CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 12-Nov-2020

Day Change Summary
	Previous	Current
	11-Nov-2020	12-Nov-2020	Change	Change %	Previous Week
Open	0.7675	0.7655	-0.0020	-0.3%	0.7512
High	0.7688	0.7661	-0.0028	-0.4%	0.7682
Low	0.7648	0.7605	-0.0043	-0.6%	0.7481
Close	0.7653	0.7612	-0.0041	-0.5%	0.7678
Range	0.0041	0.0056	0.0015	37.0%	0.0201
ATR	0.0056	0.0056	0.0000	0.0%	0.0000
Volume	48,037	59,819	11,782	24.5%	412,791

Daily Pivots for day following 12-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7792	0.7758	0.7643
R3	0.7737	0.7702	0.7627
R2	0.7681	0.7681	0.7622
R1	0.7647	0.7647	0.7617	0.7636
PP	0.7626	0.7626	0.7626	0.7621
S1	0.7591	0.7591	0.7607	0.7581
S2	0.7570	0.7570	0.7602
S3	0.7515	0.7536	0.7597
S4	0.7459	0.7480	0.7581

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	0.7605	0.0131	1.7%	0.0050	0.7%	5%	False	True	70,003
10	0.7736	0.7481	0.0256	3.4%	0.0066	0.9%	51%	False	False	78,878
20	0.7736	0.7470	0.0267	3.5%	0.0056	0.7%	53%	False	False	74,518
40	0.7736	0.7453	0.0283	3.7%	0.0049	0.7%	56%	False	False	72,388
60	0.7736	0.7453	0.0283	3.7%	0.0049	0.6%	56%	False	False	56,683
80	0.7736	0.7432	0.0304	4.0%	0.0048	0.6%	59%	False	False	42,581
100	0.7736	0.7291	0.0446	5.9%	0.0047	0.6%	72%	False	False	34,077
120	0.7736	0.7232	0.0505	6.6%	0.0048	0.6%	75%	False	False	28,418

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7896
2.618	0.7806
1.618	0.7750
1.000	0.7716
0.618	0.7695
HIGH	0.7661
0.618	0.7639
0.500	0.7633
0.382	0.7626
LOW	0.7605
0.618	0.7571
1.000	0.7550
1.618	0.7515
2.618	0.7460
4.250	0.7369

Fisher Pivots for day following 12-Nov-2020
Pivot	1 day	3 day
R1	0.7633	0.7654
PP	0.7626	0.7640
S1	0.7619	0.7626

Download as Excel Spreadsheet

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

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