CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 19-Nov-2020

Day Change Summary
	Previous	Current
	18-Nov-2020	19-Nov-2020	Change	Change %	Previous Week
Open	0.7634	0.7646	0.0012	0.2%	0.7667
High	0.7673	0.7662	-0.0011	-0.1%	0.7736
Low	0.7624	0.7621	-0.0004	0.0%	0.7592
Close	0.7664	0.7655	-0.0009	-0.1%	0.7613
Range	0.0049	0.0042	-0.0007	-14.4%	0.0144
ATR	0.0052	0.0051	-0.0001	-1.1%	0.0000
Volume	59,287	54,956	-4,331	-7.3%	333,096

Daily Pivots for day following 19-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7770	0.7754	0.7678
R3	0.7729	0.7713	0.7666
R2	0.7687	0.7687	0.7663
R1	0.7671	0.7671	0.7659	0.7679
PP	0.7646	0.7646	0.7646	0.7650
S1	0.7630	0.7630	0.7651	0.7638
S2	0.7604	0.7604	0.7647
S3	0.7563	0.7588	0.7644
S4	0.7521	0.7547	0.7632

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8079	0.7990	0.7692
R3	0.7935	0.7846	0.7653
R2	0.7791	0.7791	0.7639
R1	0.7702	0.7702	0.7626	0.7675
PP	0.7647	0.7647	0.7647	0.7633
S1	0.7558	0.7558	0.7600	0.7531
S2	0.7503	0.7503	0.7587
S3	0.7359	0.7414	0.7573
S4	0.7215	0.7270	0.7534

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7673	0.7592	0.0081	1.1%	0.0040	0.5%	78%	False	False	52,847
10	0.7736	0.7592	0.0144	1.9%	0.0045	0.6%	44%	False	False	61,425
20	0.7736	0.7470	0.0267	3.5%	0.0057	0.7%	70%	False	False	71,700
40	0.7736	0.7453	0.0283	3.7%	0.0048	0.6%	71%	False	False	68,768
60	0.7736	0.7453	0.0283	3.7%	0.0049	0.6%	71%	False	False	61,027
80	0.7736	0.7432	0.0304	4.0%	0.0048	0.6%	73%	False	False	45,873
100	0.7736	0.7332	0.0405	5.3%	0.0046	0.6%	80%	False	False	36,717
120	0.7736	0.7291	0.0446	5.8%	0.0048	0.6%	82%	False	False	30,617

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7838
2.618	0.7771
1.618	0.7729
1.000	0.7704
0.618	0.7688
HIGH	0.7662
0.618	0.7646
0.500	0.7641
0.382	0.7636
LOW	0.7621
0.618	0.7595
1.000	0.7579
1.618	0.7553
2.618	0.7512
4.250	0.7444

Fisher Pivots for day following 19-Nov-2020
Pivot	1 day	3 day
R1	0.7650	0.7652
PP	0.7646	0.7649
S1	0.7641	0.7647

Download as Excel Spreadsheet

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

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