CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 23-Nov-2020

Day Change Summary
	Previous	Current
	20-Nov-2020	23-Nov-2020	Change	Change %	Previous Week
Open	0.7652	0.7643	-0.0009	-0.1%	0.7628
High	0.7673	0.7669	-0.0004	0.0%	0.7675
Low	0.7640	0.7631	-0.0009	-0.1%	0.7623
Close	0.7640	0.7649	0.0010	0.1%	0.7640
Range	0.0033	0.0039	0.0006	16.7%	0.0052
ATR	0.0049	0.0048	-0.0001	-1.5%	0.0000
Volume	256	429	173	67.6%	1,728

Daily Pivots for day following 23-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7765	0.7746	0.7670
R3	0.7727	0.7707	0.7660
R2	0.7688	0.7688	0.7656
R1	0.7669	0.7669	0.7653	0.7678
PP	0.7650	0.7650	0.7650	0.7654
S1	0.7630	0.7630	0.7645	0.7640
S2	0.7611	0.7611	0.7642
S3	0.7573	0.7592	0.7638
S4	0.7534	0.7553	0.7628

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	0.7624	0.0051	0.7%	0.0038	0.5%	49%	False	False	319
10	0.7701	0.7596	0.0105	1.4%	0.0038	0.5%	51%	False	False	292
20	0.7738	0.7460	0.0278	3.6%	0.0054	0.7%	68%	False	False	276
40	0.7738	0.7457	0.0281	3.7%	0.0046	0.6%	69%	False	False	174
60	0.7738	0.7457	0.0281	3.7%	0.0046	0.6%	69%	False	False	134
80	0.7738	0.7440	0.0298	3.9%	0.0044	0.6%	70%	False	False	103
100	0.7738	0.7336	0.0402	5.2%	0.0042	0.5%	78%	False	False	83
120	0.7738	0.7298	0.0440	5.8%	0.0042	0.5%	80%	False	False	70

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7833
2.618	0.7770
1.618	0.7731
1.000	0.7708
0.618	0.7693
HIGH	0.7669
0.618	0.7654
0.500	0.7650
0.382	0.7645
LOW	0.7631
0.618	0.7607
1.000	0.7592
1.618	0.7568
2.618	0.7530
4.250	0.7467

Fisher Pivots for day following 23-Nov-2020
Pivot	1 day	3 day
R1	0.7650	0.7649
PP	0.7650	0.7649
S1	0.7649	0.7648

Download as Excel Spreadsheet

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

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