CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	0.7839	0.7836	-0.0003	0.0%	0.7821
High	0.7862	0.7855	-0.0007	-0.1%	0.7870
Low	0.7819	0.7830	0.0011	0.1%	0.7792
Close	0.7837	0.7852	0.0015	0.2%	0.7830
Range	0.0043	0.0025	-0.0018	-42.4%	0.0078
ATR	0.0047	0.0045	-0.0002	-3.4%	0.0000
Volume	12,669	5,289	-7,380	-58.3%	463,629

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7919	0.7910	0.7865
R3	0.7895	0.7886	0.7859
R2	0.7870	0.7870	0.7856
R1	0.7861	0.7861	0.7854	0.7866
PP	0.7846	0.7846	0.7846	0.7848
S1	0.7837	0.7837	0.7850	0.7841
S2	0.7821	0.7821	0.7848
S3	0.7797	0.7812	0.7845
S4	0.7772	0.7788	0.7839

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%	77%	False	False	61,411
10	0.7870	0.7717	0.0153	1.9%	0.0044	0.6%	89%	False	False	68,611
20	0.7870	0.7621	0.0249	3.2%	0.0042	0.5%	93%	False	False	66,461
40	0.7870	0.7470	0.0400	5.1%	0.0050	0.6%	96%	False	False	70,062
60	0.7870	0.7453	0.0417	5.3%	0.0046	0.6%	96%	False	False	69,309
80	0.7870	0.7453	0.0417	5.3%	0.0047	0.6%	96%	False	False	60,390
100	0.7870	0.7432	0.0438	5.6%	0.0047	0.6%	96%	False	False	48,379
120	0.7870	0.7291	0.0579	7.4%	0.0046	0.6%	97%	False	False	40,329

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	0.7959
2.618	0.7919
1.618	0.7894
1.000	0.7879
0.618	0.7870
HIGH	0.7855
0.618	0.7845
0.500	0.7842
0.382	0.7839
LOW	0.7830
0.618	0.7815
1.000	0.7806
1.618	0.7790
2.618	0.7766
4.250	0.7726

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	0.7849	0.7848
PP	0.7846	0.7844
S1	0.7842	0.7839

Download as Excel Spreadsheet

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

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