.000	0.7669
0.618	0.7649
HIGH	0.7616
0.618	0.7595
0.500	0.7589
0.382	0.7582
LOW	0.7562
0.618	0.7529
1.000	0.7509
1.618	0.7475
2.618	0.7422
4.250	0.7335

Fisher Pivots for day following 19-Aug-2020
Pivot	1 day	3 day
R1	0.7589	0.7581
PP	0.7587	0.7580
S1	0.7584	0.7579

Download as Excel Spreadsheet

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

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