CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 25-Aug-2020

Day Change Summary
	Previous	Current
	24-Aug-2020	25-Aug-2020	Change	Change %	Previous Week
Open	0.7590	0.7558	-0.0032	-0.4%	0.7543
High	0.7614	0.7596	-0.0019	-0.2%	0.7616
Low	0.7556	0.7555	-0.0001	0.0%	0.7542
Close	0.7558	0.7586	0.0028	0.4%	0.7583
Range	0.0059	0.0041	-0.0018	-30.8%	0.0074
ATR	0.0046	0.0046	0.0000	-0.9%	0.0000
Volume	268	480	212	79.1%	3,699

Daily Pivots for day following 25-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7684	0.7608
R3	0.7660	0.7643	0.7597
R2	0.7619	0.7619	0.7593
R1	0.7603	0.7603	0.7590	0.7611
PP	0.7579	0.7579	0.7579	0.7583
S1	0.7562	0.7562	0.7582	0.7571
S2	0.7538	0.7538	0.7579
S3	0.7498	0.7522	0.7575
S4	0.7457	0.7481	0.7564

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%	0.0047	0.6%	53%	False	False	755
10	0.7616	0.7494	0.0122	1.6%	0.0046	0.6%	76%	False	False	525
20	0.7616	0.7432	0.0184	2.4%	0.0045	0.6%	84%	False	False	354
40	0.7616	0.7302	0.0314	4.1%	0.0043	0.6%	91%	False	False	222
60	0.7616	0.7291	0.0325	4.3%	0.0046	0.6%	91%	False	False	188
80	0.7616	0.7062	0.0554	7.3%	0.0048	0.6%	95%	False	False	150
100	0.7616	0.7024	0.0592	7.8%	0.0050	0.7%	95%	False	False	126
120	0.7616	0.6835	0.0781	10.3%	0.0059	0.8%	96%	False	False	129

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7768
2.618	0.7702
1.618	0.7661
1.000	0.7636
0.618	0.7621
HIGH	0.7596
0.618	0.7580
0.500	0.7575
0.382	0.7570
LOW	0.7555
0.618	0.7530
1.000	0.7515
1.618	0.7489
2.618	0.7449
4.250	0.7383

Fisher Pivots for day following 25-Aug-2020
Pivot	1 day	3 day
R1	0.7582	0.7586
PP	0.7579	0.7585
S1	0.7575	0.7585

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

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