CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	0.7487	0.7478	-0.0009	-0.1%	0.7580
High	0.7499	0.7491	-0.0008	-0.1%	0.7594
Low	0.7455	0.7463	0.0008	0.1%	0.7455
Close	0.7467	0.7481	0.0014	0.2%	0.7467
Range	0.0044	0.0028	-0.0016	-36.4%	0.0140
ATR	0.0050	0.0048	-0.0002	-3.1%	0.0000
Volume	62,071	50,189	-11,882	-19.1%	406,577

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7562	0.7549	0.7496
R3	0.7534	0.7521	0.7488
R2	0.7506	0.7506	0.7486
R1	0.7493	0.7493	0.7483	0.7500
PP	0.7478	0.7478	0.7478	0.7481
S1	0.7465	0.7465	0.7478	0.7472
S2	0.7450	0.7450	0.7475
S3	0.7422	0.7437	0.7473
S4	0.7394	0.7409	0.7465

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7924	0.7835	0.7543
R3	0.7784	0.7695	0.7505
R2	0.7645	0.7645	0.7492
R1	0.7556	0.7556	0.7479	0.7530
PP	0.7505	0.7505	0.7505	0.7492
S1	0.7416	0.7416	0.7454	0.7391
S2	0.7366	0.7366	0.7441
S3	0.7226	0.7277	0.7428
S4	0.7087	0.7137	0.7390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7530	0.7455	0.0076	1.0%	0.0042	0.6%	34%	False	False	70,485
10	0.7619	0.7455	0.0165	2.2%	0.0047	0.6%	16%	False	False	71,557
20	0.7697	0.7455	0.0243	3.2%	0.0050	0.7%	11%	False	False	51,023
40	0.7697	0.7437	0.0261	3.5%	0.0048	0.6%	17%	False	False	25,777
60	0.7697	0.7332	0.0366	4.9%	0.0045	0.6%	41%	False	False	17,218
80	0.7697	0.7291	0.0407	5.4%	0.0047	0.6%	47%	False	False	12,942
100	0.7697	0.7062	0.0635	8.5%	0.0048	0.6%	66%	False	False	10,363
120	0.7697	0.7024	0.0673	9.0%	0.0049	0.7%	68%	False	False	8,641

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7610
2.618	0.7564
1.618	0.7536
1.000	0.7519
0.618	0.7508
HIGH	0.7491
0.618	0.7480
0.500	0.7477
0.382	0.7473
LOW	0.7463
0.618	0.7445
1.000	0.7435
1.618	0.7417
2.618	0.7389
4.250	0.7344

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	0.7479	0.7480
PP	0.7478	0.7480
S1	0.7477	0.7480

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

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