CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 30-Nov-2020

Day Change Summary
	Previous	Current
	27-Nov-2020	30-Nov-2020	Change	Change %	Previous Week
Open	0.7693	0.7701	0.0008	0.1%	0.7637
High	0.7710	0.7739	0.0029	0.4%	0.7710
Low	0.7678	0.7687	0.0009	0.1%	0.7627
Close	0.7700	0.7716	0.0016	0.2%	0.7700
Range	0.0032	0.0052	0.0021	65.1%	0.0083
ATR	0.0047	0.0047	0.0000	0.8%	0.0000
Volume	57,981	93,877	35,896	61.9%	261,343

Daily Pivots for day following 30-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7870	0.7845	0.7744
R3	0.7818	0.7793	0.7730
R2	0.7766	0.7766	0.7725
R1	0.7741	0.7741	0.7720	0.7753
PP	0.7714	0.7714	0.7714	0.7720
S1	0.7689	0.7689	0.7711	0.7701
S2	0.7662	0.7662	0.7706
S3	0.7610	0.7637	0.7701
S4	0.7558	0.7585	0.7687

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	0.7739	0.7627	0.0112	1.5%	0.0041	0.5%	79%	True	False	71,044
10	0.7739	0.7611	0.0128	1.7%	0.0041	0.5%	82%	True	False	61,945
20	0.7739	0.7481	0.0258	3.3%	0.0053	0.7%	91%	True	False	68,267
40	0.7739	0.7470	0.0269	3.5%	0.0048	0.6%	91%	True	False	68,843
60	0.7739	0.7453	0.0286	3.7%	0.0048	0.6%	92%	True	False	67,538
80	0.7739	0.7453	0.0286	3.7%	0.0048	0.6%	92%	True	False	50,937
100	0.7739	0.7332	0.0407	5.3%	0.0046	0.6%	94%	True	False	40,777
120	0.7739	0.7291	0.0448	5.8%	0.0047	0.6%	95%	True	False	33,997

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7960
2.618	0.7875
1.618	0.7823
1.000	0.7791
0.618	0.7771
HIGH	0.7739
0.618	0.7719
0.500	0.7713
0.382	0.7706
LOW	0.7687
0.618	0.7654
1.000	0.7635
1.618	0.7602
2.618	0.7550
4.250	0.7466

Fisher Pivots for day following 30-Nov-2020
Pivot	1 day	3 day
R1	0.7715	0.7713
PP	0.7714	0.7710
S1	0.7713	0.7707

Download as Excel Spreadsheet

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

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