CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 16-Oct-2020

Day Change Summary
	Previous	Current
	15-Oct-2020	16-Oct-2020	Change	Change %	Previous Week
Open	0.7608	0.7564	-0.0044	-0.6%	0.7618
High	0.7609	0.7590	-0.0019	-0.2%	0.7635
Low	0.7542	0.7555	0.0013	0.2%	0.7542
Close	0.7563	0.7587	0.0024	0.3%	0.7587
Range	0.0067	0.0035	-0.0032	-47.4%	0.0093
ATR	0.0044	0.0043	-0.0001	-1.4%	0.0000
Volume	108,312	66,399	-41,913	-38.7%	344,856

Daily Pivots for day following 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7682	0.7669	0.7606
R3	0.7647	0.7634	0.7596
R2	0.7612	0.7612	0.7593
R1	0.7599	0.7599	0.7590	0.7606
PP	0.7577	0.7577	0.7577	0.7580
S1	0.7564	0.7564	0.7583	0.7571
S2	0.7542	0.7542	0.7580
S3	0.7507	0.7529	0.7577
S4	0.7472	0.7494	0.7567

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7865	0.7818	0.7637
R3	0.7773	0.7726	0.7612
R2	0.7680	0.7680	0.7603
R1	0.7633	0.7633	0.7595	0.7611
PP	0.7588	0.7588	0.7588	0.7576
S1	0.7541	0.7541	0.7578	0.7518
S2	0.7495	0.7495	0.7570
S3	0.7403	0.7448	0.7561
S4	0.7310	0.7356	0.7536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7635	0.7542	0.0093	1.2%	0.0036	0.5%	48%	False	False	68,971
10	0.7635	0.7497	0.0138	1.8%	0.0039	0.5%	65%	False	False	65,903
20	0.7635	0.7453	0.0182	2.4%	0.0042	0.6%	74%	False	False	70,352
40	0.7697	0.7453	0.0244	3.2%	0.0046	0.6%	55%	False	False	49,395
60	0.7697	0.7432	0.0265	3.5%	0.0045	0.6%	58%	False	False	33,039
80	0.7697	0.7291	0.0407	5.4%	0.0044	0.6%	73%	False	False	24,796
100	0.7697	0.7232	0.0466	6.1%	0.0047	0.6%	76%	False	False	19,861
120	0.7697	0.7062	0.0635	8.4%	0.0047	0.6%	83%	False	False	16,556

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

Fibonacci Retracements and Extensions
4.250	0.7739
2.618	0.7682
1.618	0.7647
1.000	0.7625
0.618	0.7612
HIGH	0.7590
0.618	0.7577
0.500	0.7573
0.382	0.7568
LOW	0.7555
0.618	0.7533
1.000	0.7520
1.618	0.7498
2.618	0.7463
4.250	0.7406

Fisher Pivots for day following 16-Oct-2020
Pivot	1 day	3 day
R1	0.7582	0.7585
PP	0.7577	0.7584
S1	0.7573	0.7583

Download as Excel Spreadsheet

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

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