CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 30-Sep-2020

Day Change Summary
	Previous	Current
	29-Sep-2020	30-Sep-2020	Change	Change %	Previous Week
Open	0.7479	0.7470	-0.0009	-0.1%	0.7580
High	0.7492	0.7520	0.0028	0.4%	0.7594
Low	0.7454	0.7453	-0.0001	0.0%	0.7455
Close	0.7473	0.7513	0.0041	0.5%	0.7467
Range	0.0038	0.0067	0.0029	77.3%	0.0140
ATR	0.0047	0.0049	0.0001	2.9%	0.0000
Volume	62,057	94,363	32,306	52.1%	406,577

Daily Pivots for day following 30-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7695	0.7670	0.7550
R3	0.7628	0.7604	0.7531
R2	0.7562	0.7562	0.7525
R1	0.7537	0.7537	0.7519	0.7550
PP	0.7495	0.7495	0.7495	0.7501
S1	0.7471	0.7471	0.7507	0.7483
S2	0.7429	0.7429	0.7501
S3	0.7362	0.7404	0.7495
S4	0.7296	0.7338	0.7476

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	0.7520	0.7453	0.0067	0.9%	0.0046	0.6%	90%	True	True	70,588
10	0.7614	0.7453	0.0161	2.1%	0.0050	0.7%	37%	False	True	75,229
20	0.7672	0.7453	0.0219	2.9%	0.0050	0.7%	27%	False	True	58,539
40	0.7697	0.7453	0.0244	3.2%	0.0048	0.6%	25%	False	True	29,678
60	0.7697	0.7332	0.0366	4.9%	0.0046	0.6%	50%	False	False	19,823
80	0.7697	0.7291	0.0407	5.4%	0.0047	0.6%	55%	False	False	14,892
100	0.7697	0.7077	0.0620	8.3%	0.0048	0.6%	70%	False	False	11,927
120	0.7697	0.7024	0.0673	9.0%	0.0049	0.7%	73%	False	False	9,944

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7802
2.618	0.7694
1.618	0.7627
1.000	0.7586
0.618	0.7561
HIGH	0.7520
0.618	0.7494
0.500	0.7486
0.382	0.7478
LOW	0.7453
0.618	0.7412
1.000	0.7387
1.618	0.7345
2.618	0.7279
4.250	0.7170

Fisher Pivots for day following 30-Sep-2020
Pivot	1 day	3 day
R1	0.7504	0.7504
PP	0.7495	0.7495
S1	0.7486	0.7486

Download as Excel Spreadsheet

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

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