CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 22-Oct-2020

Day Change Summary
	Previous	Current
	21-Oct-2020	22-Oct-2020	Change	Change %	Previous Week
Open	0.7618	0.7612	-0.0006	-0.1%	0.7618
High	0.7646	0.7621	-0.0025	-0.3%	0.7635
Low	0.7604	0.7590	-0.0014	-0.2%	0.7542
Close	0.7617	0.7610	-0.0007	-0.1%	0.7587
Range	0.0042	0.0031	-0.0011	-26.5%	0.0093
ATR	0.0043	0.0042	-0.0001	-2.0%	0.0000
Volume	67,525	65,128	-2,397	-3.5%	344,856

Daily Pivots for day following 22-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7698	0.7685	0.7627
R3	0.7668	0.7654	0.7618
R2	0.7637	0.7637	0.7616
R1	0.7624	0.7624	0.7613	0.7615
PP	0.7607	0.7607	0.7607	0.7603
S1	0.7593	0.7593	0.7607	0.7585
S2	0.7576	0.7576	0.7604
S3	0.7546	0.7563	0.7602
S4	0.7515	0.7532	0.7593

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	0.7646	0.7555	0.0091	1.2%	0.0038	0.5%	61%	False	False	64,121
10	0.7646	0.7542	0.0104	1.4%	0.0039	0.5%	66%	False	False	67,854
20	0.7646	0.7453	0.0193	2.5%	0.0039	0.5%	82%	False	False	65,837
40	0.7697	0.7453	0.0244	3.2%	0.0045	0.6%	64%	False	False	55,691
60	0.7697	0.7432	0.0265	3.5%	0.0045	0.6%	67%	False	False	37,264
80	0.7697	0.7332	0.0366	4.8%	0.0044	0.6%	76%	False	False	27,971
100	0.7697	0.7291	0.0407	5.3%	0.0046	0.6%	79%	False	False	22,400
120	0.7697	0.7062	0.0635	8.3%	0.0047	0.6%	86%	False	False	18,673

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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7750
2.618	0.7700
1.618	0.7670
1.000	0.7651
0.618	0.7639
HIGH	0.7621
0.618	0.7609
0.500	0.7605
0.382	0.7602
LOW	0.7590
0.618	0.7571
1.000	0.7560
1.618	0.7541
2.618	0.7510
4.250	0.7460

Fisher Pivots for day following 22-Oct-2020
Pivot	1 day	3 day
R1	0.7608	0.7610
PP	0.7607	0.7610
S1	0.7605	0.7610

Download as Excel Spreadsheet

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

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