CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 14-Sep-2020

Day Change Summary
	Previous	Current
	11-Sep-2020	14-Sep-2020	Change	Change %	Previous Week
Open	0.7584	0.7583	-0.0001	0.0%	0.7651
High	0.7607	0.7605	-0.0002	0.0%	0.7655
Low	0.7573	0.7580	0.0007	0.1%	0.7544
Close	0.7583	0.7591	0.0008	0.1%	0.7583
Range	0.0034	0.0026	-0.0008	-23.9%	0.0111
ATR	0.0051	0.0050	-0.0002	-3.6%	0.0000
Volume	62,654	50,794	-11,860	-18.9%	233,089

Daily Pivots for day following 14-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7668	0.7655	0.7605
R3	0.7643	0.7629	0.7598
R2	0.7617	0.7617	0.7595
R1	0.7604	0.7604	0.7593	0.7611
PP	0.7592	0.7592	0.7592	0.7595
S1	0.7578	0.7578	0.7588	0.7585
S2	0.7566	0.7566	0.7586
S3	0.7541	0.7553	0.7583
S4	0.7515	0.7527	0.7576

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	0.7655	0.7544	0.0111	1.5%	0.0054	0.7%	42%	False	False	56,776
10	0.7697	0.7544	0.0154	2.0%	0.0053	0.7%	31%	False	False	30,488
20	0.7697	0.7542	0.0155	2.0%	0.0049	0.6%	31%	False	False	15,662
40	0.7697	0.7355	0.0342	4.5%	0.0046	0.6%	69%	False	False	7,923
60	0.7697	0.7291	0.0407	5.4%	0.0045	0.6%	74%	False	False	5,300
80	0.7697	0.7122	0.0576	7.6%	0.0048	0.6%	81%	False	False	4,007
100	0.7697	0.7058	0.0639	8.4%	0.0049	0.6%	83%	False	False	3,210
120	0.7697	0.6950	0.0747	9.8%	0.0054	0.7%	86%	False	False	2,691

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	0.7713
2.618	0.7672
1.618	0.7646
1.000	0.7631
0.618	0.7621
HIGH	0.7605
0.618	0.7595
0.500	0.7592
0.382	0.7589
LOW	0.7580
0.618	0.7564
1.000	0.7554
1.618	0.7538
2.618	0.7513
4.250	0.7471

Fisher Pivots for day following 14-Sep-2020
Pivot	1 day	3 day
R1	0.7592	0.7599
PP	0.7592	0.7596
S1	0.7591	0.7593

Download as Excel Spreadsheet

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

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