CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	0.7698	0.7696	-0.0002	0.0%	0.7643
High	0.7703	0.7714	0.0011	0.1%	0.7714
Low	0.7679	0.7682	0.0003	0.0%	0.7631
Close	0.7699	0.7704	0.0005	0.1%	0.7704
Range	0.0025	0.0033	0.0008	32.7%	0.0084
ATR	0.0047	0.0046	-0.0001	-2.2%	0.0000
Volume	445	1,378	933	209.7%	2,973

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7797	0.7783	0.7721
R3	0.7765	0.7750	0.7712
R2	0.7732	0.7732	0.7709
R1	0.7718	0.7718	0.7706	0.7725
PP	0.7700	0.7700	0.7700	0.7703
S1	0.7685	0.7685	0.7701	0.7693
S2	0.7667	0.7667	0.7698
S3	0.7635	0.7653	0.7695
S4	0.7602	0.7620	0.7686

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7933	0.7902	0.7749
R3	0.7850	0.7818	0.7726
R2	0.7766	0.7766	0.7719
R1	0.7735	0.7735	0.7711	0.7751
PP	0.7683	0.7683	0.7683	0.7691
S1	0.7651	0.7651	0.7696	0.7667
S2	0.7599	0.7599	0.7688
S3	0.7516	0.7568	0.7681
S4	0.7432	0.7484	0.7658

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7714	0.7631	0.0084	1.1%	0.0037	0.5%	87%	True	False	645
10	0.7714	0.7596	0.0118	1.5%	0.0037	0.5%	91%	True	False	492
20	0.7738	0.7484	0.0254	3.3%	0.0050	0.7%	87%	False	False	375
40	0.7738	0.7460	0.0278	3.6%	0.0046	0.6%	88%	False	False	228
60	0.7738	0.7457	0.0281	3.6%	0.0045	0.6%	88%	False	False	174
80	0.7738	0.7457	0.0281	3.6%	0.0044	0.6%	88%	False	False	134
100	0.7738	0.7336	0.0402	5.2%	0.0041	0.5%	92%	False	False	109
120	0.7738	0.7298	0.0440	5.7%	0.0042	0.5%	92%	False	False	91

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7852
2.618	0.7799
1.618	0.7767
1.000	0.7747
0.618	0.7734
HIGH	0.7714
0.618	0.7702
0.500	0.7698
0.382	0.7694
LOW	0.7682
0.618	0.7661
1.000	0.7649
1.618	0.7629
2.618	0.7596
4.250	0.7543

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	0.7702	0.7695
PP	0.7700	0.7687
S1	0.7698	0.7679

Download as Excel Spreadsheet

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

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