CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 27-Oct-2020

Day Change Summary
	Previous	Current
	26-Oct-2020	27-Oct-2020	Change	Change %	Previous Week
Open	0.7620	0.7572	-0.0048	-0.6%	0.7582
High	0.7620	0.7611	-0.0010	-0.1%	0.7646
Low	0.7563	0.7570	0.0008	0.1%	0.7574
Close	0.7578	0.7597	0.0019	0.3%	0.7609
Range	0.0058	0.0041	-0.0017	-29.6%	0.0072
ATR	0.0042	0.0042	0.0000	-0.3%	0.0000
Volume	63,126	55,462	-7,664	-12.1%	305,374

Daily Pivots for day following 27-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7714	0.7696	0.7619
R3	0.7674	0.7656	0.7608
R2	0.7633	0.7633	0.7604
R1	0.7615	0.7615	0.7601	0.7624
PP	0.7593	0.7593	0.7593	0.7597
S1	0.7575	0.7575	0.7593	0.7584
S2	0.7552	0.7552	0.7590
S3	0.7512	0.7534	0.7586
S4	0.7471	0.7494	0.7575

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7824	0.7788	0.7648
R3	0.7753	0.7717	0.7629
R2	0.7681	0.7681	0.7622
R1	0.7645	0.7645	0.7616	0.7663
PP	0.7610	0.7610	0.7610	0.7619
S1	0.7574	0.7574	0.7602	0.7592
S2	0.7538	0.7538	0.7596
S3	0.7467	0.7502	0.7589
S4	0.7395	0.7431	0.7570

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7646	0.7563	0.0083	1.1%	0.0040	0.5%	42%	False	False	60,481
10	0.7646	0.7542	0.0104	1.4%	0.0041	0.5%	53%	False	False	65,317
20	0.7646	0.7453	0.0193	2.5%	0.0040	0.5%	75%	False	False	65,609
40	0.7697	0.7453	0.0244	3.2%	0.0045	0.6%	59%	False	False	59,783
60	0.7697	0.7453	0.0244	3.2%	0.0045	0.6%	59%	False	False	40,088
80	0.7697	0.7332	0.0366	4.8%	0.0044	0.6%	73%	False	False	30,091
100	0.7697	0.7291	0.0407	5.4%	0.0046	0.6%	75%	False	False	24,094
120	0.7697	0.7077	0.0620	8.2%	0.0046	0.6%	84%	False	False	20,088

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7783
2.618	0.7717
1.618	0.7676
1.000	0.7651
0.618	0.7636
HIGH	0.7611
0.618	0.7595
0.500	0.7590
0.382	0.7585
LOW	0.7570
0.618	0.7545
1.000	0.7530
1.618	0.7504
2.618	0.7464
4.250	0.7398

Fisher Pivots for day following 27-Oct-2020
Pivot	1 day	3 day
R1	0.7595	0.7597
PP	0.7593	0.7596
S1	0.7590	0.7596

Download as Excel Spreadsheet

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

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