CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 10-Sep-2020

Day Change Summary
	Previous	Current
	09-Sep-2020	10-Sep-2020	Change	Change %	Previous Week
Open	0.7553	0.7609	0.0056	0.7%	0.7639
High	0.7609	0.7625	0.0016	0.2%	0.7697
Low	0.7544	0.7576	0.0033	0.4%	0.7600
Close	0.7599	0.7588	-0.0011	-0.1%	0.7668
Range	0.0066	0.0049	-0.0017	-26.0%	0.0098
ATR	0.0053	0.0053	0.0000	-0.6%	0.0000
Volume	71,121	67,406	-3,715	-5.2%	21,001

Daily Pivots for day following 10-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7742	0.7713	0.7615
R3	0.7693	0.7665	0.7601
R2	0.7645	0.7645	0.7597
R1	0.7616	0.7616	0.7592	0.7606
PP	0.7596	0.7596	0.7596	0.7591
S1	0.7568	0.7568	0.7584	0.7558
S2	0.7548	0.7548	0.7579
S3	0.7499	0.7519	0.7575
S4	0.7451	0.7471	0.7561

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	0.7669	0.7544	0.0126	1.7%	0.0068	0.9%	35%	False	False	36,225
10	0.7697	0.7544	0.0154	2.0%	0.0056	0.7%	29%	False	False	19,415
20	0.7697	0.7537	0.0160	2.1%	0.0050	0.7%	32%	False	False	10,010
40	0.7697	0.7355	0.0342	4.5%	0.0046	0.6%	68%	False	False	5,089
60	0.7697	0.7291	0.0407	5.4%	0.0045	0.6%	73%	False	False	3,411
80	0.7697	0.7122	0.0576	7.6%	0.0048	0.6%	81%	False	False	2,589
100	0.7697	0.7024	0.0673	8.9%	0.0049	0.6%	84%	False	False	2,076
120	0.7697	0.6890	0.0807	10.6%	0.0054	0.7%	86%	False	False	1,748

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7831
2.618	0.7751
1.618	0.7703
1.000	0.7673
0.618	0.7654
HIGH	0.7625
0.618	0.7606
0.500	0.7600
0.382	0.7595
LOW	0.7576
0.618	0.7546
1.000	0.7528
1.618	0.7498
2.618	0.7449
4.250	0.7370

Fisher Pivots for day following 10-Sep-2020
Pivot	1 day	3 day
R1	0.7600	0.7599
PP	0.7596	0.7595
S1	0.7592	0.7592

Download as Excel Spreadsheet

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

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