CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	0.7512	0.7563	0.0051	0.7%	0.7620
High	0.7568	0.7632	0.0064	0.8%	0.7620
Low	0.7481	0.7558	0.0077	1.0%	0.7470
Close	0.7559	0.7593	0.0035	0.5%	0.7510
Range	0.0088	0.0075	-0.0013	-14.9%	0.0151
ATR	0.0050	0.0051	0.0002	3.6%	0.0000
Volume	78,382	76,475	-1,907	-2.4%	423,995

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7818	0.7780	0.7634
R3	0.7743	0.7705	0.7613
R2	0.7669	0.7669	0.7607
R1	0.7631	0.7631	0.7600	0.7650
PP	0.7594	0.7594	0.7594	0.7604
S1	0.7556	0.7556	0.7586	0.7575
S2	0.7520	0.7520	0.7579
S3	0.7445	0.7482	0.7573
S4	0.7371	0.7407	0.7552

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	0.7632	0.7470	0.0163	2.1%	0.0071	0.9%	76%	True	False	92,052
10	0.7646	0.7470	0.0176	2.3%	0.0055	0.7%	70%	False	False	76,267
20	0.7646	0.7470	0.0176	2.3%	0.0048	0.6%	70%	False	False	71,028
40	0.7646	0.7453	0.0193	2.5%	0.0046	0.6%	73%	False	False	70,051
60	0.7697	0.7453	0.0244	3.2%	0.0047	0.6%	57%	False	False	47,737
80	0.7697	0.7332	0.0366	4.8%	0.0045	0.6%	72%	False	False	35,840
100	0.7697	0.7291	0.0407	5.4%	0.0046	0.6%	74%	False	False	28,682
120	0.7697	0.7089	0.0608	8.0%	0.0047	0.6%	83%	False	False	23,922

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7949
2.618	0.7827
1.618	0.7753
1.000	0.7707
0.618	0.7678
HIGH	0.7632
0.618	0.7604
0.500	0.7595
0.382	0.7586
LOW	0.7558
0.618	0.7511
1.000	0.7483
1.618	0.7437
2.618	0.7362
4.250	0.7241

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	0.7595	0.7581
PP	0.7594	0.7569
S1	0.7594	0.7556

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

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