CME Canadian Dollar Future December 2020

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

Day Change Summary
	Previous	Current
	03-Nov-2020	04-Nov-2020	Change	Change %	Previous Week
Open	0.7563	0.7614	0.0051	0.7%	0.7620
High	0.7632	0.7637	0.0005	0.1%	0.7620
Low	0.7558	0.7520	-0.0038	-0.5%	0.7470
Close	0.7593	0.7620	0.0027	0.4%	0.7510
Range	0.0075	0.0117	0.0043	57.0%	0.0151
ATR	0.0051	0.0056	0.0005	9.1%	0.0000
Volume	76,475	110,925	34,450	45.0%	423,995

Daily Pivots for day following 04-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7943	0.7899	0.7684
R3	0.7826	0.7782	0.7652
R2	0.7709	0.7709	0.7641
R1	0.7665	0.7665	0.7631	0.7687
PP	0.7592	0.7592	0.7592	0.7604
S1	0.7548	0.7548	0.7609	0.7570
S2	0.7475	0.7475	0.7599
S3	0.7358	0.7431	0.7588
S4	0.7241	0.7314	0.7556

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	0.7637	0.7470	0.0168	2.2%	0.0076	1.0%	90%	True	False	91,180
10	0.7637	0.7470	0.0168	2.2%	0.0063	0.8%	90%	True	False	80,607
20	0.7646	0.7470	0.0176	2.3%	0.0051	0.7%	86%	False	False	73,857
40	0.7646	0.7453	0.0193	2.5%	0.0047	0.6%	87%	False	False	71,046
60	0.7697	0.7453	0.0244	3.2%	0.0048	0.6%	68%	False	False	49,584
80	0.7697	0.7355	0.0342	4.5%	0.0047	0.6%	77%	False	False	37,225
100	0.7697	0.7291	0.0407	5.3%	0.0046	0.6%	81%	False	False	29,791
120	0.7697	0.7116	0.0582	7.6%	0.0048	0.6%	87%	False	False	24,847

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 102 trading days

Fibonacci Retracements and Extensions
4.250	0.8134
2.618	0.7943
1.618	0.7826
1.000	0.7754
0.618	0.7709
HIGH	0.7637
0.618	0.7592
0.500	0.7579
0.382	0.7565
LOW	0.7520
0.618	0.7448
1.000	0.7403
1.618	0.7331
2.618	0.7214
4.250	0.7023

Fisher Pivots for day following 04-Nov-2020
Pivot	1 day	3 day
R1	0.7606	0.7600
PP	0.7592	0.7579
S1	0.7579	0.7559

Download as Excel Spreadsheet

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

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