CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 04-Sep-2020

Day Change Summary
	Previous	Current
	03-Sep-2020	04-Sep-2020	Change	Change %	Previous Week
Open	0.7666	0.7619	-0.0047	-0.6%	0.7639
High	0.7669	0.7668	-0.0002	0.0%	0.7697
Low	0.7600	0.7612	0.0013	0.2%	0.7600
Close	0.7616	0.7668	0.0052	0.7%	0.7668
Range	0.0070	0.0056	-0.0014	-20.1%	0.0098
ATR	0.0047	0.0048	0.0001	1.3%	0.0000
Volume	2,814	7,878	5,064	180.0%	21,001

Daily Pivots for day following 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7816	0.7797	0.7698
R3	0.7760	0.7742	0.7683
R2	0.7705	0.7705	0.7678
R1	0.7686	0.7686	0.7673	0.7695
PP	0.7649	0.7649	0.7649	0.7654
S1	0.7631	0.7631	0.7662	0.7640
S2	0.7594	0.7594	0.7657
S3	0.7538	0.7575	0.7652
S4	0.7483	0.7520	0.7637

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7947	0.7905	0.7721
R3	0.7850	0.7807	0.7694
R2	0.7752	0.7752	0.7685
R1	0.7710	0.7710	0.7676	0.7731
PP	0.7655	0.7655	0.7655	0.7665
S1	0.7612	0.7612	0.7659	0.7634
S2	0.7557	0.7557	0.7650
S3	0.7460	0.7515	0.7641
S4	0.7362	0.7417	0.7614

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%	0.0052	0.7%	70%	False	False	4,200
10	0.7697	0.7555	0.0142	1.9%	0.0049	0.6%	79%	False	False	2,567
20	0.7697	0.7467	0.0230	3.0%	0.0046	0.6%	87%	False	False	1,523
40	0.7697	0.7332	0.0366	4.8%	0.0044	0.6%	92%	False	False	832
60	0.7697	0.7291	0.0407	5.3%	0.0045	0.6%	93%	False	False	578
80	0.7697	0.7077	0.0620	8.1%	0.0048	0.6%	95%	False	False	459
100	0.7697	0.7024	0.0673	8.8%	0.0049	0.6%	96%	False	False	372
120	0.7697	0.6835	0.0862	11.2%	0.0057	0.7%	97%	False	False	331

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.7903
2.618	0.7813
1.618	0.7757
1.000	0.7723
0.618	0.7702
HIGH	0.7668
0.618	0.7646
0.500	0.7640
0.382	0.7633
LOW	0.7612
0.618	0.7578
1.000	0.7557
1.618	0.7522
2.618	0.7467
4.250	0.7376

Fisher Pivots for day following 04-Sep-2020
Pivot	1 day	3 day
R1	0.7658	0.7657
PP	0.7649	0.7646
S1	0.7640	0.7636

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

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