CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 11-Sep-2020

Day Change Summary
	Previous	Current
	10-Sep-2020	11-Sep-2020	Change	Change %	Previous Week
Open	0.7609	0.7584	-0.0025	-0.3%	0.7651
High	0.7625	0.7607	-0.0018	-0.2%	0.7655
Low	0.7576	0.7573	-0.0003	0.0%	0.7544
Close	0.7588	0.7583	-0.0006	-0.1%	0.7583
Range	0.0049	0.0034	-0.0015	-30.9%	0.0111
ATR	0.0053	0.0051	-0.0001	-2.6%	0.0000
Volume	67,406	62,654	-4,752	-7.0%	233,089

Daily Pivots for day following 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7688	0.7669	0.7601
R3	0.7654	0.7635	0.7592
R2	0.7621	0.7621	0.7589
R1	0.7602	0.7602	0.7586	0.7595
PP	0.7587	0.7587	0.7587	0.7584
S1	0.7568	0.7568	0.7579	0.7561
S2	0.7554	0.7554	0.7576
S3	0.7520	0.7535	0.7573
S4	0.7487	0.7501	0.7564

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7927	0.7866	0.7644
R3	0.7816	0.7755	0.7613
R2	0.7705	0.7705	0.7603
R1	0.7644	0.7644	0.7593	0.7619
PP	0.7594	0.7594	0.7594	0.7581
S1	0.7533	0.7533	0.7572	0.7508
S2	0.7483	0.7483	0.7562
S3	0.7372	0.7422	0.7552
S4	0.7261	0.7311	0.7521

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7668	0.7544	0.0124	1.6%	0.0060	0.8%	31%	False	False	48,193
10	0.7697	0.7544	0.0154	2.0%	0.0056	0.7%	25%	False	False	25,580
20	0.7697	0.7537	0.0160	2.1%	0.0050	0.7%	28%	False	False	13,133
40	0.7697	0.7355	0.0342	4.5%	0.0046	0.6%	67%	False	False	6,653
60	0.7697	0.7291	0.0407	5.4%	0.0045	0.6%	72%	False	False	4,455
80	0.7697	0.7122	0.0576	7.6%	0.0048	0.6%	80%	False	False	3,372
100	0.7697	0.7042	0.0656	8.6%	0.0049	0.6%	83%	False	False	2,702
120	0.7697	0.6896	0.0801	10.6%	0.0054	0.7%	86%	False	False	2,269

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	0.0010
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7749
2.618	0.7694
1.618	0.7661
1.000	0.7640
0.618	0.7627
HIGH	0.7607
0.618	0.7594
0.500	0.7590
0.382	0.7586
LOW	0.7573
0.618	0.7552
1.000	0.7540
1.618	0.7519
2.618	0.7485
4.250	0.7431

Fisher Pivots for day following 11-Sep-2020
Pivot	1 day	3 day
R1	0.7590	0.7584
PP	0.7587	0.7584
S1	0.7585	0.7583

Download as Excel Spreadsheet

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

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