CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 15-Sep-2020

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	0.7580	0.7590	0.0010	0.1%	0.7653
High	0.7603	0.7613	0.0010	0.1%	0.7655
Low	0.7578	0.7584	0.0006	0.1%	0.7542
Close	0.7589	0.7592	0.0004	0.0%	0.7581
Range	0.0025	0.0029	0.0004	16.0%	0.0113
ATR	0.0050	0.0049	-0.0002	-3.0%	0.0000
Volume	5,396	121	-5,275	-97.8%	390,093

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7683	0.7667	0.7608
R3	0.7654	0.7638	0.7600
R2	0.7625	0.7625	0.7597
R1	0.7609	0.7609	0.7595	0.7617
PP	0.7596	0.7596	0.7596	0.7600
S1	0.7580	0.7580	0.7589	0.7588
S2	0.7567	0.7567	0.7587
S3	0.7538	0.7551	0.7584
S4	0.7509	0.7522	0.7576

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7932	0.7869	0.7643
R3	0.7819	0.7756	0.7612
R2	0.7706	0.7706	0.7601
R1	0.7643	0.7643	0.7591	0.7618
PP	0.7593	0.7593	0.7593	0.7580
S1	0.7530	0.7530	0.7570	0.7505
S2	0.7480	0.7480	0.7560
S3	0.7367	0.7417	0.7549
S4	0.7254	0.7304	0.7518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7623	0.7542	0.0081	1.1%	0.0040	0.5%	62%	False	False	54,489
10	0.7696	0.7542	0.0154	2.0%	0.0052	0.7%	32%	False	False	71,068
20	0.7696	0.7542	0.0154	2.0%	0.0049	0.6%	32%	False	False	67,541
40	0.7696	0.7388	0.0309	4.1%	0.0048	0.6%	66%	False	False	63,911
60	0.7696	0.7292	0.0404	5.3%	0.0047	0.6%	74%	False	False	61,610
80	0.7696	0.7119	0.0577	7.6%	0.0051	0.7%	82%	False	False	53,464
100	0.7696	0.7057	0.0639	8.4%	0.0053	0.7%	84%	False	False	42,807
120	0.7696	0.6980	0.0716	9.4%	0.0057	0.8%	85%	False	False	35,693

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7736
2.618	0.7688
1.618	0.7659
1.000	0.7642
0.618	0.7630
HIGH	0.7613
0.618	0.7601
0.500	0.7598
0.382	0.7595
LOW	0.7584
0.618	0.7566
1.000	0.7555
1.618	0.7537
2.618	0.7508
4.250	0.7460

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	0.7598	0.7592
PP	0.7596	0.7592
S1	0.7594	0.7592

Download as Excel Spreadsheet

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

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