CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	0.7746	0.7776	0.0031	0.4%	0.7706
High	0.7784	0.7832	0.0049	0.6%	0.7832
Low	0.7731	0.7771	0.0041	0.5%	0.7691
Close	0.7782	0.7829	0.0047	0.6%	0.7829
Range	0.0053	0.0061	0.0008	15.1%	0.0142
ATR	0.0045	0.0046	0.0001	2.5%	0.0000
Volume	4,681	5,293	612	13.1%	20,840

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7994	0.7972	0.7862
R3	0.7933	0.7911	0.7845
R2	0.7872	0.7872	0.7840
R1	0.7850	0.7850	0.7834	0.7861
PP	0.7811	0.7811	0.7811	0.7816
S1	0.7789	0.7789	0.7823	0.7800
S2	0.7750	0.7750	0.7817
S3	0.7689	0.7728	0.7812
S4	0.7628	0.7667	0.7795

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8208	0.8160	0.7906
R3	0.8067	0.8018	0.7867
R2	0.7925	0.7925	0.7854
R1	0.7877	0.7877	0.7841	0.7901
PP	0.7784	0.7784	0.7784	0.7796
S1	0.7735	0.7735	0.7816	0.7760
S2	0.7642	0.7642	0.7803
S3	0.7501	0.7594	0.7790
S4	0.7359	0.7452	0.7751

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7832	0.7691	0.0142	1.8%	0.0047	0.6%	98%	True	False	4,168
10	0.7832	0.7631	0.0202	2.6%	0.0042	0.5%	98%	True	False	2,406
20	0.7832	0.7596	0.0236	3.0%	0.0042	0.5%	99%	True	False	1,345
40	0.7832	0.7460	0.0372	4.8%	0.0047	0.6%	99%	True	False	742
60	0.7832	0.7457	0.0376	4.8%	0.0045	0.6%	99%	True	False	516
80	0.7832	0.7457	0.0376	4.8%	0.0044	0.6%	99%	True	False	394
100	0.7832	0.7360	0.0472	6.0%	0.0042	0.5%	99%	True	False	317
120	0.7832	0.7298	0.0535	6.8%	0.0041	0.5%	99%	True	False	264

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8091
2.618	0.7992
1.618	0.7931
1.000	0.7893
0.618	0.7870
HIGH	0.7832
0.618	0.7809
0.500	0.7802
0.382	0.7794
LOW	0.7771
0.618	0.7733
1.000	0.7710
1.618	0.7672
2.618	0.7611
4.250	0.7512

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	0.7820	0.7811
PP	0.7811	0.7794
S1	0.7802	0.7776

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

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