CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 20-Nov-2020

Day Change Summary
	Previous	Current
	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	0.7650	0.7652	0.0003	0.0%	0.7628
High	0.7664	0.7673	0.0009	0.1%	0.7675
Low	0.7624	0.7640	0.0016	0.2%	0.7623
Close	0.7658	0.7640	-0.0019	-0.2%	0.7640
Range	0.0040	0.0033	-0.0007	-17.5%	0.0052
ATR	0.0050	0.0049	-0.0001	-2.4%	0.0000
Volume	197	256	59	29.9%	1,728

Daily Pivots for day following 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7750	0.7728	0.7658
R3	0.7717	0.7695	0.7649
R2	0.7684	0.7684	0.7646
R1	0.7662	0.7662	0.7643	0.7656
PP	0.7651	0.7651	0.7651	0.7648
S1	0.7629	0.7629	0.7636	0.7623
S2	0.7618	0.7618	0.7633
S3	0.7585	0.7596	0.7630
S4	0.7552	0.7563	0.7621

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7802	0.7773	0.7668
R3	0.7750	0.7721	0.7654
R2	0.7698	0.7698	0.7649
R1	0.7669	0.7669	0.7644	0.7683
PP	0.7646	0.7646	0.7646	0.7653
S1	0.7617	0.7617	0.7635	0.7631
S2	0.7594	0.7594	0.7630
S3	0.7542	0.7565	0.7625
S4	0.7490	0.7513	0.7611

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7675	0.7623	0.0052	0.7%	0.0037	0.5%	32%	False	False	345
10	0.7738	0.7596	0.0142	1.9%	0.0041	0.5%	31%	False	False	278
20	0.7738	0.7460	0.0278	3.6%	0.0055	0.7%	65%	False	False	257
40	0.7738	0.7457	0.0281	3.7%	0.0046	0.6%	65%	False	False	163
60	0.7738	0.7457	0.0281	3.7%	0.0046	0.6%	65%	False	False	127
80	0.7738	0.7440	0.0298	3.9%	0.0043	0.6%	67%	False	False	97
100	0.7738	0.7336	0.0402	5.3%	0.0042	0.5%	76%	False	False	79
120	0.7738	0.7298	0.0440	5.8%	0.0042	0.5%	78%	False	False	67

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7813
2.618	0.7759
1.618	0.7726
1.000	0.7706
0.618	0.7693
HIGH	0.7673
0.618	0.7660
0.500	0.7656
0.382	0.7652
LOW	0.7640
0.618	0.7619
1.000	0.7607
1.618	0.7586
2.618	0.7553
4.250	0.7499

Fisher Pivots for day following 20-Nov-2020
Pivot	1 day	3 day
R1	0.7656	0.7650
PP	0.7651	0.7646
S1	0.7645	0.7643

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

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