CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 27-Aug-2020

Day Change Summary
	Previous	Current
	26-Aug-2020	27-Aug-2020	Change	Change %	Previous Week
Open	0.7594	0.7610	0.0016	0.2%	0.7543
High	0.7617	0.7634	0.0018	0.2%	0.7616
Low	0.7575	0.7597	0.0022	0.3%	0.7542
Close	0.7602	0.7620	0.0018	0.2%	0.7583
Range	0.0042	0.0037	-0.0005	-10.8%	0.0074
ATR	0.0046	0.0045	-0.0001	-1.4%	0.0000
Volume	1,199	1,006	-193	-16.1%	3,699

Daily Pivots for day following 27-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7728	0.7711	0.7640
R3	0.7691	0.7674	0.7630
R2	0.7654	0.7654	0.7627
R1	0.7637	0.7637	0.7623	0.7646
PP	0.7617	0.7617	0.7617	0.7621
S1	0.7600	0.7600	0.7617	0.7609
S2	0.7580	0.7580	0.7613
S3	0.7543	0.7563	0.7610
S4	0.7506	0.7526	0.7600

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	0.7634	0.7555	0.0079	1.0%	0.0044	0.6%	82%	True	False	674
10	0.7634	0.7537	0.0097	1.3%	0.0044	0.6%	86%	True	False	685
20	0.7634	0.7437	0.0198	2.6%	0.0044	0.6%	93%	True	False	455
40	0.7634	0.7332	0.0303	4.0%	0.0042	0.6%	95%	True	False	275
60	0.7634	0.7291	0.0344	4.5%	0.0046	0.6%	96%	True	False	221
80	0.7634	0.7062	0.0572	7.5%	0.0048	0.6%	98%	True	False	177
100	0.7634	0.7024	0.0610	8.0%	0.0050	0.7%	98%	True	False	148
120	0.7634	0.6835	0.0799	10.5%	0.0059	0.8%	98%	True	False	147

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7791
2.618	0.7731
1.618	0.7694
1.000	0.7671
0.618	0.7657
HIGH	0.7634
0.618	0.7620
0.500	0.7616
0.382	0.7611
LOW	0.7597
0.618	0.7574
1.000	0.7560
1.618	0.7537
2.618	0.7500
4.250	0.7440

Fisher Pivots for day following 27-Aug-2020
Pivot	1 day	3 day
R1	0.7619	0.7612
PP	0.7617	0.7603
S1	0.7616	0.7595

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

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