CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 20-Nov-2020

Day Change Summary
	Previous	Current
	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	0.7646	0.7651	0.0006	0.1%	0.7615
High	0.7662	0.7670	0.0008	0.1%	0.7673
Low	0.7621	0.7636	0.0015	0.2%	0.7611
Close	0.7655	0.7637	-0.0019	-0.2%	0.7637
Range	0.0042	0.0035	-0.0007	-16.9%	0.0062
ATR	0.0051	0.0050	-0.0001	-2.3%	0.0000
Volume	54,956	51,285	-3,671	-6.7%	264,236

Daily Pivots for day following 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7751	0.7728	0.7655
R3	0.7716	0.7694	0.7646
R2	0.7682	0.7682	0.7643
R1	0.7659	0.7659	0.7640	0.7653
PP	0.7647	0.7647	0.7647	0.7644
S1	0.7625	0.7625	0.7633	0.7619
S2	0.7613	0.7613	0.7630
S3	0.7578	0.7590	0.7627
S4	0.7544	0.7556	0.7618

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7825	0.7792	0.7670
R3	0.7763	0.7731	0.7653
R2	0.7702	0.7702	0.7648
R1	0.7669	0.7669	0.7642	0.7685
PP	0.7640	0.7640	0.7640	0.7648
S1	0.7608	0.7608	0.7631	0.7624
S2	0.7579	0.7579	0.7625
S3	0.7517	0.7546	0.7620
S4	0.7456	0.7485	0.7603

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7673	0.7611	0.0062	0.8%	0.0040	0.5%	41%	False	False	52,847
10	0.7736	0.7592	0.0144	1.9%	0.0044	0.6%	31%	False	False	59,733
20	0.7736	0.7470	0.0267	3.5%	0.0057	0.7%	63%	False	False	71,705
40	0.7736	0.7453	0.0283	3.7%	0.0048	0.6%	65%	False	False	68,498
60	0.7736	0.7453	0.0283	3.7%	0.0049	0.6%	65%	False	False	61,865
80	0.7736	0.7437	0.0300	3.9%	0.0048	0.6%	67%	False	False	46,513
100	0.7736	0.7332	0.0405	5.3%	0.0046	0.6%	75%	False	False	37,229
120	0.7736	0.7291	0.0446	5.8%	0.0047	0.6%	78%	False	False	31,043

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7817
2.618	0.7760
1.618	0.7726
1.000	0.7705
0.618	0.7691
HIGH	0.7670
0.618	0.7657
0.500	0.7653
0.382	0.7649
LOW	0.7636
0.618	0.7614
1.000	0.7601
1.618	0.7580
2.618	0.7545
4.250	0.7489

Fisher Pivots for day following 20-Nov-2020
Pivot	1 day	3 day
R1	0.7653	0.7647
PP	0.7647	0.7643
S1	0.7642	0.7640

Download as Excel Spreadsheet

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

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