CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	0.7694	0.7693	-0.0002	0.0%	0.7637
High	0.7701	0.7710	0.0009	0.1%	0.7710
Low	0.7676	0.7678	0.0003	0.0%	0.7627
Close	0.7696	0.7700	0.0005	0.1%	0.7700
Range	0.0026	0.0032	0.0006	23.5%	0.0083
ATR	0.0048	0.0047	-0.0001	-2.4%	0.0000
Volume	62,585	57,981	-4,604	-7.4%	261,343

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7790	0.7777	0.7717
R3	0.7759	0.7745	0.7709
R2	0.7727	0.7727	0.7706
R1	0.7714	0.7714	0.7703	0.7721
PP	0.7696	0.7696	0.7696	0.7699
S1	0.7682	0.7682	0.7697	0.7689
S2	0.7664	0.7664	0.7694
S3	0.7633	0.7651	0.7691
S4	0.7601	0.7619	0.7683

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7928	0.7897	0.7746
R3	0.7845	0.7814	0.7723
R2	0.7762	0.7762	0.7715
R1	0.7731	0.7731	0.7708	0.7746
PP	0.7679	0.7679	0.7679	0.7686
S1	0.7648	0.7648	0.7692	0.7663
S2	0.7596	0.7596	0.7685
S3	0.7513	0.7565	0.7677
S4	0.7430	0.7482	0.7654

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7710	0.7627	0.0083	1.1%	0.0038	0.5%	89%	True	False	62,525
10	0.7710	0.7592	0.0118	1.5%	0.0039	0.5%	92%	True	False	57,686
20	0.7736	0.7481	0.0256	3.3%	0.0052	0.7%	86%	False	False	68,282
40	0.7736	0.7470	0.0267	3.5%	0.0047	0.6%	86%	False	False	68,156
60	0.7736	0.7453	0.0283	3.7%	0.0048	0.6%	87%	False	False	66,021
80	0.7736	0.7453	0.0283	3.7%	0.0047	0.6%	87%	False	False	49,769
100	0.7736	0.7332	0.0405	5.3%	0.0046	0.6%	91%	False	False	39,840
120	0.7736	0.7291	0.0446	5.8%	0.0047	0.6%	92%	False	False	33,215

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7843
2.618	0.7792
1.618	0.7760
1.000	0.7741
0.618	0.7729
HIGH	0.7710
0.618	0.7697
0.500	0.7694
0.382	0.7690
LOW	0.7678
0.618	0.7659
1.000	0.7647
1.618	0.7627
2.618	0.7596
4.250	0.7544

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	0.7698	0.7692
PP	0.7696	0.7683
S1	0.7694	0.7675

Download as Excel Spreadsheet

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

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