CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 02-Sep-2020

Day Change Summary
	Previous	Current
	01-Sep-2020	02-Sep-2020	Change	Change %	Previous Week
Open	0.7670	0.7657	-0.0013	-0.2%	0.7590
High	0.7697	0.7672	-0.0026	-0.3%	0.7666
Low	0.7644	0.7638	-0.0006	-0.1%	0.7555
Close	0.7650	0.7652	0.0003	0.0%	0.7639
Range	0.0054	0.0034	-0.0020	-36.4%	0.0111
ATR	0.0046	0.0045	-0.0001	-1.9%	0.0000
Volume	2,737	4,225	1,488	54.4%	4,669

Daily Pivots for day following 02-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7756	0.7738	0.7671
R3	0.7722	0.7704	0.7661
R2	0.7688	0.7688	0.7658
R1	0.7670	0.7670	0.7655	0.7662
PP	0.7654	0.7654	0.7654	0.7650
S1	0.7636	0.7636	0.7649	0.7628
S2	0.7620	0.7620	0.7646
S3	0.7586	0.7602	0.7643
S4	0.7552	0.7568	0.7633

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	0.7597	0.0100	1.3%	0.0044	0.6%	55%	False	False	2,606
10	0.7697	0.7553	0.0145	1.9%	0.0045	0.6%	69%	False	False	1,660
20	0.7697	0.7465	0.0232	3.0%	0.0045	0.6%	81%	False	False	1,014
40	0.7697	0.7332	0.0366	4.8%	0.0042	0.6%	88%	False	False	568
60	0.7697	0.7291	0.0407	5.3%	0.0046	0.6%	89%	False	False	410
80	0.7697	0.7077	0.0620	8.1%	0.0047	0.6%	93%	False	False	326
100	0.7697	0.7024	0.0673	8.8%	0.0049	0.6%	93%	False	False	267
120	0.7697	0.6835	0.0862	11.3%	0.0058	0.8%	95%	False	False	244

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	0.0014
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.7816
2.618	0.7761
1.618	0.7727
1.000	0.7706
0.618	0.7693
HIGH	0.7672
0.618	0.7659
0.500	0.7655
0.382	0.7650
LOW	0.7638
0.618	0.7616
1.000	0.7604
1.618	0.7582
2.618	0.7548
4.250	0.7493

Fisher Pivots for day following 02-Sep-2020
Pivot	1 day	3 day
R1	0.7655	0.7665
PP	0.7654	0.7661
S1	0.7653	0.7656

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

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