CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 11-Dec-2020

Day Change Summary
	Previous	Current
	10-Dec-2020	11-Dec-2020	Change	Change %	Previous Week
Open	0.7801	0.7847	0.0047	0.6%	0.7821
High	0.7870	0.7862	-0.0008	-0.1%	0.7870
Low	0.7795	0.7817	0.0023	0.3%	0.7792
Close	0.7846	0.7830	-0.0017	-0.2%	0.7830
Range	0.0075	0.0045	-0.0031	-40.7%	0.0078
ATR	0.0047	0.0047	0.0000	-0.4%	0.0000
Volume	123,838	33,140	-90,698	-73.2%	463,629

Daily Pivots for day following 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7970	0.7944	0.7854
R3	0.7925	0.7900	0.7842
R2	0.7881	0.7881	0.7838
R1	0.7855	0.7855	0.7834	0.7846
PP	0.7836	0.7836	0.7836	0.7831
S1	0.7811	0.7811	0.7825	0.7801
S2	0.7792	0.7792	0.7821
S3	0.7747	0.7766	0.7817
S4	0.7703	0.7722	0.7805

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8063	0.8024	0.7872
R3	0.7985	0.7946	0.7851
R2	0.7908	0.7908	0.7844
R1	0.7869	0.7869	0.7837	0.7888
PP	0.7830	0.7830	0.7830	0.7840
S1	0.7791	0.7791	0.7822	0.7811
S2	0.7753	0.7753	0.7815
S3	0.7675	0.7714	0.7808
S4	0.7598	0.7636	0.7787

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7870	0.7792	0.0078	1.0%	0.0045	0.6%	48%	False	False	92,725
10	0.7870	0.7687	0.0183	2.3%	0.0047	0.6%	78%	False	False	83,705
20	0.7870	0.7592	0.0278	3.5%	0.0043	0.5%	86%	False	False	70,695
40	0.7870	0.7470	0.0400	5.1%	0.0049	0.6%	90%	False	False	72,607
60	0.7870	0.7453	0.0417	5.3%	0.0047	0.6%	90%	False	False	71,824
80	0.7870	0.7453	0.0417	5.3%	0.0048	0.6%	90%	False	False	60,186
100	0.7870	0.7432	0.0438	5.6%	0.0047	0.6%	91%	False	False	48,204
120	0.7870	0.7291	0.0579	7.4%	0.0046	0.6%	93%	False	False	40,180

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8051
2.618	0.7978
1.618	0.7934
1.000	0.7906
0.618	0.7889
HIGH	0.7862
0.618	0.7845
0.500	0.7839
0.382	0.7834
LOW	0.7817
0.618	0.7789
1.000	0.7773
1.618	0.7745
2.618	0.7700
4.250	0.7628

Fisher Pivots for day following 11-Dec-2020
Pivot	1 day	3 day
R1	0.7839	0.7831
PP	0.7836	0.7830
S1	0.7833	0.7830

Download as Excel Spreadsheet

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

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