CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	0.7706	0.7696	-0.0010	-0.1%	0.7643
High	0.7741	0.7738	-0.0003	0.0%	0.7714
Low	0.7691	0.7695	0.0004	0.1%	0.7631
Close	0.7719	0.7734	0.0015	0.2%	0.7704
Range	0.0051	0.0044	-0.0007	-13.9%	0.0084
ATR	0.0046	0.0046	0.0000	-0.4%	0.0000
Volume	1,357	6,506	5,149	379.4%	2,973

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7853	0.7837	0.7757
R3	0.7809	0.7793	0.7745
R2	0.7766	0.7766	0.7741
R1	0.7750	0.7750	0.7737	0.7758
PP	0.7722	0.7722	0.7722	0.7726
S1	0.7706	0.7706	0.7730	0.7714
S2	0.7679	0.7679	0.7726
S3	0.7635	0.7663	0.7722
S4	0.7592	0.7619	0.7710

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	0.7644	0.0098	1.3%	0.0041	0.5%	92%	False	False	2,081
10	0.7741	0.7624	0.0117	1.5%	0.0039	0.5%	94%	False	False	1,200
20	0.7741	0.7523	0.0218	2.8%	0.0049	0.6%	97%	False	False	732
40	0.7741	0.7460	0.0281	3.6%	0.0047	0.6%	97%	False	False	422
60	0.7741	0.7457	0.0285	3.7%	0.0045	0.6%	97%	False	False	303
80	0.7741	0.7457	0.0285	3.7%	0.0044	0.6%	97%	False	False	232
100	0.7741	0.7336	0.0405	5.2%	0.0042	0.5%	98%	False	False	187
120	0.7741	0.7298	0.0444	5.7%	0.0042	0.5%	98%	False	False	156

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7923
2.618	0.7852
1.618	0.7808
1.000	0.7782
0.618	0.7765
HIGH	0.7738
0.618	0.7721
0.500	0.7716
0.382	0.7711
LOW	0.7695
0.618	0.7668
1.000	0.7651
1.618	0.7624
2.618	0.7581
4.250	0.7510

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	0.7728	0.7726
PP	0.7722	0.7719
S1	0.7716	0.7711

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

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