CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 08-Dec-2020

Day Change Summary
	Previous	Current
	07-Dec-2020	08-Dec-2020	Change	Change %	Previous Week
Open	0.7821	0.7813	-0.0008	-0.1%	0.7701
High	0.7827	0.7832	0.0006	0.1%	0.7830
Low	0.7793	0.7798	0.0005	0.1%	0.7687
Close	0.7815	0.7802	-0.0013	-0.2%	0.7826
Range	0.0034	0.0035	0.0001	1.5%	0.0143
ATR	0.0046	0.0046	-0.0001	-1.8%	0.0000
Volume	85,209	89,323	4,114	4.8%	373,423

Daily Pivots for day following 08-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7914	0.7892	0.7820
R3	0.7879	0.7858	0.7811
R2	0.7845	0.7845	0.7808
R1	0.7823	0.7823	0.7805	0.7817
PP	0.7810	0.7810	0.7810	0.7807
S1	0.7789	0.7789	0.7798	0.7782
S2	0.7776	0.7776	0.7795
S3	0.7741	0.7754	0.7792
S4	0.7707	0.7720	0.7783

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	0.7832	0.7717	0.0116	1.5%	0.0043	0.5%	74%	True	False	75,812
10	0.7832	0.7640	0.0193	2.5%	0.0042	0.5%	84%	True	False	75,408
20	0.7832	0.7592	0.0240	3.1%	0.0042	0.5%	87%	True	False	65,375
40	0.7832	0.7470	0.0363	4.6%	0.0049	0.6%	92%	True	False	71,365
60	0.7832	0.7453	0.0379	4.9%	0.0047	0.6%	92%	True	False	70,244
80	0.7832	0.7453	0.0379	4.9%	0.0047	0.6%	92%	True	False	56,598
100	0.7832	0.7355	0.0477	6.1%	0.0047	0.6%	94%	True	False	45,315
120	0.7832	0.7291	0.0542	6.9%	0.0046	0.6%	94%	True	False	37,772

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7979
2.618	0.7922
1.618	0.7888
1.000	0.7867
0.618	0.7853
HIGH	0.7832
0.618	0.7819
0.500	0.7815
0.382	0.7811
LOW	0.7798
0.618	0.7776
1.000	0.7763
1.618	0.7742
2.618	0.7707
4.250	0.7651

Fisher Pivots for day following 08-Dec-2020
Pivot	1 day	3 day
R1	0.7815	0.7801
PP	0.7810	0.7801
S1	0.7806	0.7800

Download as Excel Spreadsheet

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

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