CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 20-Aug-2020

Day Change Summary
	Previous	Current
	19-Aug-2020	20-Aug-2020	Change	Change %	Previous Week
Open	0.7596	0.7569	-0.0027	-0.3%	0.7474
High	0.7616	0.7595	-0.0021	-0.3%	0.7581
Low	0.7562	0.7553	-0.0010	-0.1%	0.7467
Close	0.7582	0.7589	0.0007	0.1%	0.7545
Range	0.0054	0.0042	-0.0012	-21.5%	0.0114
ATR	0.0046	0.0046	0.0000	-0.6%	0.0000
Volume	1,396	1,211	-185	-13.3%	1,102

Daily Pivots for day following 20-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7705	0.7689	0.7612
R3	0.7663	0.7647	0.7600
R2	0.7621	0.7621	0.7596
R1	0.7605	0.7605	0.7592	0.7613
PP	0.7579	0.7579	0.7579	0.7583
S1	0.7563	0.7563	0.7585	0.7571
S2	0.7537	0.7537	0.7581
S3	0.7495	0.7521	0.7577
S4	0.7453	0.7479	0.7565

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%	0.0043	0.6%	66%	False	False	696
10	0.7616	0.7465	0.0151	2.0%	0.0045	0.6%	82%	False	False	448
20	0.7616	0.7432	0.0184	2.4%	0.0044	0.6%	85%	False	False	327
40	0.7616	0.7291	0.0325	4.3%	0.0042	0.6%	92%	False	False	198
60	0.7616	0.7232	0.0384	5.1%	0.0047	0.6%	93%	False	False	171
80	0.7616	0.7062	0.0554	7.3%	0.0048	0.6%	95%	False	False	136
100	0.7616	0.6988	0.0628	8.3%	0.0052	0.7%	96%	False	False	116
120	0.7616	0.6835	0.0781	10.3%	0.0059	0.8%	97%	False	False	121

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7773
2.618	0.7704
1.618	0.7662
1.000	0.7637
0.618	0.7620
HIGH	0.7595
0.618	0.7578
0.500	0.7574
0.382	0.7569
LOW	0.7553
0.618	0.7527
1.000	0.7511
1.618	0.7485
2.618	0.7443
4.250	0.7374

Fisher Pivots for day following 20-Aug-2020
Pivot	1 day	3 day
R1	0.7584	0.7587
PP	0.7579	0.7586
S1	0.7574	0.7584

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

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