CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 01-Oct-2020

Day Change Summary
	Previous	Current
	30-Sep-2020	01-Oct-2020	Change	Change %	Previous Week
Open	0.7470	0.7510	0.0041	0.5%	0.7580
High	0.7520	0.7539	0.0020	0.3%	0.7594
Low	0.7453	0.7508	0.0055	0.7%	0.7455
Close	0.7513	0.7536	0.0023	0.3%	0.7467
Range	0.0067	0.0031	-0.0036	-53.4%	0.0140
ATR	0.0049	0.0047	-0.0001	-2.6%	0.0000
Volume	94,363	68,423	-25,940	-27.5%	406,577

Daily Pivots for day following 01-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7621	0.7609	0.7553
R3	0.7590	0.7578	0.7544
R2	0.7559	0.7559	0.7541
R1	0.7547	0.7547	0.7538	0.7553
PP	0.7528	0.7528	0.7528	0.7530
S1	0.7516	0.7516	0.7533	0.7522
S2	0.7497	0.7497	0.7530
S3	0.7466	0.7485	0.7527
S4	0.7435	0.7454	0.7518

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	0.7539	0.7453	0.0086	1.1%	0.0041	0.5%	96%	True	False	67,420
10	0.7614	0.7453	0.0161	2.1%	0.0047	0.6%	51%	False	False	74,612
20	0.7669	0.7453	0.0216	2.9%	0.0050	0.7%	38%	False	False	61,749
40	0.7697	0.7453	0.0244	3.2%	0.0048	0.6%	34%	False	False	31,382
60	0.7697	0.7332	0.0366	4.9%	0.0045	0.6%	56%	False	False	20,962
80	0.7697	0.7291	0.0407	5.4%	0.0047	0.6%	60%	False	False	15,745
100	0.7697	0.7077	0.0620	8.2%	0.0048	0.6%	74%	False	False	12,611
120	0.7697	0.7024	0.0673	8.9%	0.0049	0.7%	76%	False	False	10,514

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7671
2.618	0.7620
1.618	0.7589
1.000	0.7570
0.618	0.7558
HIGH	0.7539
0.618	0.7527
0.500	0.7524
0.382	0.7520
LOW	0.7508
0.618	0.7489
1.000	0.7477
1.618	0.7458
2.618	0.7427
4.250	0.7376

Fisher Pivots for day following 01-Oct-2020
Pivot	1 day	3 day
R1	0.7532	0.7522
PP	0.7528	0.7509
S1	0.7524	0.7496

Download as Excel Spreadsheet

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

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