CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	0.7692	0.7675	-0.0017	-0.2%	0.7512
High	0.7702	0.7688	-0.0014	-0.2%	0.7682
Low	0.7663	0.7648	-0.0016	-0.2%	0.7481
Close	0.7682	0.7653	-0.0029	-0.4%	0.7678
Range	0.0039	0.0041	0.0002	3.8%	0.0201
ATR	0.0057	0.0056	-0.0001	-2.1%	0.0000
Volume	74,833	48,037	-26,796	-35.8%	412,791

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7784	0.7759	0.7675
R3	0.7744	0.7718	0.7664
R2	0.7703	0.7703	0.7660
R1	0.7678	0.7678	0.7656	0.7670
PP	0.7663	0.7663	0.7663	0.7659
S1	0.7637	0.7637	0.7649	0.7630
S2	0.7622	0.7622	0.7645
S3	0.7582	0.7597	0.7641
S4	0.7541	0.7556	0.7630

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	0.7589	0.0147	1.9%	0.0056	0.7%	43%	False	False	73,800
10	0.7736	0.7470	0.0267	3.5%	0.0066	0.9%	69%	False	False	82,490
20	0.7736	0.7470	0.0267	3.5%	0.0057	0.7%	69%	False	False	76,943
40	0.7736	0.7453	0.0283	3.7%	0.0049	0.6%	70%	False	False	72,757
60	0.7736	0.7453	0.0283	3.7%	0.0049	0.6%	70%	False	False	55,709
80	0.7736	0.7419	0.0317	4.1%	0.0048	0.6%	74%	False	False	41,834
100	0.7736	0.7291	0.0446	5.8%	0.0046	0.6%	81%	False	False	33,479
120	0.7736	0.7162	0.0575	7.5%	0.0049	0.6%	85%	False	False	27,920

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7860
2.618	0.7794
1.618	0.7754
1.000	0.7729
0.618	0.7713
HIGH	0.7688
0.618	0.7673
0.500	0.7668
0.382	0.7663
LOW	0.7648
0.618	0.7622
1.000	0.7607
1.618	0.7582
2.618	0.7541
4.250	0.7475

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	0.7668	0.7692
PP	0.7663	0.7679
S1	0.7658	0.7666

Download as Excel Spreadsheet

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

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