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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |