CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 13-Nov-2020

Day Change Summary
	Previous	Current
	12-Nov-2020	13-Nov-2020	Change	Change %	Previous Week
Open	0.7655	0.7608	-0.0047	-0.6%	0.7667
High	0.7661	0.7625	-0.0036	-0.5%	0.7736
Low	0.7605	0.7592	-0.0013	-0.2%	0.7592
Close	0.7612	0.7613	0.0001	0.0%	0.7613
Range	0.0056	0.0033	-0.0023	-40.5%	0.0144
ATR	0.0056	0.0054	-0.0002	-2.9%	0.0000
Volume	59,819	51,285	-8,534	-14.3%	333,096

Daily Pivots for day following 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7709	0.7694	0.7631
R3	0.7676	0.7661	0.7622
R2	0.7643	0.7643	0.7619
R1	0.7628	0.7628	0.7616	0.7636
PP	0.7610	0.7610	0.7610	0.7614
S1	0.7595	0.7595	0.7610	0.7603
S2	0.7577	0.7577	0.7607
S3	0.7544	0.7562	0.7604
S4	0.7511	0.7529	0.7595

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8079	0.7990	0.7692
R3	0.7935	0.7846	0.7653
R2	0.7791	0.7791	0.7639
R1	0.7702	0.7702	0.7626	0.7675
PP	0.7647	0.7647	0.7647	0.7633
S1	0.7558	0.7558	0.7600	0.7531
S2	0.7503	0.7503	0.7587
S3	0.7359	0.7414	0.7573
S4	0.7215	0.7270	0.7534

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7736	0.7592	0.0144	1.9%	0.0048	0.6%	15%	False	True	66,619
10	0.7736	0.7481	0.0256	3.4%	0.0065	0.9%	52%	False	False	74,588
20	0.7736	0.7470	0.0267	3.5%	0.0056	0.7%	54%	False	False	73,762
40	0.7736	0.7453	0.0283	3.7%	0.0049	0.6%	57%	False	False	72,057
60	0.7736	0.7453	0.0283	3.7%	0.0049	0.6%	57%	False	False	57,518
80	0.7736	0.7432	0.0304	4.0%	0.0048	0.6%	60%	False	False	43,220
100	0.7736	0.7291	0.0446	5.9%	0.0046	0.6%	72%	False	False	34,590
120	0.7736	0.7232	0.0505	6.6%	0.0048	0.6%	76%	False	False	28,844

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	0.0015
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7765
2.618	0.7711
1.618	0.7678
1.000	0.7658
0.618	0.7645
HIGH	0.7625
0.618	0.7612
0.500	0.7609
0.382	0.7605
LOW	0.7592
0.618	0.7572
1.000	0.7559
1.618	0.7539
2.618	0.7506
4.250	0.7452

Fisher Pivots for day following 13-Nov-2020
Pivot	1 day	3 day
R1	0.7612	0.7640
PP	0.7610	0.7631
S1	0.7609	0.7622

Download as Excel Spreadsheet

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

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