CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 30-Nov-2020

Day Change Summary
	Previous	Current
	27-Nov-2020	30-Nov-2020	Change	Change %	Previous Week
Open	0.7696	0.7706	0.0010	0.1%	0.7643
High	0.7714	0.7741	0.0027	0.4%	0.7714
Low	0.7682	0.7691	0.0009	0.1%	0.7631
Close	0.7704	0.7719	0.0016	0.2%	0.7704
Range	0.0033	0.0051	0.0018	55.4%	0.0084
ATR	0.0046	0.0046	0.0000	0.8%	0.0000
Volume	1,378	1,357	-21	-1.5%	2,973

Daily Pivots for day following 30-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7868	0.7844	0.7747
R3	0.7818	0.7794	0.7733
R2	0.7767	0.7767	0.7728
R1	0.7743	0.7743	0.7724	0.7755
PP	0.7717	0.7717	0.7717	0.7723
S1	0.7693	0.7693	0.7714	0.7705
S2	0.7666	0.7666	0.7710
S3	0.7616	0.7642	0.7705
S4	0.7565	0.7592	0.7691

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	0.7741	0.7631	0.0111	1.4%	0.0040	0.5%	80%	True	False	866
10	0.7741	0.7623	0.0118	1.5%	0.0039	0.5%	81%	True	False	605
20	0.7741	0.7484	0.0258	3.3%	0.0051	0.7%	91%	True	False	415
40	0.7741	0.7460	0.0281	3.6%	0.0046	0.6%	92%	True	False	261
60	0.7741	0.7457	0.0285	3.7%	0.0045	0.6%	92%	True	False	195
80	0.7741	0.7457	0.0285	3.7%	0.0044	0.6%	92%	True	False	151
100	0.7741	0.7336	0.0405	5.2%	0.0041	0.5%	95%	True	False	122
120	0.7741	0.7298	0.0444	5.7%	0.0042	0.5%	95%	True	False	102

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7956
2.618	0.7873
1.618	0.7823
1.000	0.7792
0.618	0.7772
HIGH	0.7741
0.618	0.7722
0.500	0.7716
0.382	0.7710
LOW	0.7691
0.618	0.7659
1.000	0.7640
1.618	0.7609
2.618	0.7558
4.250	0.7476

Fisher Pivots for day following 30-Nov-2020
Pivot	1 day	3 day
R1	0.7718	0.7716
PP	0.7717	0.7713
S1	0.7716	0.7710

Download as Excel Spreadsheet

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

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