CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 17-Sep-2020

Day Change Summary
	Previous	Current
	16-Sep-2020	17-Sep-2020	Change	Change %	Previous Week
Open	0.7587	0.7591	0.0004	0.1%	0.7651
High	0.7619	0.7606	-0.0013	-0.2%	0.7655
Low	0.7577	0.7551	-0.0027	-0.3%	0.7544
Close	0.7594	0.7591	-0.0004	0.0%	0.7583
Range	0.0042	0.0056	0.0014	32.1%	0.0111
ATR	0.0048	0.0049	0.0001	1.1%	0.0000
Volume	64,576	74,597	10,021	15.5%	233,089

Daily Pivots for day following 17-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7749	0.7725	0.7621
R3	0.7693	0.7670	0.7606
R2	0.7638	0.7638	0.7601
R1	0.7614	0.7614	0.7596	0.7618
PP	0.7582	0.7582	0.7582	0.7584
S1	0.7559	0.7559	0.7585	0.7563
S2	0.7527	0.7527	0.7580
S3	0.7471	0.7503	0.7575
S4	0.7416	0.7448	0.7560

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	0.7619	0.7551	0.0069	0.9%	0.0039	0.5%	58%	False	True	61,549
10	0.7669	0.7544	0.0126	1.7%	0.0053	0.7%	37%	False	False	48,887
20	0.7697	0.7544	0.0154	2.0%	0.0049	0.6%	31%	False	False	25,274
40	0.7697	0.7432	0.0265	3.5%	0.0046	0.6%	60%	False	False	12,775
60	0.7697	0.7291	0.0407	5.4%	0.0045	0.6%	74%	False	False	8,537
80	0.7697	0.7232	0.0466	6.1%	0.0048	0.6%	77%	False	False	6,433
100	0.7697	0.7062	0.0635	8.4%	0.0048	0.6%	83%	False	False	5,152
120	0.7697	0.6988	0.0710	9.3%	0.0052	0.7%	85%	False	False	4,304

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7842
2.618	0.7751
1.618	0.7696
1.000	0.7662
0.618	0.7640
HIGH	0.7606
0.618	0.7585
0.500	0.7578
0.382	0.7572
LOW	0.7551
0.618	0.7516
1.000	0.7495
1.618	0.7461
2.618	0.7405
4.250	0.7315

Fisher Pivots for day following 17-Sep-2020
Pivot	1 day	3 day
R1	0.7586	0.7589
PP	0.7582	0.7587
S1	0.7578	0.7585

Download as Excel Spreadsheet

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

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