CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 01-Sep-2020

Day Change Summary
	Previous	Current
	31-Aug-2020	01-Sep-2020	Change	Change %	Previous Week
Open	0.7639	0.7670	0.0031	0.4%	0.7590
High	0.7682	0.7697	0.0016	0.2%	0.7666
Low	0.7634	0.7644	0.0010	0.1%	0.7555
Close	0.7679	0.7650	-0.0029	-0.4%	0.7639
Range	0.0048	0.0054	0.0006	11.5%	0.0111
ATR	0.0046	0.0046	0.0001	1.2%	0.0000
Volume	3,347	2,737	-610	-18.2%	4,669

Daily Pivots for day following 01-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7824	0.7790	0.7679
R3	0.7770	0.7737	0.7664
R2	0.7717	0.7717	0.7659
R1	0.7683	0.7683	0.7654	0.7673
PP	0.7663	0.7663	0.7663	0.7658
S1	0.7630	0.7630	0.7645	0.7620
S2	0.7610	0.7610	0.7640
S3	0.7556	0.7576	0.7635
S4	0.7503	0.7523	0.7620

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	0.7697	0.7575	0.0122	1.6%	0.0046	0.6%	61%	True	False	2,001
10	0.7697	0.7553	0.0145	1.9%	0.0047	0.6%	67%	True	False	1,378
20	0.7697	0.7465	0.0232	3.0%	0.0045	0.6%	80%	True	False	816
40	0.7697	0.7332	0.0366	4.8%	0.0043	0.6%	87%	True	False	465
60	0.7697	0.7291	0.0407	5.3%	0.0046	0.6%	88%	True	False	342
80	0.7697	0.7077	0.0620	8.1%	0.0048	0.6%	92%	True	False	274
100	0.7697	0.7024	0.0673	8.8%	0.0049	0.6%	93%	True	False	225
120	0.7697	0.6835	0.0862	11.3%	0.0059	0.8%	94%	True	False	209

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7924
2.618	0.7837
1.618	0.7784
1.000	0.7751
0.618	0.7730
HIGH	0.7697
0.618	0.7677
0.500	0.7670
0.382	0.7664
LOW	0.7644
0.618	0.7610
1.000	0.7590
1.618	0.7557
2.618	0.7503
4.250	0.7416

Fisher Pivots for day following 01-Sep-2020
Pivot	1 day	3 day
R1	0.7670	0.7657
PP	0.7663	0.7655
S1	0.7656	0.7652

Download as Excel Spreadsheet

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

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