CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 25-Nov-2020

Day Change Summary
	Previous	Current
	24-Nov-2020	25-Nov-2020	Change	Change %	Previous Week
Open	0.7654	0.7698	0.0044	0.6%	0.7628
High	0.7699	0.7703	0.0005	0.1%	0.7675
Low	0.7644	0.7679	0.0035	0.5%	0.7623
Close	0.7692	0.7699	0.0007	0.1%	0.7640
Range	0.0055	0.0025	-0.0031	-55.5%	0.0052
ATR	0.0048	0.0047	-0.0002	-3.5%	0.0000
Volume	721	445	-276	-38.3%	1,728

Daily Pivots for day following 25-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7767	0.7757	0.7712
R3	0.7742	0.7733	0.7705
R2	0.7718	0.7718	0.7703
R1	0.7708	0.7708	0.7701	0.7713
PP	0.7693	0.7693	0.7693	0.7696
S1	0.7684	0.7684	0.7696	0.7689
S2	0.7669	0.7669	0.7694
S3	0.7644	0.7659	0.7692
S4	0.7620	0.7635	0.7685

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	0.7703	0.7624	0.0079	1.0%	0.0038	0.5%	94%	True	False	409
10	0.7703	0.7596	0.0107	1.4%	0.0039	0.5%	96%	True	False	377
20	0.7738	0.7460	0.0278	3.6%	0.0052	0.7%	86%	False	False	319
40	0.7738	0.7460	0.0278	3.6%	0.0046	0.6%	86%	False	False	197
60	0.7738	0.7457	0.0281	3.7%	0.0045	0.6%	86%	False	False	152
80	0.7738	0.7457	0.0281	3.7%	0.0044	0.6%	86%	False	False	117
100	0.7738	0.7336	0.0402	5.2%	0.0042	0.5%	90%	False	False	95
120	0.7738	0.7298	0.0440	5.7%	0.0042	0.6%	91%	False	False	80

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	0.0008
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.7807
2.618	0.7767
1.618	0.7743
1.000	0.7728
0.618	0.7718
HIGH	0.7703
0.618	0.7694
0.500	0.7691
0.382	0.7688
LOW	0.7679
0.618	0.7663
1.000	0.7654
1.618	0.7639
2.618	0.7614
4.250	0.7574

Fisher Pivots for day following 25-Nov-2020
Pivot	1 day	3 day
R1	0.7696	0.7688
PP	0.7693	0.7677
S1	0.7691	0.7667

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

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