CME Canadian Dollar Future March 2021

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Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary Previous Current 04-Aug-2020 05-Aug-2020 Change Change % Previous Week Open 0.7496 0.7546 0.0050 0.7% 0.7492 High 0.7508 0.7556 0.0048 0.6% 0.7504 Low 0.7456 0.7530 0.0074 1.0% 0.7436 Close 0.7496 0.7531 0.0035 0.5% 0.7474 Range 0.0052 0.0026 -0.0026 -50.0% 0.0068 ATR 0.0041 0.0043 0.0001 3.2% 0.0000 Volume 0 5 5 13
Daily Pivots for day following 05-Aug-2020 Classic Woodie Camarilla DeMark R4 0.7617 0.7600 0.7545 R3 0.7591 0.7574 0.7538 R2 0.7565 0.7565 0.7536 R1 0.7548 0.7548 0.7533 0.7544 PP 0.7539 0.7539 0.7539 0.7537 S1 0.7522 0.7522 0.7529 0.7518 S2 0.7513 0.7513 0.7526 S3 0.7487 0.7496 0.7524 S4 0.7461 0.7470 0.7517	Weekly Pivots for week ending 31-Jul-2020 Classic Woodie Camarilla DeMark R4 0.7674 0.7641 0.7511 R3 0.7606 0.7574 0.7493 R2 0.7539 0.7539 0.7486 R1 0.7506 0.7506 0.7480 0.7489 PP 0.7471 0.7471 0.7471 0.7462 S1 0.7439 0.7439 0.7468 0.7421 S2 0.7404 0.7404 0.7462 S3 0.7336 0.7371 0.7455 S4 0.7269 0.7304 0.7437
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7556 0.7436 0.0120 1.6% 0.0036 0.5% 79% True False 2 10 0.7556 0.7436 0.0120 1.6% 0.0032 0.4% 79% True False 4 20 0.7556 0.7336 0.0220 2.9% 0.0032 0.4% 89% True False 5 40 0.7556 0.7298 0.0259 3.4% 0.0039 0.5% 90% True False 5
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 0.0008 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.7667 2.618 0.7624 1.618 0.7598 1.000 0.7582 0.618 0.7572 HIGH 0.7556 0.618 0.7546 0.500 0.7543 0.382 0.7540 LOW 0.7530 0.618 0.7514 1.000 0.7504 1.618 0.7488 2.618 0.7462 4.250 0.7420
Fisher Pivots for day following 05-Aug-2020 Pivot 1 day 3 day R1 0.7543 0.7520 PP 0.7539 0.7509 S1 0.7535 0.7498

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