CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 16-Sep-2020

Day Change Summary
	Previous	Current
	15-Sep-2020	16-Sep-2020	Change	Change %	Previous Week
Open	0.7590	0.7587	-0.0003	0.0%	0.7651
High	0.7615	0.7619	0.0004	0.1%	0.7655
Low	0.7577	0.7577	0.0001	0.0%	0.7544
Close	0.7589	0.7594	0.0006	0.1%	0.7583
Range	0.0039	0.0042	0.0004	9.1%	0.0111
ATR	0.0049	0.0048	0.0000	-1.0%	0.0000
Volume	55,124	64,576	9,452	17.1%	233,089

Daily Pivots for day following 16-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7723	0.7700	0.7617
R3	0.7681	0.7658	0.7606
R2	0.7639	0.7639	0.7602
R1	0.7616	0.7616	0.7598	0.7628
PP	0.7597	0.7597	0.7597	0.7602
S1	0.7574	0.7574	0.7590	0.7586
S2	0.7555	0.7555	0.7586
S3	0.7513	0.7532	0.7582
S4	0.7471	0.7490	0.7571

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	0.7573	0.0052	0.7%	0.0038	0.5%	41%	False	False	60,110
10	0.7672	0.7544	0.0128	1.7%	0.0051	0.7%	39%	False	False	41,850
20	0.7697	0.7544	0.0154	2.0%	0.0049	0.6%	33%	False	False	21,614
40	0.7697	0.7419	0.0278	3.7%	0.0046	0.6%	63%	False	False	10,912
60	0.7697	0.7291	0.0407	5.4%	0.0044	0.6%	75%	False	False	7,294
80	0.7697	0.7162	0.0536	7.1%	0.0048	0.6%	81%	False	False	5,501
100	0.7697	0.7062	0.0635	8.4%	0.0048	0.6%	84%	False	False	4,407
120	0.7697	0.6988	0.0710	9.3%	0.0052	0.7%	85%	False	False	3,683

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7798
2.618	0.7729
1.618	0.7687
1.000	0.7661
0.618	0.7645
HIGH	0.7619
0.618	0.7603
0.500	0.7598
0.382	0.7593
LOW	0.7577
0.618	0.7551
1.000	0.7535
1.618	0.7509
2.618	0.7467
4.250	0.7399

Fisher Pivots for day following 16-Sep-2020
Pivot	1 day	3 day
R1	0.7598	0.7598
PP	0.7597	0.7597
S1	0.7595	0.7595

Download as Excel Spreadsheet

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

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