CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	0.7502	0.7569	0.0068	0.9%	0.7592
High	0.7570	0.7635	0.0065	0.9%	0.7622
Low	0.7484	0.7561	0.0077	1.0%	0.7460
Close	0.7561	0.7596	0.0035	0.5%	0.7513
Range	0.0087	0.0074	-0.0013	-14.5%	0.0162
ATR	0.0049	0.0050	0.0002	3.8%	0.0000
Volume	164	199	35	21.3%	1,169

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7819	0.7781	0.7636
R3	0.7745	0.7707	0.7616
R2	0.7671	0.7671	0.7609
R1	0.7633	0.7633	0.7602	0.7652
PP	0.7597	0.7597	0.7597	0.7606
S1	0.7559	0.7559	0.7589	0.7578
S2	0.7523	0.7523	0.7582
S3	0.7449	0.7485	0.7575
S4	0.7375	0.7411	0.7555

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8018	0.7927	0.7602
R3	0.7856	0.7765	0.7557
R2	0.7694	0.7694	0.7542
R1	0.7603	0.7603	0.7527	0.7567
PP	0.7532	0.7532	0.7532	0.7514
S1	0.7441	0.7441	0.7498	0.7405
S2	0.7370	0.7370	0.7483
S3	0.7208	0.7279	0.7468
S4	0.7046	0.7117	0.7423

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7635	0.7460	0.0175	2.3%	0.0070	0.9%	78%	True	False	278
10	0.7648	0.7460	0.0188	2.5%	0.0054	0.7%	72%	False	False	169
20	0.7648	0.7460	0.0188	2.5%	0.0047	0.6%	72%	False	False	119
40	0.7648	0.7457	0.0192	2.5%	0.0044	0.6%	73%	False	False	91
60	0.7697	0.7457	0.0241	3.2%	0.0043	0.6%	58%	False	False	69
80	0.7697	0.7336	0.0361	4.8%	0.0040	0.5%	72%	False	False	53
100	0.7697	0.7298	0.0400	5.3%	0.0040	0.5%	75%	False	False	43

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7949
2.618	0.7828
1.618	0.7754
1.000	0.7709
0.618	0.7680
HIGH	0.7635
0.618	0.7606
0.500	0.7598
0.382	0.7589
LOW	0.7561
0.618	0.7515
1.000	0.7487
1.618	0.7441
2.618	0.7367
4.250	0.7246

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	0.7598	0.7583
PP	0.7597	0.7571
S1	0.7596	0.7559

Download as Excel Spreadsheet

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

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