CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 30-Oct-2020

Day Change Summary
	Previous	Current
	29-Oct-2020	30-Oct-2020	Change	Change %	Previous Week
Open	0.7506	0.7505	-0.0001	0.0%	0.7620
High	0.7532	0.7531	-0.0001	0.0%	0.7620
Low	0.7470	0.7491	0.0021	0.3%	0.7470
Close	0.7506	0.7510	0.0004	0.1%	0.7510
Range	0.0063	0.0041	-0.0022	-35.2%	0.0151
ATR	0.0047	0.0047	0.0000	-1.0%	0.0000
Volume	95,936	94,185	-1,751	-1.8%	423,995

Daily Pivots for day following 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7632	0.7611	0.7532
R3	0.7591	0.7571	0.7521
R2	0.7551	0.7551	0.7517
R1	0.7530	0.7530	0.7513	0.7541
PP	0.7510	0.7510	0.7510	0.7516
S1	0.7490	0.7490	0.7506	0.7500
S2	0.7470	0.7470	0.7502
S3	0.7429	0.7449	0.7498
S4	0.7389	0.7409	0.7487

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7985	0.7898	0.7592
R3	0.7834	0.7747	0.7551
R2	0.7684	0.7684	0.7537
R1	0.7597	0.7597	0.7523	0.7565
PP	0.7533	0.7533	0.7533	0.7517
S1	0.7446	0.7446	0.7496	0.7414
S2	0.7383	0.7383	0.7482
S3	0.7232	0.7296	0.7468
S4	0.7082	0.7145	0.7427

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7620	0.7470	0.0151	2.0%	0.0058	0.8%	27%	False	False	84,799
10	0.7646	0.7470	0.0176	2.3%	0.0047	0.6%	23%	False	False	72,936
20	0.7646	0.7470	0.0176	2.3%	0.0043	0.6%	23%	False	False	69,420
40	0.7668	0.7453	0.0215	2.9%	0.0046	0.6%	26%	False	False	67,174
60	0.7697	0.7453	0.0244	3.2%	0.0046	0.6%	23%	False	False	45,161
80	0.7697	0.7332	0.0366	4.9%	0.0044	0.6%	49%	False	False	33,905
100	0.7697	0.7291	0.0407	5.4%	0.0046	0.6%	54%	False	False	27,143
120	0.7697	0.7077	0.0620	8.3%	0.0047	0.6%	70%	False	False	22,632

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7703
2.618	0.7637
1.618	0.7597
1.000	0.7572
0.618	0.7556
HIGH	0.7531
0.618	0.7516
0.500	0.7511
0.382	0.7506
LOW	0.7491
0.618	0.7465
1.000	0.7450
1.618	0.7425
2.618	0.7384
4.250	0.7318

Fisher Pivots for day following 30-Oct-2020
Pivot	1 day	3 day
R1	0.7511	0.7529
PP	0.7510	0.7523
S1	0.7510	0.7516

Download as Excel Spreadsheet

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

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