CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 02-Dec-2020

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	0.7693	0.7731	0.0038	0.5%	0.7637
High	0.7736	0.7746	0.0011	0.1%	0.7710
Low	0.7691	0.7717	0.0026	0.3%	0.7627
Close	0.7730	0.7739	0.0009	0.1%	0.7700
Range	0.0045	0.0030	-0.0016	-34.4%	0.0083
ATR	0.0047	0.0046	-0.0001	-2.7%	0.0000
Volume	75,016	60,731	-14,285	-19.0%	261,343

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7822	0.7810	0.7755
R3	0.7793	0.7780	0.7747
R2	0.7763	0.7763	0.7744
R1	0.7751	0.7751	0.7741	0.7757
PP	0.7734	0.7734	0.7734	0.7737
S1	0.7721	0.7721	0.7736	0.7728
S2	0.7704	0.7704	0.7733
S3	0.7675	0.7692	0.7730
S4	0.7645	0.7662	0.7722

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	0.7746	0.7676	0.0071	0.9%	0.0037	0.5%	89%	True	False	70,038
10	0.7746	0.7621	0.0126	1.6%	0.0040	0.5%	94%	True	False	65,649
20	0.7746	0.7520	0.0226	2.9%	0.0048	0.6%	97%	True	False	67,311
40	0.7746	0.7470	0.0277	3.6%	0.0048	0.6%	97%	True	False	69,169
60	0.7746	0.7453	0.0293	3.8%	0.0047	0.6%	97%	True	False	69,138
80	0.7746	0.7453	0.0293	3.8%	0.0047	0.6%	97%	True	False	52,631
100	0.7746	0.7332	0.0415	5.4%	0.0046	0.6%	98%	True	False	42,134
120	0.7746	0.7291	0.0456	5.9%	0.0046	0.6%	98%	True	False	35,120

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7871
2.618	0.7823
1.618	0.7794
1.000	0.7776
0.618	0.7764
HIGH	0.7746
0.618	0.7735
0.500	0.7731
0.382	0.7728
LOW	0.7717
0.618	0.7698
1.000	0.7687
1.618	0.7669
2.618	0.7639
4.250	0.7591

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	0.7736	0.7731
PP	0.7734	0.7724
S1	0.7731	0.7716

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

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