CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 05-Oct-2020

Day Change Summary
	Previous	Current
	02-Oct-2020	05-Oct-2020	Change	Change %	Previous Week
Open	0.7529	0.7523	-0.0006	-0.1%	0.7478
High	0.7531	0.7545	0.0015	0.2%	0.7539
Low	0.7503	0.7518	0.0016	0.2%	0.7453
Close	0.7518	0.7535	0.0018	0.2%	0.7518
Range	0.0028	0.0027	-0.0001	-3.6%	0.0086
ATR	0.0046	0.0045	-0.0001	-2.9%	0.0000
Volume	66,404	52,110	-14,294	-21.5%	341,436

Daily Pivots for day following 05-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7614	0.7601	0.7550
R3	0.7587	0.7574	0.7542
R2	0.7560	0.7560	0.7540
R1	0.7547	0.7547	0.7537	0.7554
PP	0.7533	0.7533	0.7533	0.7536
S1	0.7520	0.7520	0.7533	0.7527
S2	0.7506	0.7506	0.7530
S3	0.7479	0.7493	0.7528
S4	0.7452	0.7466	0.7520

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7761	0.7725	0.7565
R3	0.7675	0.7639	0.7541
R2	0.7589	0.7589	0.7533
R1	0.7553	0.7553	0.7525	0.7571
PP	0.7503	0.7503	0.7503	0.7512
S1	0.7467	0.7467	0.7510	0.7485
S2	0.7417	0.7417	0.7502
S3	0.7331	0.7381	0.7494
S4	0.7245	0.7295	0.7470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7545	0.7453	0.0092	1.2%	0.0038	0.5%	89%	True	False	68,671
10	0.7545	0.7453	0.0092	1.2%	0.0040	0.5%	89%	True	False	69,578
20	0.7655	0.7453	0.0202	2.7%	0.0047	0.6%	41%	False	False	67,140
40	0.7697	0.7453	0.0244	3.2%	0.0047	0.6%	34%	False	False	34,332
60	0.7697	0.7332	0.0366	4.9%	0.0045	0.6%	56%	False	False	22,935
80	0.7697	0.7291	0.0407	5.4%	0.0046	0.6%	60%	False	False	17,219
100	0.7697	0.7077	0.0620	8.2%	0.0047	0.6%	74%	False	False	13,796
120	0.7697	0.7024	0.0673	8.9%	0.0048	0.6%	76%	False	False	11,500

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0010
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7660
2.618	0.7616
1.618	0.7589
1.000	0.7572
0.618	0.7562
HIGH	0.7545
0.618	0.7535
0.500	0.7532
0.382	0.7528
LOW	0.7518
0.618	0.7501
1.000	0.7491
1.618	0.7474
2.618	0.7447
4.250	0.7403

Fisher Pivots for day following 05-Oct-2020
Pivot	1 day	3 day
R1	0.7534	0.7531
PP	0.7533	0.7528
S1	0.7532	0.7524

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

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