CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	0.7701	0.7693	-0.0008	-0.1%	0.7637
High	0.7739	0.7736	-0.0003	0.0%	0.7710
Low	0.7687	0.7691	0.0004	0.1%	0.7627
Close	0.7716	0.7730	0.0015	0.2%	0.7700
Range	0.0052	0.0045	-0.0007	-13.5%	0.0083
ATR	0.0047	0.0047	0.0000	-0.3%	0.0000
Volume	93,877	75,016	-18,861	-20.1%	261,343

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7854	0.7837	0.7755
R3	0.7809	0.7792	0.7742
R2	0.7764	0.7764	0.7738
R1	0.7747	0.7747	0.7734	0.7755
PP	0.7719	0.7719	0.7719	0.7723
S1	0.7702	0.7702	0.7726	0.7710
S2	0.7674	0.7674	0.7722
S3	0.7629	0.7657	0.7718
S4	0.7584	0.7612	0.7705

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	0.7640	0.0099	1.3%	0.0042	0.5%	91%	False	False	75,004
10	0.7739	0.7621	0.0118	1.5%	0.0041	0.5%	93%	False	False	64,311
20	0.7739	0.7520	0.0219	2.8%	0.0051	0.7%	96%	False	False	68,098
40	0.7739	0.7470	0.0269	3.5%	0.0048	0.6%	97%	False	False	69,416
60	0.7739	0.7453	0.0286	3.7%	0.0048	0.6%	97%	False	False	68,657
80	0.7739	0.7453	0.0286	3.7%	0.0047	0.6%	97%	False	False	51,874
100	0.7739	0.7332	0.0407	5.3%	0.0046	0.6%	98%	False	False	41,527
120	0.7739	0.7291	0.0448	5.8%	0.0046	0.6%	98%	False	False	34,618

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
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	0.7927
2.618	0.7853
1.618	0.7808
1.000	0.7781
0.618	0.7763
HIGH	0.7736
0.618	0.7718
0.500	0.7713
0.382	0.7708
LOW	0.7691
0.618	0.7663
1.000	0.7646
1.618	0.7618
2.618	0.7573
4.250	0.7499

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	0.7724	0.7723
PP	0.7719	0.7716
S1	0.7713	0.7708

Download as Excel Spreadsheet

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

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