CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 06-Oct-2020

Day Change Summary
	Previous	Current
	05-Oct-2020	06-Oct-2020	Change	Change %	Previous Week
Open	0.7523	0.7542	0.0019	0.3%	0.7478
High	0.7545	0.7553	0.0008	0.1%	0.7539
Low	0.7518	0.7510	-0.0008	-0.1%	0.7453
Close	0.7535	0.7520	-0.0015	-0.2%	0.7518
Range	0.0027	0.0043	0.0016	57.4%	0.0086
ATR	0.0045	0.0045	0.0000	-0.4%	0.0000
Volume	52,110	70,587	18,477	35.5%	341,436

Daily Pivots for day following 06-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7655	0.7630	0.7543
R3	0.7613	0.7588	0.7532
R2	0.7570	0.7570	0.7528
R1	0.7545	0.7545	0.7524	0.7536
PP	0.7528	0.7528	0.7528	0.7523
S1	0.7503	0.7503	0.7516	0.7494
S2	0.7485	0.7485	0.7512
S3	0.7443	0.7460	0.7508
S4	0.7400	0.7418	0.7497

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	0.7553	0.7453	0.0100	1.3%	0.0039	0.5%	67%	True	False	70,377
10	0.7553	0.7453	0.0100	1.3%	0.0041	0.5%	67%	True	False	68,776
20	0.7625	0.7453	0.0172	2.3%	0.0044	0.6%	39%	False	False	69,074
40	0.7697	0.7453	0.0244	3.2%	0.0047	0.6%	27%	False	False	36,092
60	0.7697	0.7332	0.0366	4.9%	0.0045	0.6%	52%	False	False	24,111
80	0.7697	0.7291	0.0407	5.4%	0.0045	0.6%	56%	False	False	18,096
100	0.7697	0.7089	0.0608	8.1%	0.0047	0.6%	71%	False	False	14,501
120	0.7697	0.7024	0.0673	8.9%	0.0048	0.6%	74%	False	False	12,088

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7733
2.618	0.7664
1.618	0.7621
1.000	0.7595
0.618	0.7579
HIGH	0.7553
0.618	0.7536
0.500	0.7531
0.382	0.7526
LOW	0.7510
0.618	0.7484
1.000	0.7468
1.618	0.7441
2.618	0.7399
4.250	0.7329

Fisher Pivots for day following 06-Oct-2020
Pivot	1 day	3 day
R1	0.7531	0.7528
PP	0.7528	0.7525
S1	0.7524	0.7523

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

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