CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 14-Oct-2020

Day Change Summary
	Previous	Current
	13-Oct-2020	14-Oct-2020	Change	Change %	Previous Week
Open	0.7628	0.7612	-0.0016	-0.2%	0.7523
High	0.7635	0.7625	-0.0010	-0.1%	0.7629
Low	0.7607	0.7597	-0.0010	-0.1%	0.7497
Close	0.7611	0.7609	-0.0003	0.0%	0.7616
Range	0.0028	0.0028	0.0000	0.0%	0.0132
ATR	0.0043	0.0042	-0.0001	-2.6%	0.0000
Volume	76,630	54,503	-22,127	-28.9%	314,175

Daily Pivots for day following 14-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7693	0.7678	0.7624
R3	0.7665	0.7651	0.7616
R2	0.7638	0.7638	0.7614
R1	0.7623	0.7623	0.7611	0.7617
PP	0.7610	0.7610	0.7610	0.7607
S1	0.7596	0.7596	0.7606	0.7589
S2	0.7583	0.7583	0.7603
S3	0.7555	0.7568	0.7601
S4	0.7528	0.7541	0.7593

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	0.7539	0.0096	1.3%	0.0034	0.4%	73%	False	False	61,458
10	0.7635	0.7497	0.0138	1.8%	0.0035	0.5%	81%	False	False	61,914
20	0.7635	0.7453	0.0182	2.4%	0.0042	0.6%	86%	False	False	68,572
40	0.7697	0.7453	0.0244	3.2%	0.0046	0.6%	64%	False	False	45,093
60	0.7697	0.7419	0.0278	3.7%	0.0045	0.6%	68%	False	False	30,132
80	0.7697	0.7291	0.0407	5.3%	0.0044	0.6%	78%	False	False	22,614
100	0.7697	0.7162	0.0536	7.0%	0.0047	0.6%	83%	False	False	18,115
120	0.7697	0.7062	0.0635	8.3%	0.0047	0.6%	86%	False	False	15,101

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

Fibonacci Retracements and Extensions
4.250	0.7741
2.618	0.7696
1.618	0.7669
1.000	0.7652
0.618	0.7641
HIGH	0.7625
0.618	0.7614
0.500	0.7611
0.382	0.7608
LOW	0.7597
0.618	0.7580
1.000	0.7570
1.618	0.7553
2.618	0.7525
4.250	0.7480

Fisher Pivots for day following 14-Oct-2020
Pivot	1 day	3 day
R1	0.7611	0.7616
PP	0.7610	0.7613
S1	0.7609	0.7611

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

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