CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 03-Sep-2020

Day Change Summary
	Previous	Current
	02-Sep-2020	03-Sep-2020	Change	Change %	Previous Week
Open	0.7657	0.7666	0.0009	0.1%	0.7590
High	0.7672	0.7669	-0.0003	0.0%	0.7666
Low	0.7638	0.7600	-0.0038	-0.5%	0.7555
Close	0.7652	0.7616	-0.0037	-0.5%	0.7639
Range	0.0034	0.0070	0.0036	104.4%	0.0111
ATR	0.0045	0.0047	0.0002	3.8%	0.0000
Volume	4,225	2,814	-1,411	-33.4%	4,669

Daily Pivots for day following 03-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7837	0.7796	0.7654
R3	0.7767	0.7726	0.7635
R2	0.7698	0.7698	0.7628
R1	0.7657	0.7657	0.7622	0.7642
PP	0.7628	0.7628	0.7628	0.7621
S1	0.7587	0.7587	0.7609	0.7573
S2	0.7559	0.7559	0.7603
S3	0.7489	0.7518	0.7596
S4	0.7420	0.7448	0.7577

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	0.7600	0.0098	1.3%	0.0051	0.7%	16%	False	True	2,967
10	0.7697	0.7555	0.0142	1.9%	0.0047	0.6%	43%	False	False	1,821
20	0.7697	0.7465	0.0232	3.0%	0.0046	0.6%	65%	False	False	1,134
40	0.7697	0.7332	0.0366	4.8%	0.0043	0.6%	78%	False	False	635
60	0.7697	0.7291	0.0407	5.3%	0.0046	0.6%	80%	False	False	455
80	0.7697	0.7077	0.0620	8.1%	0.0048	0.6%	87%	False	False	361
100	0.7697	0.7024	0.0673	8.8%	0.0049	0.6%	88%	False	False	294
120	0.7697	0.6835	0.0862	11.3%	0.0058	0.8%	91%	False	False	266

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 41 trading days

Fibonacci Retracements and Extensions
4.250	0.7964
2.618	0.7851
1.618	0.7781
1.000	0.7739
0.618	0.7712
HIGH	0.7669
0.618	0.7642
0.500	0.7634
0.382	0.7626
LOW	0.7600
0.618	0.7557
1.000	0.7530
1.618	0.7487
2.618	0.7418
4.250	0.7304

Fisher Pivots for day following 03-Sep-2020
Pivot	1 day	3 day
R1	0.7634	0.7648
PP	0.7628	0.7637
S1	0.7622	0.7626

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

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