CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	0.7731	0.7742	0.0011	0.1%	0.7637
High	0.7746	0.7781	0.0035	0.5%	0.7710
Low	0.7717	0.7727	0.0011	0.1%	0.7627
Close	0.7739	0.7779	0.0041	0.5%	0.7700
Range	0.0030	0.0054	0.0025	83.1%	0.0083
ATR	0.0046	0.0046	0.0001	1.3%	0.0000
Volume	60,731	64,162	3,431	5.6%	261,343

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7924	0.7906	0.7809
R3	0.7870	0.7852	0.7794
R2	0.7816	0.7816	0.7789
R1	0.7798	0.7798	0.7784	0.7807
PP	0.7762	0.7762	0.7762	0.7767
S1	0.7744	0.7744	0.7774	0.7753
S2	0.7708	0.7708	0.7769
S3	0.7654	0.7690	0.7764
S4	0.7600	0.7636	0.7749

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	0.7781	0.7678	0.0103	1.3%	0.0042	0.5%	98%	True	False	70,353
10	0.7781	0.7621	0.0161	2.1%	0.0041	0.5%	99%	True	False	66,137
20	0.7781	0.7589	0.0192	2.5%	0.0045	0.6%	99%	True	False	64,973
40	0.7781	0.7470	0.0312	4.0%	0.0048	0.6%	99%	True	False	69,415
60	0.7781	0.7453	0.0328	4.2%	0.0046	0.6%	99%	True	False	69,022
80	0.7781	0.7453	0.0328	4.2%	0.0047	0.6%	99%	True	False	53,431
100	0.7781	0.7355	0.0426	5.5%	0.0046	0.6%	100%	True	False	42,775
120	0.7781	0.7291	0.0491	6.3%	0.0046	0.6%	100%	True	False	35,655

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8011
2.618	0.7922
1.618	0.7868
1.000	0.7835
0.618	0.7814
HIGH	0.7781
0.618	0.7760
0.500	0.7754
0.382	0.7748
LOW	0.7727
0.618	0.7694
1.000	0.7673
1.618	0.7640
2.618	0.7586
4.250	0.7498

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	0.7771	0.7765
PP	0.7762	0.7750
S1	0.7754	0.7736

Download as Excel Spreadsheet

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

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