CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 13-Nov-2020

Day Change Summary
	Previous	Current
	12-Nov-2020	13-Nov-2020	Change	Change %	Previous Week
Open	0.7660	0.7614	-0.0046	-0.6%	0.7676
High	0.7662	0.7627	-0.0035	-0.5%	0.7738
Low	0.7609	0.7596	-0.0013	-0.2%	0.7596
Close	0.7615	0.7616	0.0002	0.0%	0.7616
Range	0.0054	0.0031	-0.0023	-42.1%	0.0142
ATR	0.0055	0.0053	-0.0002	-3.1%	0.0000
Volume	224	226	2	0.9%	1,054

Daily Pivots for day following 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7706	0.7692	0.7633
R3	0.7675	0.7661	0.7625
R2	0.7644	0.7644	0.7622
R1	0.7630	0.7630	0.7619	0.7637
PP	0.7613	0.7613	0.7613	0.7617
S1	0.7599	0.7599	0.7613	0.7606
S2	0.7582	0.7582	0.7610
S3	0.7551	0.7568	0.7607
S4	0.7520	0.7537	0.7599

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8074	0.7987	0.7694
R3	0.7933	0.7845	0.7655
R2	0.7791	0.7791	0.7642
R1	0.7704	0.7704	0.7629	0.7677
PP	0.7650	0.7650	0.7650	0.7636
S1	0.7562	0.7562	0.7603	0.7535
S2	0.7508	0.7508	0.7590
S3	0.7367	0.7421	0.7577
S4	0.7225	0.7279	0.7538

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7738	0.7596	0.0142	1.9%	0.0045	0.6%	14%	False	True	210
10	0.7738	0.7484	0.0254	3.3%	0.0063	0.8%	52%	False	False	225
20	0.7738	0.7460	0.0278	3.6%	0.0055	0.7%	56%	False	False	184
40	0.7738	0.7457	0.0281	3.7%	0.0048	0.6%	57%	False	False	126
60	0.7738	0.7457	0.0281	3.7%	0.0046	0.6%	57%	False	False	99
80	0.7738	0.7436	0.0302	4.0%	0.0043	0.6%	60%	False	False	76
100	0.7738	0.7298	0.0440	5.8%	0.0042	0.5%	72%	False	False	62
120	0.7738	0.7238	0.0500	6.6%	0.0042	0.6%	76%	False	False	52

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7759
2.618	0.7708
1.618	0.7677
1.000	0.7658
0.618	0.7646
HIGH	0.7627
0.618	0.7615
0.500	0.7612
0.382	0.7608
LOW	0.7596
0.618	0.7577
1.000	0.7565
1.618	0.7546
2.618	0.7515
4.250	0.7464

Fisher Pivots for day following 13-Nov-2020
Pivot	1 day	3 day
R1	0.7615	0.7643
PP	0.7613	0.7634
S1	0.7612	0.7625

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

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