CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 28-Aug-2020

Day Change Summary
	Previous	Current
	27-Aug-2020	28-Aug-2020	Change	Change %	Previous Week
Open	0.7610	0.7622	0.0012	0.2%	0.7590
High	0.7634	0.7666	0.0032	0.4%	0.7666
Low	0.7597	0.7617	0.0020	0.3%	0.7555
Close	0.7620	0.7639	0.0019	0.2%	0.7639
Range	0.0037	0.0049	0.0012	32.4%	0.0111
ATR	0.0045	0.0045	0.0000	0.6%	0.0000
Volume	1,006	1,716	710	70.6%	4,669

Daily Pivots for day following 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7788	0.7762	0.7666
R3	0.7739	0.7713	0.7652
R2	0.7690	0.7690	0.7648
R1	0.7664	0.7664	0.7643	0.7677
PP	0.7641	0.7641	0.7641	0.7647
S1	0.7615	0.7615	0.7635	0.7628
S2	0.7592	0.7592	0.7630
S3	0.7543	0.7566	0.7626
S4	0.7494	0.7517	0.7612

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7953	0.7907	0.7700
R3	0.7842	0.7796	0.7670
R2	0.7731	0.7731	0.7659
R1	0.7685	0.7685	0.7649	0.7708
PP	0.7620	0.7620	0.7620	0.7632
S1	0.7574	0.7574	0.7629	0.7597
S2	0.7509	0.7509	0.7619
S3	0.7398	0.7463	0.7608
S4	0.7287	0.7352	0.7578

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7666	0.7555	0.0111	1.5%	0.0045	0.6%	76%	True	False	933
10	0.7666	0.7542	0.0124	1.6%	0.0045	0.6%	78%	True	False	836
20	0.7666	0.7437	0.0230	3.0%	0.0045	0.6%	88%	True	False	531
40	0.7666	0.7332	0.0335	4.4%	0.0043	0.6%	92%	True	False	316
60	0.7666	0.7291	0.0376	4.9%	0.0046	0.6%	93%	True	False	248
80	0.7666	0.7062	0.0604	7.9%	0.0048	0.6%	96%	True	False	198
100	0.7666	0.7024	0.0642	8.4%	0.0049	0.6%	96%	True	False	165
120	0.7666	0.6835	0.0831	10.9%	0.0059	0.8%	97%	True	False	159

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7874
2.618	0.7794
1.618	0.7745
1.000	0.7715
0.618	0.7696
HIGH	0.7666
0.618	0.7647
0.500	0.7642
0.382	0.7636
LOW	0.7617
0.618	0.7587
1.000	0.7568
1.618	0.7538
2.618	0.7489
4.250	0.7409

Fisher Pivots for day following 28-Aug-2020
Pivot	1 day	3 day
R1	0.7642	0.7633
PP	0.7641	0.7627
S1	0.7640	0.7621

Download as Excel Spreadsheet

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

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