CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 24-Aug-2020

Day Change Summary
	Previous	Current
	21-Aug-2020	24-Aug-2020	Change	Change %	Previous Week
Open	0.7588	0.7590	0.0002	0.0%	0.7543
High	0.7600	0.7614	0.0015	0.2%	0.7616
Low	0.7558	0.7556	-0.0003	0.0%	0.7542
Close	0.7583	0.7558	-0.0025	-0.3%	0.7583
Range	0.0042	0.0059	0.0017	41.0%	0.0074
ATR	0.0046	0.0046	0.0001	2.0%	0.0000
Volume	420	268	-152	-36.2%	3,699

Daily Pivots for day following 24-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7751	0.7713	0.7590
R3	0.7693	0.7655	0.7574
R2	0.7634	0.7634	0.7569
R1	0.7596	0.7596	0.7563	0.7586
PP	0.7576	0.7576	0.7576	0.7571
S1	0.7538	0.7538	0.7553	0.7528
S2	0.7517	0.7517	0.7547
S3	0.7459	0.7479	0.7542
S4	0.7400	0.7421	0.7526

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7801	0.7765	0.7623
R3	0.7727	0.7692	0.7603
R2	0.7654	0.7654	0.7596
R1	0.7618	0.7618	0.7590	0.7636
PP	0.7580	0.7580	0.7580	0.7589
S1	0.7545	0.7545	0.7576	0.7563
S2	0.7507	0.7507	0.7570
S3	0.7433	0.7471	0.7563
S4	0.7360	0.7398	0.7543

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7616	0.7553	0.0063	0.8%	0.0048	0.6%	9%	False	False	754
10	0.7616	0.7486	0.0130	1.7%	0.0047	0.6%	56%	False	False	490
20	0.7616	0.7432	0.0184	2.4%	0.0045	0.6%	69%	False	False	346
40	0.7616	0.7302	0.0314	4.2%	0.0042	0.6%	82%	False	False	211
60	0.7616	0.7251	0.0365	4.8%	0.0048	0.6%	84%	False	False	181
80	0.7616	0.7062	0.0554	7.3%	0.0048	0.6%	90%	False	False	144
100	0.7616	0.7010	0.0606	8.0%	0.0051	0.7%	91%	False	False	121
120	0.7616	0.6835	0.0781	10.3%	0.0059	0.8%	93%	False	False	126

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7863
2.618	0.7767
1.618	0.7709
1.000	0.7673
0.618	0.7650
HIGH	0.7614
0.618	0.7592
0.500	0.7585
0.382	0.7578
LOW	0.7556
0.618	0.7519
1.000	0.7497
1.618	0.7461
2.618	0.7402
4.250	0.7307

Fisher Pivots for day following 24-Aug-2020
Pivot	1 day	3 day
R1	0.7585	0.7583
PP	0.7576	0.7575
S1	0.7567	0.7566

Download as Excel Spreadsheet

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

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