CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	0.7742	0.7772	0.0030	0.4%	0.7701
High	0.7781	0.7830	0.0049	0.6%	0.7830
Low	0.7727	0.7768	0.0041	0.5%	0.7687
Close	0.7779	0.7826	0.0047	0.6%	0.7826
Range	0.0054	0.0062	0.0008	13.9%	0.0143
ATR	0.0046	0.0047	0.0001	2.3%	0.0000
Volume	64,162	79,637	15,475	24.1%	373,423

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7992	0.7970	0.7859
R3	0.7931	0.7909	0.7842
R2	0.7869	0.7869	0.7837
R1	0.7847	0.7847	0.7831	0.7858
PP	0.7808	0.7808	0.7808	0.7813
S1	0.7786	0.7786	0.7820	0.7797
S2	0.7746	0.7746	0.7814
S3	0.7685	0.7724	0.7809
S4	0.7623	0.7663	0.7792

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8210	0.8161	0.7904
R3	0.8067	0.8018	0.7865
R2	0.7924	0.7924	0.7852
R1	0.7875	0.7875	0.7839	0.7899
PP	0.7781	0.7781	0.7781	0.7793
S1	0.7732	0.7732	0.7812	0.7756
S2	0.7638	0.7638	0.7799
S3	0.7495	0.7589	0.7786
S4	0.7352	0.7446	0.7747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7830	0.7687	0.0143	1.8%	0.0048	0.6%	97%	True	False	74,684
10	0.7830	0.7627	0.0203	2.6%	0.0043	0.5%	98%	True	False	68,605
20	0.7830	0.7592	0.0238	3.0%	0.0044	0.6%	98%	True	False	65,015
40	0.7830	0.7470	0.0360	4.6%	0.0049	0.6%	99%	True	False	69,964
60	0.7830	0.7453	0.0377	4.8%	0.0047	0.6%	99%	True	False	69,226
80	0.7830	0.7453	0.0377	4.8%	0.0047	0.6%	99%	True	False	54,422
100	0.7830	0.7355	0.0475	6.1%	0.0047	0.6%	99%	True	False	43,571
120	0.7830	0.7291	0.0539	6.9%	0.0046	0.6%	99%	True	False	36,318

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8091
2.618	0.7991
1.618	0.7929
1.000	0.7891
0.618	0.7868
HIGH	0.7830
0.618	0.7806
0.500	0.7799
0.382	0.7791
LOW	0.7768
0.618	0.7730
1.000	0.7707
1.618	0.7668
2.618	0.7607
4.250	0.7507

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	0.7817	0.7808
PP	0.7808	0.7791
S1	0.7799	0.7773

Download as Excel Spreadsheet

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

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