CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 15-Sep-2020

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	0.7583	0.7590	0.0007	0.1%	0.7651
High	0.7605	0.7615	0.0010	0.1%	0.7655
Low	0.7580	0.7577	-0.0003	0.0%	0.7544
Close	0.7591	0.7589	-0.0002	0.0%	0.7583
Range	0.0026	0.0039	0.0013	51.0%	0.0111
ATR	0.0050	0.0049	-0.0001	-1.6%	0.0000
Volume	50,794	55,124	4,330	8.5%	233,089

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7709	0.7687	0.7610
R3	0.7670	0.7649	0.7599
R2	0.7632	0.7632	0.7596
R1	0.7610	0.7610	0.7592	0.7602
PP	0.7593	0.7593	0.7593	0.7589
S1	0.7572	0.7572	0.7585	0.7563
S2	0.7555	0.7555	0.7581
S3	0.7516	0.7533	0.7578
S4	0.7478	0.7495	0.7567

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	0.7625	0.7544	0.0081	1.1%	0.0042	0.6%	56%	False	False	61,419
10	0.7697	0.7544	0.0154	2.0%	0.0052	0.7%	29%	False	False	35,666
20	0.7697	0.7544	0.0154	2.0%	0.0049	0.6%	29%	False	False	18,409
40	0.7697	0.7390	0.0308	4.1%	0.0046	0.6%	65%	False	False	9,300
60	0.7697	0.7291	0.0407	5.4%	0.0045	0.6%	73%	False	False	6,218
80	0.7697	0.7122	0.0576	7.6%	0.0048	0.6%	81%	False	False	4,694
100	0.7697	0.7062	0.0635	8.4%	0.0048	0.6%	83%	False	False	3,761
120	0.7697	0.6988	0.0710	9.3%	0.0053	0.7%	85%	False	False	3,146

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7779
2.618	0.7716
1.618	0.7677
1.000	0.7654
0.618	0.7639
HIGH	0.7615
0.618	0.7600
0.500	0.7596
0.382	0.7591
LOW	0.7577
0.618	0.7553
1.000	0.7538
1.618	0.7514
2.618	0.7476
4.250	0.7413

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	0.7596	0.7594
PP	0.7593	0.7592
S1	0.7591	0.7590

Download as Excel Spreadsheet

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

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