CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 08-Oct-2020

Day Change Summary
	Previous	Current
	07-Oct-2020	08-Oct-2020	Change	Change %	Previous Week
Open	0.7512	0.7542	0.0030	0.4%	0.7478
High	0.7545	0.7580	0.0035	0.5%	0.7539
Low	0.7497	0.7539	0.0043	0.6%	0.7453
Close	0.7538	0.7575	0.0037	0.5%	0.7518
Range	0.0049	0.0041	-0.0008	-15.5%	0.0086
ATR	0.0045	0.0045	0.0000	-0.5%	0.0000
Volume	54,329	57,671	3,342	6.2%	341,436

Daily Pivots for day following 08-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7688	0.7672	0.7598
R3	0.7647	0.7631	0.7586
R2	0.7606	0.7606	0.7583
R1	0.7590	0.7590	0.7579	0.7598
PP	0.7565	0.7565	0.7565	0.7569
S1	0.7549	0.7549	0.7571	0.7557
S2	0.7524	0.7524	0.7567
S3	0.7483	0.7508	0.7564
S4	0.7442	0.7467	0.7552

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	0.7580	0.7497	0.0084	1.1%	0.0037	0.5%	94%	True	False	60,220
10	0.7580	0.7453	0.0127	1.7%	0.0039	0.5%	96%	True	False	63,820
20	0.7619	0.7453	0.0166	2.2%	0.0043	0.6%	73%	False	False	67,748
40	0.7697	0.7453	0.0244	3.2%	0.0046	0.6%	50%	False	False	38,879
60	0.7697	0.7355	0.0342	4.5%	0.0045	0.6%	64%	False	False	25,975
80	0.7697	0.7291	0.0407	5.4%	0.0045	0.6%	70%	False	False	19,495
100	0.7697	0.7122	0.0576	7.6%	0.0047	0.6%	79%	False	False	15,621
120	0.7697	0.7024	0.0673	8.9%	0.0048	0.6%	82%	False	False	13,021

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7754
2.618	0.7687
1.618	0.7646
1.000	0.7621
0.618	0.7605
HIGH	0.7580
0.618	0.7564
0.500	0.7560
0.382	0.7555
LOW	0.7539
0.618	0.7514
1.000	0.7498
1.618	0.7473
2.618	0.7432
4.250	0.7365

Fisher Pivots for day following 08-Oct-2020
Pivot	1 day	3 day
R1	0.7570	0.7563
PP	0.7565	0.7551
S1	0.7560	0.7538

Download as Excel Spreadsheet

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

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