CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 13-Oct-2020

Day Change Summary
	Previous	Current
	12-Oct-2020	13-Oct-2020	Change	Change %	Previous Week
Open	0.7618	0.7628	0.0010	0.1%	0.7523
High	0.7634	0.7635	0.0001	0.0%	0.7629
Low	0.7610	0.7607	-0.0003	0.0%	0.7497
Close	0.7626	0.7611	-0.0015	-0.2%	0.7616
Range	0.0025	0.0028	0.0003	12.2%	0.0132
ATR	0.0044	0.0043	-0.0001	-2.7%	0.0000
Volume	39,012	76,630	37,618	96.4%	314,175

Daily Pivots for day following 13-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7683	0.7626
R3	0.7673	0.7656	0.7619
R2	0.7645	0.7645	0.7616
R1	0.7628	0.7628	0.7614	0.7623
PP	0.7618	0.7618	0.7618	0.7615
S1	0.7601	0.7601	0.7608	0.7595
S2	0.7590	0.7590	0.7606
S3	0.7563	0.7573	0.7603
S4	0.7535	0.7546	0.7596

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7976	0.7928	0.7688
R3	0.7844	0.7796	0.7652
R2	0.7712	0.7712	0.7640
R1	0.7664	0.7664	0.7628	0.7688
PP	0.7580	0.7580	0.7580	0.7592
S1	0.7532	0.7532	0.7603	0.7556
S2	0.7448	0.7448	0.7591
S3	0.7316	0.7400	0.7579
S4	0.7184	0.7268	0.7543

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7635	0.7497	0.0138	1.8%	0.0038	0.5%	83%	True	False	61,424
10	0.7635	0.7453	0.0182	2.4%	0.0039	0.5%	87%	True	False	65,900
20	0.7635	0.7453	0.0182	2.4%	0.0043	0.6%	87%	True	False	69,075
40	0.7697	0.7453	0.0244	3.2%	0.0046	0.6%	65%	False	False	43,742
60	0.7697	0.7390	0.0308	4.0%	0.0045	0.6%	72%	False	False	29,225
80	0.7697	0.7291	0.0407	5.3%	0.0044	0.6%	79%	False	False	21,933
100	0.7697	0.7122	0.0576	7.6%	0.0047	0.6%	85%	False	False	17,570
120	0.7697	0.7062	0.0635	8.3%	0.0047	0.6%	86%	False	False	14,647

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7751
2.618	0.7706
1.618	0.7679
1.000	0.7662
0.618	0.7651
HIGH	0.7635
0.618	0.7624
0.500	0.7621
0.382	0.7618
LOW	0.7607
0.618	0.7590
1.000	0.7580
1.618	0.7563
2.618	0.7535
4.250	0.7490

Fisher Pivots for day following 13-Oct-2020
Pivot	1 day	3 day
R1	0.7621	0.7610
PP	0.7618	0.7608
S1	0.7614	0.7607

Download as Excel Spreadsheet

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

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