CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 07-Oct-2020

Day Change Summary
	Previous	Current
	06-Oct-2020	07-Oct-2020	Change	Change %	Previous Week
Open	0.7542	0.7512	-0.0030	-0.4%	0.7478
High	0.7553	0.7545	-0.0008	-0.1%	0.7539
Low	0.7510	0.7497	-0.0014	-0.2%	0.7453
Close	0.7520	0.7538	0.0018	0.2%	0.7518
Range	0.0043	0.0049	0.0006	14.1%	0.0086
ATR	0.0045	0.0045	0.0000	0.6%	0.0000
Volume	70,587	54,329	-16,258	-23.0%	341,436

Daily Pivots for day following 07-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7672	0.7654	0.7565
R3	0.7624	0.7605	0.7551
R2	0.7575	0.7575	0.7547
R1	0.7557	0.7557	0.7542	0.7566
PP	0.7527	0.7527	0.7527	0.7531
S1	0.7508	0.7508	0.7534	0.7517
S2	0.7478	0.7478	0.7529
S3	0.7430	0.7460	0.7525
S4	0.7381	0.7411	0.7511

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	0.7497	0.0056	0.7%	0.0035	0.5%	74%	False	True	62,370
10	0.7553	0.7453	0.0100	1.3%	0.0040	0.5%	85%	False	False	66,479
20	0.7625	0.7453	0.0172	2.3%	0.0043	0.6%	50%	False	False	68,235
40	0.7697	0.7453	0.0244	3.2%	0.0047	0.6%	35%	False	False	37,447
60	0.7697	0.7355	0.0342	4.5%	0.0045	0.6%	54%	False	False	25,014
80	0.7697	0.7291	0.0407	5.4%	0.0045	0.6%	61%	False	False	18,775
100	0.7697	0.7116	0.0582	7.7%	0.0047	0.6%	73%	False	False	15,045
120	0.7697	0.7024	0.0673	8.9%	0.0048	0.6%	76%	False	False	12,541

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7751
2.618	0.7672
1.618	0.7623
1.000	0.7594
0.618	0.7575
HIGH	0.7545
0.618	0.7526
0.500	0.7521
0.382	0.7515
LOW	0.7497
0.618	0.7467
1.000	0.7448
1.618	0.7418
2.618	0.7370
4.250	0.7290

Fisher Pivots for day following 07-Oct-2020
Pivot	1 day	3 day
R1	0.7532	0.7534
PP	0.7527	0.7529
S1	0.7521	0.7525

Download as Excel Spreadsheet

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

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