CME Canadian Dollar Future March 2021

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Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary Previous Current 12-Aug-2020 13-Aug-2020 Change Change % Previous Week Open 0.7509 0.7570 0.0061 0.8% 0.7472 High 0.7559 0.7581 0.0022 0.3% 0.7556 Low 0.7497 0.7560 0.0064 0.8% 0.7440 Close 0.7548 0.7565 0.0017 0.2% 0.7474 Range 0.0063 0.0021 -0.0042 -66.4% 0.0116 ATR 0.0044 0.0043 -0.0001 -1.8% 0.0000 Volume 26 13 -13 -50.0% 39
Daily Pivots for day following 13-Aug-2020 Classic Woodie Camarilla DeMark R4 0.7632 0.7619 0.7577 R3 0.7611 0.7598 0.7571 R2 0.7590 0.7590 0.7569 R1 0.7577 0.7577 0.7567 0.7573 PP 0.7569 0.7569 0.7569 0.7567 S1 0.7556 0.7556 0.7563 0.7552 S2 0.7548 0.7548 0.7561 S3 0.7527 0.7535 0.7559 S4 0.7506 0.7514 0.7553	Weekly Pivots for week ending 07-Aug-2020 Classic Woodie Camarilla DeMark R4 0.7838 0.7772 0.7537 R3 0.7722 0.7656 0.7505 R2 0.7606 0.7606 0.7495 R1 0.7540 0.7540 0.7484 0.7573 PP 0.7490 0.7490 0.7490 0.7506 S1 0.7424 0.7424 0.7463 0.7457 S2 0.7374 0.7374 0.7452 S3 0.7258 0.7308 0.7442 S4 0.7142 0.7192 0.7410
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7581 0.7468 0.0114 1.5% 0.0040 0.5% 86% True False 12 10 0.7581 0.7440 0.0141 1.9% 0.0035 0.5% 89% True False 9 20 0.7581 0.7360 0.0221 2.9% 0.0035 0.5% 93% True False 9 40 0.7581 0.7298 0.0284 3.7% 0.0036 0.5% 94% True False 6
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 9 trading days	Fibonacci Retracements and Extensions 4.250 0.7670 2.618 0.7636 1.618 0.7615 1.000 0.7602 0.618 0.7594 HIGH 0.7581 0.618 0.7573 0.500 0.7571 0.382 0.7568 LOW 0.7560 0.618 0.7547 1.000 0.7539 1.618 0.7526 2.618 0.7505 4.250 0.7471
Fisher Pivots for day following 13-Aug-2020 Pivot 1 day 3 day R1 0.7571 0.7555 PP 0.7569 0.7545 S1 0.7567 0.7536

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