CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 07-Dec-2020

Day Change Summary
	Previous	Current
	04-Dec-2020	07-Dec-2020	Change	Change %	Previous Week
Open	0.7772	0.7821	0.0050	0.6%	0.7701
High	0.7830	0.7827	-0.0003	0.0%	0.7830
Low	0.7768	0.7793	0.0025	0.3%	0.7687
Close	0.7826	0.7815	-0.0011	-0.1%	0.7826
Range	0.0062	0.0034	-0.0028	-44.7%	0.0143
ATR	0.0047	0.0046	-0.0001	-2.0%	0.0000
Volume	79,637	85,209	5,572	7.0%	373,423

Daily Pivots for day following 07-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7913	0.7898	0.7833
R3	0.7879	0.7864	0.7824
R2	0.7845	0.7845	0.7821
R1	0.7830	0.7830	0.7818	0.7821
PP	0.7811	0.7811	0.7811	0.7807
S1	0.7796	0.7796	0.7811	0.7787
S2	0.7777	0.7777	0.7808
S3	0.7743	0.7762	0.7805
S4	0.7709	0.7728	0.7796

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	0.7691	0.0139	1.8%	0.0045	0.6%	89%	False	False	72,951
10	0.7830	0.7627	0.0203	2.6%	0.0043	0.5%	93%	False	False	71,997
20	0.7830	0.7592	0.0238	3.0%	0.0043	0.6%	94%	False	False	65,865
40	0.7830	0.7470	0.0360	4.6%	0.0048	0.6%	96%	False	False	70,108
60	0.7830	0.7453	0.0377	4.8%	0.0047	0.6%	96%	False	False	69,601
80	0.7830	0.7453	0.0377	4.8%	0.0047	0.6%	96%	False	False	55,484
100	0.7830	0.7355	0.0475	6.1%	0.0046	0.6%	97%	False	False	44,422
120	0.7830	0.7291	0.0539	6.9%	0.0046	0.6%	97%	False	False	37,028

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7971
2.618	0.7916
1.618	0.7882
1.000	0.7861
0.618	0.7848
HIGH	0.7827
0.618	0.7814
0.500	0.7810
0.382	0.7805
LOW	0.7793
0.618	0.7771
1.000	0.7759
1.618	0.7737
2.618	0.7703
4.250	0.7648

Fisher Pivots for day following 07-Dec-2020
Pivot	1 day	3 day
R1	0.7813	0.7802
PP	0.7811	0.7790
S1	0.7810	0.7778

Download as Excel Spreadsheet

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

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