CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 29-Sep-2020

Day Change Summary
	Previous	Current
	28-Sep-2020	29-Sep-2020	Change	Change %	Previous Week
Open	0.7478	0.7479	0.0001	0.0%	0.7580
High	0.7491	0.7492	0.0001	0.0%	0.7594
Low	0.7463	0.7454	-0.0009	-0.1%	0.7455
Close	0.7481	0.7473	-0.0008	-0.1%	0.7467
Range	0.0028	0.0038	0.0010	33.9%	0.0140
ATR	0.0048	0.0047	-0.0001	-1.6%	0.0000
Volume	50,189	62,057	11,868	23.6%	406,577

Daily Pivots for day following 29-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7585	0.7566	0.7493
R3	0.7548	0.7529	0.7483
R2	0.7510	0.7510	0.7479
R1	0.7491	0.7491	0.7476	0.7482
PP	0.7473	0.7473	0.7473	0.7468
S1	0.7454	0.7454	0.7469	0.7445
S2	0.7435	0.7435	0.7466
S3	0.7398	0.7416	0.7462
S4	0.7360	0.7379	0.7452

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	0.7524	0.7454	0.0070	0.9%	0.0043	0.6%	26%	False	True	67,174
10	0.7619	0.7454	0.0165	2.2%	0.0047	0.6%	11%	False	True	72,251
20	0.7697	0.7454	0.0243	3.3%	0.0050	0.7%	8%	False	True	53,958
40	0.7697	0.7454	0.0244	3.3%	0.0048	0.6%	8%	False	False	27,327
60	0.7697	0.7332	0.0366	4.9%	0.0045	0.6%	39%	False	False	18,251
80	0.7697	0.7291	0.0407	5.4%	0.0047	0.6%	45%	False	False	13,715
100	0.7697	0.7077	0.0620	8.3%	0.0048	0.6%	64%	False	False	10,984
120	0.7697	0.7024	0.0673	9.0%	0.0049	0.7%	67%	False	False	9,158

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

Fibonacci Retracements and Extensions
4.250	0.7651
2.618	0.7590
1.618	0.7552
1.000	0.7529
0.618	0.7515
HIGH	0.7492
0.618	0.7477
0.500	0.7473
0.382	0.7468
LOW	0.7454
0.618	0.7431
1.000	0.7417
1.618	0.7393
2.618	0.7356
4.250	0.7295

Fisher Pivots for day following 29-Sep-2020
Pivot	1 day	3 day
R1	0.7473	0.7476
PP	0.7473	0.7475
S1	0.7473	0.7474

Download as Excel Spreadsheet

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

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