CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 24-Nov-2020

Day Change Summary
	Previous	Current
	23-Nov-2020	24-Nov-2020	Change	Change %	Previous Week
Open	0.7637	0.7643	0.0006	0.1%	0.7615
High	0.7667	0.7696	0.0030	0.4%	0.7673
Low	0.7627	0.7640	0.0013	0.2%	0.7611
Close	0.7646	0.7689	0.0043	0.6%	0.7637
Range	0.0040	0.0057	0.0017	41.3%	0.0062
ATR	0.0049	0.0050	0.0001	1.1%	0.0000
Volume	55,214	85,563	30,349	55.0%	264,236

Daily Pivots for day following 24-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7844	0.7823	0.7720
R3	0.7788	0.7767	0.7705
R2	0.7731	0.7731	0.7699
R1	0.7710	0.7710	0.7694	0.7721
PP	0.7675	0.7675	0.7675	0.7680
S1	0.7654	0.7654	0.7684	0.7664
S2	0.7618	0.7618	0.7679
S3	0.7562	0.7597	0.7673
S4	0.7505	0.7541	0.7658

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7825	0.7792	0.7670
R3	0.7763	0.7731	0.7653
R2	0.7702	0.7702	0.7648
R1	0.7669	0.7669	0.7642	0.7685
PP	0.7640	0.7640	0.7640	0.7648
S1	0.7608	0.7608	0.7631	0.7624
S2	0.7579	0.7579	0.7625
S3	0.7517	0.7546	0.7620
S4	0.7456	0.7485	0.7603

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7696	0.7621	0.0076	1.0%	0.0044	0.6%	91%	True	False	61,261
10	0.7696	0.7592	0.0104	1.4%	0.0043	0.6%	93%	True	False	56,415
20	0.7736	0.7470	0.0267	3.5%	0.0057	0.7%	82%	False	False	72,815
40	0.7736	0.7453	0.0283	3.7%	0.0048	0.6%	83%	False	False	69,212
60	0.7736	0.7453	0.0283	3.7%	0.0049	0.6%	83%	False	False	64,127
80	0.7736	0.7453	0.0283	3.7%	0.0048	0.6%	83%	False	False	48,270
100	0.7736	0.7332	0.0405	5.3%	0.0047	0.6%	88%	False	False	38,635
120	0.7736	0.7291	0.0446	5.8%	0.0047	0.6%	89%	False	False	32,214

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7936
2.618	0.7844
1.618	0.7787
1.000	0.7753
0.618	0.7731
HIGH	0.7696
0.618	0.7674
0.500	0.7668
0.382	0.7661
LOW	0.7640
0.618	0.7605
1.000	0.7583
1.618	0.7548
2.618	0.7492
4.250	0.7399

Fisher Pivots for day following 24-Nov-2020
Pivot	1 day	3 day
R1	0.7682	0.7680
PP	0.7675	0.7671
S1	0.7668	0.7661

Download as Excel Spreadsheet

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

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