CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	0.7847	0.7839	-0.0009	-0.1%	0.7821
High	0.7862	0.7862	0.0000	0.0%	0.7870
Low	0.7817	0.7819	0.0002	0.0%	0.7792
Close	0.7830	0.7837	0.0008	0.1%	0.7830
Range	0.0045	0.0043	-0.0002	-4.5%	0.0078
ATR	0.0047	0.0047	0.0000	-0.7%	0.0000
Volume	33,140	12,669	-20,471	-61.8%	463,629

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7967	0.7944	0.7860
R3	0.7924	0.7902	0.7849
R2	0.7882	0.7882	0.7845
R1	0.7859	0.7859	0.7841	0.7849
PP	0.7839	0.7839	0.7839	0.7834
S1	0.7817	0.7817	0.7833	0.7807
S2	0.7797	0.7797	0.7829
S3	0.7754	0.7774	0.7825
S4	0.7712	0.7732	0.7814

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%	0.0047	0.6%	58%	False	False	78,217
10	0.7870	0.7691	0.0179	2.3%	0.0046	0.6%	82%	False	False	75,584
20	0.7870	0.7611	0.0259	3.3%	0.0043	0.6%	87%	False	False	68,765
40	0.7870	0.7470	0.0400	5.1%	0.0050	0.6%	92%	False	False	71,263
60	0.7870	0.7453	0.0417	5.3%	0.0047	0.6%	92%	False	False	70,960
80	0.7870	0.7453	0.0417	5.3%	0.0048	0.6%	92%	False	False	60,329
100	0.7870	0.7432	0.0438	5.6%	0.0047	0.6%	93%	False	False	48,329
120	0.7870	0.7291	0.0579	7.4%	0.0046	0.6%	94%	False	False	40,285

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8042
2.618	0.7973
1.618	0.7930
1.000	0.7904
0.618	0.7888
HIGH	0.7862
0.618	0.7845
0.500	0.7840
0.382	0.7835
LOW	0.7819
0.618	0.7793
1.000	0.7777
1.618	0.7750
2.618	0.7708
4.250	0.7638

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	0.7840	0.7835
PP	0.7839	0.7834
S1	0.7838	0.7832

Download as Excel Spreadsheet

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

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