CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	0.7591	0.7602	0.0011	0.1%	0.7583
High	0.7606	0.7614	0.0008	0.1%	0.7619
Low	0.7551	0.7572	0.0022	0.3%	0.7551
Close	0.7591	0.7580	-0.0011	-0.1%	0.7580
Range	0.0056	0.0042	-0.0014	-25.2%	0.0069
ATR	0.0049	0.0048	-0.0001	-1.1%	0.0000
Volume	74,597	64,514	-10,083	-13.5%	309,605

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7713	0.7688	0.7603
R3	0.7672	0.7647	0.7591
R2	0.7630	0.7630	0.7588
R1	0.7605	0.7605	0.7584	0.7597
PP	0.7589	0.7589	0.7589	0.7584
S1	0.7564	0.7564	0.7576	0.7555
S2	0.7547	0.7547	0.7572
S3	0.7506	0.7522	0.7569
S4	0.7464	0.7481	0.7557

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7789	0.7753	0.7618
R3	0.7720	0.7684	0.7599
R2	0.7652	0.7652	0.7593
R1	0.7616	0.7616	0.7586	0.7600
PP	0.7583	0.7583	0.7583	0.7575
S1	0.7547	0.7547	0.7574	0.7531
S2	0.7515	0.7515	0.7567
S3	0.7446	0.7479	0.7561
S4	0.7378	0.7410	0.7542

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%	0.0041	0.5%	43%	False	False	61,921
10	0.7668	0.7544	0.0124	1.6%	0.0051	0.7%	29%	False	False	55,057
20	0.7697	0.7544	0.0154	2.0%	0.0049	0.6%	24%	False	False	28,439
40	0.7697	0.7432	0.0265	3.5%	0.0046	0.6%	56%	False	False	14,383
60	0.7697	0.7291	0.0407	5.4%	0.0044	0.6%	71%	False	False	9,611
80	0.7697	0.7232	0.0466	6.1%	0.0048	0.6%	75%	False	False	7,238
100	0.7697	0.7062	0.0635	8.4%	0.0048	0.6%	82%	False	False	5,797
120	0.7697	0.6988	0.0710	9.4%	0.0052	0.7%	84%	False	False	4,836

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7790
2.618	0.7722
1.618	0.7681
1.000	0.7655
0.618	0.7639
HIGH	0.7614
0.618	0.7598
0.500	0.7593
0.382	0.7588
LOW	0.7572
0.618	0.7546
1.000	0.7531
1.618	0.7505
2.618	0.7463
4.250	0.7396

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	0.7593	0.7585
PP	0.7589	0.7583
S1	0.7584	0.7582

Download as Excel Spreadsheet

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

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