CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 06-Nov-2020

Day Change Summary
	Previous	Current
	05-Nov-2020	06-Nov-2020	Change	Change %	Previous Week
Open	0.7613	0.7661	0.0048	0.6%	0.7512
High	0.7676	0.7682	0.0006	0.1%	0.7682
Low	0.7589	0.7636	0.0047	0.6%	0.7481
Close	0.7671	0.7678	0.0007	0.1%	0.7678
Range	0.0087	0.0046	-0.0042	-47.7%	0.0201
ATR	0.0058	0.0057	-0.0001	-1.6%	0.0000
Volume	78,804	68,205	-10,599	-13.4%	412,791

Daily Pivots for day following 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7802	0.7785	0.7703
R3	0.7756	0.7740	0.7690
R2	0.7711	0.7711	0.7686
R1	0.7694	0.7694	0.7682	0.7702
PP	0.7665	0.7665	0.7665	0.7669
S1	0.7649	0.7649	0.7673	0.7657
S2	0.7620	0.7620	0.7669
S3	0.7574	0.7603	0.7665
S4	0.7529	0.7558	0.7652

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8216	0.8148	0.7788
R3	0.8015	0.7947	0.7733
R2	0.7814	0.7814	0.7714
R1	0.7746	0.7746	0.7696	0.7780
PP	0.7613	0.7613	0.7613	0.7630
S1	0.7545	0.7545	0.7659	0.7579
S2	0.7412	0.7412	0.7641
S3	0.7211	0.7344	0.7622
S4	0.7010	0.7143	0.7567

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7682	0.7481	0.0201	2.6%	0.0082	1.1%	98%	True	False	82,558
10	0.7682	0.7470	0.0212	2.8%	0.0070	0.9%	98%	True	False	83,678
20	0.7682	0.7470	0.0212	2.8%	0.0053	0.7%	98%	True	False	74,350
40	0.7682	0.7453	0.0229	3.0%	0.0048	0.6%	98%	True	False	71,470
60	0.7697	0.7453	0.0244	3.2%	0.0049	0.6%	92%	False	False	52,024
80	0.7697	0.7355	0.0342	4.5%	0.0047	0.6%	94%	False	False	39,061
100	0.7697	0.7291	0.0407	5.3%	0.0046	0.6%	95%	False	False	31,261
120	0.7697	0.7122	0.0576	7.5%	0.0048	0.6%	97%	False	False	26,071

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7875
2.618	0.7801
1.618	0.7755
1.000	0.7727
0.618	0.7710
HIGH	0.7682
0.618	0.7664
0.500	0.7659
0.382	0.7653
LOW	0.7636
0.618	0.7608
1.000	0.7591
1.618	0.7562
2.618	0.7517
4.250	0.7443

Fisher Pivots for day following 06-Nov-2020
Pivot	1 day	3 day
R1	0.7671	0.7652
PP	0.7665	0.7626
S1	0.7659	0.7601

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

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