CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 25-Nov-2020

Day Change Summary
	Previous	Current
	24-Nov-2020	25-Nov-2020	Change	Change %	Previous Week
Open	0.7643	0.7694	0.0051	0.7%	0.7615
High	0.7696	0.7701	0.0005	0.1%	0.7673
Low	0.7640	0.7676	0.0036	0.5%	0.7611
Close	0.7689	0.7696	0.0007	0.1%	0.7637
Range	0.0057	0.0026	-0.0031	-54.9%	0.0062
ATR	0.0050	0.0048	-0.0002	-3.5%	0.0000
Volume	85,563	62,585	-22,978	-26.9%	264,236

Daily Pivots for day following 25-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7767	0.7757	0.7710
R3	0.7742	0.7731	0.7703
R2	0.7716	0.7716	0.7700
R1	0.7706	0.7706	0.7698	0.7711
PP	0.7691	0.7691	0.7691	0.7693
S1	0.7680	0.7680	0.7693	0.7686
S2	0.7665	0.7665	0.7691
S3	0.7640	0.7655	0.7688
S4	0.7614	0.7629	0.7681

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	0.7701	0.7621	0.0081	1.0%	0.0040	0.5%	93%	True	False	61,920
10	0.7701	0.7592	0.0109	1.4%	0.0041	0.5%	95%	True	False	57,870
20	0.7736	0.7470	0.0267	3.5%	0.0054	0.7%	85%	False	False	70,180
40	0.7736	0.7470	0.0267	3.5%	0.0047	0.6%	85%	False	False	68,417
60	0.7736	0.7453	0.0283	3.7%	0.0048	0.6%	86%	False	False	65,125
80	0.7736	0.7453	0.0283	3.7%	0.0048	0.6%	86%	False	False	49,047
100	0.7736	0.7332	0.0405	5.3%	0.0046	0.6%	90%	False	False	39,261
120	0.7736	0.7291	0.0446	5.8%	0.0047	0.6%	91%	False	False	32,734

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	0.0010
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.7809
2.618	0.7768
1.618	0.7742
1.000	0.7727
0.618	0.7717
HIGH	0.7701
0.618	0.7691
0.500	0.7688
0.382	0.7685
LOW	0.7676
0.618	0.7660
1.000	0.7650
1.618	0.7634
2.618	0.7609
4.250	0.7567

Fisher Pivots for day following 25-Nov-2020
Pivot	1 day	3 day
R1	0.7693	0.7685
PP	0.7691	0.7674
S1	0.7688	0.7664

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

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