CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 08-Sep-2020

Day Change Summary
	Previous	Current
	04-Sep-2020	08-Sep-2020	Change	Change %	Previous Week
Open	0.7619	0.7651	0.0032	0.4%	0.7639
High	0.7668	0.7655	-0.0013	-0.2%	0.7697
Low	0.7612	0.7556	-0.0057	-0.7%	0.7600
Close	0.7668	0.7565	-0.0103	-1.3%	0.7668
Range	0.0056	0.0099	0.0044	78.4%	0.0098
ATR	0.0048	0.0052	0.0005	9.7%	0.0000
Volume	7,878	31,908	24,030	305.0%	21,001

Daily Pivots for day following 08-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7889	0.7826	0.7619
R3	0.7790	0.7727	0.7592
R2	0.7691	0.7691	0.7583
R1	0.7628	0.7628	0.7574	0.7610
PP	0.7592	0.7592	0.7592	0.7583
S1	0.7529	0.7529	0.7556	0.7511
S2	0.7493	0.7493	0.7547
S3	0.7394	0.7430	0.7538
S4	0.7295	0.7331	0.7511

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	0.7556	0.0142	1.9%	0.0062	0.8%	7%	False	True	9,912
10	0.7697	0.7555	0.0142	1.9%	0.0053	0.7%	7%	False	False	5,731
20	0.7697	0.7486	0.0211	2.8%	0.0050	0.7%	37%	False	False	3,110
40	0.7697	0.7332	0.0366	4.8%	0.0045	0.6%	64%	False	False	1,629
60	0.7697	0.7291	0.0407	5.4%	0.0046	0.6%	68%	False	False	1,103
80	0.7697	0.7089	0.0608	8.0%	0.0048	0.6%	78%	False	False	858
100	0.7697	0.7024	0.0673	8.9%	0.0049	0.6%	80%	False	False	691
120	0.7697	0.6835	0.0862	11.4%	0.0056	0.7%	85%	False	False	595

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	0.0010
Widest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	0.8075
2.618	0.7914
1.618	0.7815
1.000	0.7754
0.618	0.7716
HIGH	0.7655
0.618	0.7617
0.500	0.7605
0.382	0.7593
LOW	0.7556
0.618	0.7494
1.000	0.7457
1.618	0.7395
2.618	0.7296
4.250	0.7135

Fisher Pivots for day following 08-Sep-2020
Pivot	1 day	3 day
R1	0.7605	0.7612
PP	0.7592	0.7597
S1	0.7578	0.7581

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

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