CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 31-Aug-2020

Day Change Summary
	Previous	Current
	28-Aug-2020	31-Aug-2020	Change	Change %	Previous Week
Open	0.7622	0.7639	0.0018	0.2%	0.7590
High	0.7666	0.7682	0.0016	0.2%	0.7666
Low	0.7617	0.7634	0.0017	0.2%	0.7555
Close	0.7639	0.7679	0.0040	0.5%	0.7639
Range	0.0049	0.0048	-0.0001	-2.0%	0.0111
ATR	0.0045	0.0046	0.0000	0.4%	0.0000
Volume	1,716	3,347	1,631	95.0%	4,669

Daily Pivots for day following 31-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7809	0.7792	0.7705
R3	0.7761	0.7744	0.7692
R2	0.7713	0.7713	0.7687
R1	0.7696	0.7696	0.7683	0.7704
PP	0.7665	0.7665	0.7665	0.7669
S1	0.7648	0.7648	0.7674	0.7656
S2	0.7617	0.7617	0.7670
S3	0.7569	0.7600	0.7665
S4	0.7521	0.7552	0.7652

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	0.7682	0.7555	0.0127	1.6%	0.0043	0.6%	98%	True	False	1,549
10	0.7682	0.7553	0.0129	1.7%	0.0046	0.6%	98%	True	False	1,152
20	0.7682	0.7454	0.0228	3.0%	0.0045	0.6%	99%	True	False	697
40	0.7682	0.7332	0.0350	4.6%	0.0043	0.6%	99%	True	False	398
60	0.7682	0.7291	0.0391	5.1%	0.0046	0.6%	99%	True	False	300
80	0.7682	0.7077	0.0605	7.9%	0.0047	0.6%	100%	True	False	240
100	0.7682	0.7024	0.0658	8.6%	0.0049	0.6%	100%	True	False	198
120	0.7682	0.6835	0.0847	11.0%	0.0059	0.8%	100%	True	False	187

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7886
2.618	0.7807
1.618	0.7759
1.000	0.7730
0.618	0.7711
HIGH	0.7682
0.618	0.7663
0.500	0.7658
0.382	0.7652
LOW	0.7634
0.618	0.7604
1.000	0.7586
1.618	0.7556
2.618	0.7508
4.250	0.7430

Fisher Pivots for day following 31-Aug-2020
Pivot	1 day	3 day
R1	0.7672	0.7665
PP	0.7665	0.7652
S1	0.7658	0.7639

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

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