CME Canadian Dollar Future March 2021

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

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	0.7693	0.7674	-0.0019	-0.2%	0.7502
High	0.7701	0.7690	-0.0011	-0.1%	0.7683
Low	0.7667	0.7651	-0.0016	-0.2%	0.7484
Close	0.7684	0.7656	-0.0029	-0.4%	0.7680
Range	0.0034	0.0040	0.0006	16.2%	0.0200
ATR	0.0056	0.0055	-0.0001	-2.1%	0.0000
Volume	134	185	51	38.1%	1,197

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7784	0.7759	0.7677
R3	0.7744	0.7720	0.7666
R2	0.7705	0.7705	0.7663
R1	0.7680	0.7680	0.7659	0.7673
PP	0.7665	0.7665	0.7665	0.7662
S1	0.7641	0.7641	0.7652	0.7633
S2	0.7626	0.7626	0.7648
S3	0.7586	0.7601	0.7645
S4	0.7547	0.7562	0.7634

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8214	0.8146	0.7789
R3	0.8014	0.7947	0.7734
R2	0.7815	0.7815	0.7716
R1	0.7747	0.7747	0.7698	0.7781
PP	0.7615	0.7615	0.7615	0.7632
S1	0.7548	0.7548	0.7661	0.7582
S2	0.7416	0.7416	0.7643
S3	0.7216	0.7348	0.7625
S4	0.7017	0.7149	0.7570

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7738	0.7592	0.0146	1.9%	0.0054	0.7%	44%	False	False	261
10	0.7738	0.7460	0.0278	3.6%	0.0066	0.9%	70%	False	False	262
20	0.7738	0.7460	0.0278	3.6%	0.0055	0.7%	70%	False	False	177
40	0.7738	0.7457	0.0281	3.7%	0.0048	0.6%	71%	False	False	120
60	0.7738	0.7457	0.0281	3.7%	0.0046	0.6%	71%	False	False	91
80	0.7738	0.7422	0.0316	4.1%	0.0043	0.6%	74%	False	False	71
100	0.7738	0.7298	0.0440	5.7%	0.0042	0.5%	81%	False	False	57
120	0.7738	0.7234	0.0504	6.6%	0.0042	0.5%	84%	False	False	49

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7858
2.618	0.7793
1.618	0.7754
1.000	0.7730
0.618	0.7714
HIGH	0.7690
0.618	0.7675
0.500	0.7670
0.382	0.7666
LOW	0.7651
0.618	0.7626
1.000	0.7611
1.618	0.7587
2.618	0.7547
4.250	0.7483

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	0.7670	0.7694
PP	0.7665	0.7681
S1	0.7660	0.7668

Download as Excel Spreadsheet

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

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