CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 02-Nov-2020

Day Change Summary
	Previous	Current
	30-Oct-2020	02-Nov-2020	Change	Change %	Previous Week
Open	0.7505	0.7512	0.0007	0.1%	0.7620
High	0.7531	0.7568	0.0037	0.5%	0.7620
Low	0.7491	0.7481	-0.0010	-0.1%	0.7470
Close	0.7510	0.7559	0.0049	0.7%	0.7510
Range	0.0041	0.0088	0.0047	116.0%	0.0151
ATR	0.0047	0.0050	0.0003	6.3%	0.0000
Volume	94,185	78,382	-15,803	-16.8%	423,995

Daily Pivots for day following 02-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7798	0.7766	0.7607
R3	0.7711	0.7678	0.7583
R2	0.7623	0.7623	0.7575
R1	0.7591	0.7591	0.7567	0.7607
PP	0.7536	0.7536	0.7536	0.7544
S1	0.7503	0.7503	0.7550	0.7520
S2	0.7448	0.7448	0.7542
S3	0.7361	0.7416	0.7534
S4	0.7273	0.7328	0.7510

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	0.7611	0.7470	0.0141	1.9%	0.0064	0.8%	63%	False	False	87,850
10	0.7646	0.7470	0.0176	2.3%	0.0054	0.7%	51%	False	False	75,442
20	0.7646	0.7470	0.0176	2.3%	0.0046	0.6%	51%	False	False	70,733
40	0.7655	0.7453	0.0202	2.7%	0.0046	0.6%	52%	False	False	68,937
60	0.7697	0.7453	0.0244	3.2%	0.0046	0.6%	43%	False	False	46,466
80	0.7697	0.7332	0.0366	4.8%	0.0045	0.6%	62%	False	False	34,884
100	0.7697	0.7291	0.0407	5.4%	0.0046	0.6%	66%	False	False	27,922
120	0.7697	0.7077	0.0620	8.2%	0.0047	0.6%	78%	False	False	23,285

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7940
2.618	0.7797
1.618	0.7710
1.000	0.7656
0.618	0.7622
HIGH	0.7568
0.618	0.7535
0.500	0.7524
0.382	0.7514
LOW	0.7481
0.618	0.7426
1.000	0.7393
1.618	0.7339
2.618	0.7251
4.250	0.7109

Fisher Pivots for day following 02-Nov-2020
Pivot	1 day	3 day
R1	0.7547	0.7545
PP	0.7536	0.7532
S1	0.7524	0.7519

Download as Excel Spreadsheet

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

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