CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 22-Sep-2020

Day Change Summary
	Previous	Current
	21-Sep-2020	22-Sep-2020	Change	Change %	Previous Week
Open	0.7580	0.7515	-0.0065	-0.9%	0.7583
High	0.7594	0.7530	-0.0064	-0.8%	0.7619
Low	0.7509	0.7495	-0.0014	-0.2%	0.7551
Close	0.7510	0.7516	0.0006	0.1%	0.7580
Range	0.0086	0.0036	-0.0050	-58.5%	0.0069
ATR	0.0051	0.0050	-0.0001	-2.2%	0.0000
Volume	104,341	78,609	-25,732	-24.7%	309,605

Daily Pivots for day following 22-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7620	0.7603	0.7535
R3	0.7584	0.7568	0.7525
R2	0.7549	0.7549	0.7522
R1	0.7532	0.7532	0.7519	0.7541
PP	0.7513	0.7513	0.7513	0.7518
S1	0.7497	0.7497	0.7512	0.7505
S2	0.7478	0.7478	0.7509
S3	0.7442	0.7461	0.7506
S4	0.7407	0.7426	0.7496

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	0.7495	0.0125	1.7%	0.0052	0.7%	17%	False	True	77,327
10	0.7625	0.7495	0.0130	1.7%	0.0047	0.6%	16%	False	True	69,373
20	0.7697	0.7495	0.0203	2.7%	0.0050	0.7%	10%	False	True	37,552
40	0.7697	0.7432	0.0265	3.5%	0.0048	0.6%	32%	False	False	18,949
60	0.7697	0.7302	0.0396	5.3%	0.0045	0.6%	54%	False	False	12,658
80	0.7697	0.7251	0.0447	5.9%	0.0048	0.6%	59%	False	False	9,524
100	0.7697	0.7062	0.0635	8.4%	0.0048	0.6%	71%	False	False	7,626
120	0.7697	0.7010	0.0687	9.1%	0.0051	0.7%	74%	False	False	6,360

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7681
2.618	0.7623
1.618	0.7587
1.000	0.7566
0.618	0.7552
HIGH	0.7530
0.618	0.7516
0.500	0.7512
0.382	0.7508
LOW	0.7495
0.618	0.7473
1.000	0.7459
1.618	0.7437
2.618	0.7402
4.250	0.7344

Fisher Pivots for day following 22-Sep-2020
Pivot	1 day	3 day
R1	0.7514	0.7554
PP	0.7513	0.7541
S1	0.7512	0.7528

Download as Excel Spreadsheet

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

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