CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 19-Oct-2020

Day Change Summary
	Previous	Current
	16-Oct-2020	19-Oct-2020	Change	Change %	Previous Week
Open	0.7564	0.7582	0.0018	0.2%	0.7618
High	0.7590	0.7605	0.0015	0.2%	0.7635
Low	0.7555	0.7581	0.0026	0.3%	0.7542
Close	0.7587	0.7587	0.0001	0.0%	0.7587
Range	0.0035	0.0025	-0.0011	-30.0%	0.0093
ATR	0.0043	0.0042	-0.0001	-3.1%	0.0000
Volume	66,399	53,330	-13,069	-19.7%	344,856

Daily Pivots for day following 19-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7664	0.7650	0.7600
R3	0.7640	0.7626	0.7594
R2	0.7615	0.7615	0.7591
R1	0.7601	0.7601	0.7589	0.7608
PP	0.7591	0.7591	0.7591	0.7594
S1	0.7577	0.7577	0.7585	0.7584
S2	0.7566	0.7566	0.7583
S3	0.7542	0.7552	0.7580
S4	0.7517	0.7528	0.7574

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%	49%	False	False	71,834
10	0.7635	0.7497	0.0138	1.8%	0.0039	0.5%	66%	False	False	66,025
20	0.7635	0.7453	0.0182	2.4%	0.0039	0.5%	74%	False	False	67,801
40	0.7697	0.7453	0.0244	3.2%	0.0045	0.6%	55%	False	False	50,718
60	0.7697	0.7432	0.0265	3.5%	0.0045	0.6%	58%	False	False	33,924
80	0.7697	0.7291	0.0407	5.4%	0.0044	0.6%	73%	False	False	25,462
100	0.7697	0.7232	0.0466	6.1%	0.0047	0.6%	76%	False	False	20,394
120	0.7697	0.7062	0.0635	8.4%	0.0047	0.6%	83%	False	False	17,000

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7709
2.618	0.7669
1.618	0.7645
1.000	0.7630
0.618	0.7620
HIGH	0.7605
0.618	0.7596
0.500	0.7593
0.382	0.7590
LOW	0.7581
0.618	0.7565
1.000	0.7556
1.618	0.7541
2.618	0.7516
4.250	0.7476

Fisher Pivots for day following 19-Oct-2020
Pivot	1 day	3 day
R1	0.7593	0.7583
PP	0.7591	0.7579
S1	0.7589	0.7575

Download as Excel Spreadsheet

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

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