CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 10-Nov-2020

Day Change Summary
	Previous	Current
	09-Nov-2020	10-Nov-2020	Change	Change %	Previous Week
Open	0.7667	0.7692	0.0025	0.3%	0.7512
High	0.7736	0.7702	-0.0034	-0.4%	0.7682
Low	0.7667	0.7663	-0.0004	0.0%	0.7481
Close	0.7703	0.7682	-0.0022	-0.3%	0.7678
Range	0.0070	0.0039	-0.0031	-43.9%	0.0201
ATR	0.0058	0.0057	-0.0001	-2.2%	0.0000
Volume	99,122	74,833	-24,289	-24.5%	412,791

Daily Pivots for day following 10-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7799	0.7779	0.7703
R3	0.7760	0.7740	0.7692
R2	0.7721	0.7721	0.7689
R1	0.7701	0.7701	0.7685	0.7692
PP	0.7682	0.7682	0.7682	0.7677
S1	0.7662	0.7662	0.7678	0.7653
S2	0.7643	0.7643	0.7674
S3	0.7604	0.7623	0.7671
S4	0.7565	0.7584	0.7660

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	0.7736	0.7520	0.0216	2.8%	0.0072	0.9%	75%	False	False	86,377
10	0.7736	0.7470	0.0267	3.5%	0.0071	0.9%	80%	False	False	89,215
20	0.7736	0.7470	0.0267	3.5%	0.0056	0.7%	80%	False	False	77,266
40	0.7736	0.7453	0.0283	3.7%	0.0050	0.6%	81%	False	False	73,171
60	0.7736	0.7453	0.0283	3.7%	0.0049	0.6%	81%	False	False	54,917
80	0.7736	0.7390	0.0347	4.5%	0.0048	0.6%	84%	False	False	41,235
100	0.7736	0.7291	0.0446	5.8%	0.0047	0.6%	88%	False	False	32,999
120	0.7736	0.7122	0.0615	8.0%	0.0049	0.6%	91%	False	False	27,519

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7868
2.618	0.7804
1.618	0.7765
1.000	0.7741
0.618	0.7726
HIGH	0.7702
0.618	0.7687
0.500	0.7683
0.382	0.7678
LOW	0.7663
0.618	0.7639
1.000	0.7624
1.618	0.7600
2.618	0.7561
4.250	0.7497

Fisher Pivots for day following 10-Nov-2020
Pivot	1 day	3 day
R1	0.7683	0.7686
PP	0.7682	0.7685
S1	0.7682	0.7683

Download as Excel Spreadsheet

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

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