CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 02-Dec-2020

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	0.7696	0.7734	0.0038	0.5%	0.7643
High	0.7738	0.7749	0.0011	0.1%	0.7714
Low	0.7695	0.7721	0.0026	0.3%	0.7631
Close	0.7734	0.7742	0.0008	0.1%	0.7704
Range	0.0044	0.0029	-0.0015	-34.5%	0.0084
ATR	0.0046	0.0045	-0.0001	-2.7%	0.0000
Volume	6,506	3,003	-3,503	-53.8%	2,973

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7823	0.7811	0.7757
R3	0.7794	0.7782	0.7749
R2	0.7766	0.7766	0.7747
R1	0.7754	0.7754	0.7744	0.7760
PP	0.7737	0.7737	0.7737	0.7740
S1	0.7725	0.7725	0.7739	0.7731
S2	0.7709	0.7709	0.7736
S3	0.7680	0.7697	0.7734
S4	0.7652	0.7668	0.7726

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	0.7749	0.7679	0.0071	0.9%	0.0036	0.5%	89%	True	False	2,537
10	0.7749	0.7624	0.0125	1.6%	0.0039	0.5%	94%	True	False	1,472
20	0.7749	0.7523	0.0226	2.9%	0.0046	0.6%	97%	True	False	872
40	0.7749	0.7460	0.0289	3.7%	0.0047	0.6%	97%	True	False	496
60	0.7749	0.7457	0.0293	3.8%	0.0045	0.6%	97%	True	False	351
80	0.7749	0.7457	0.0293	3.8%	0.0044	0.6%	97%	True	False	270
100	0.7749	0.7336	0.0413	5.3%	0.0042	0.5%	98%	True	False	217
120	0.7749	0.7298	0.0452	5.8%	0.0041	0.5%	98%	True	False	181

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7870
2.618	0.7824
1.618	0.7795
1.000	0.7778
0.618	0.7767
HIGH	0.7749
0.618	0.7738
0.500	0.7735
0.382	0.7731
LOW	0.7721
0.618	0.7703
1.000	0.7692
1.618	0.7674
2.618	0.7646
4.250	0.7599

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	0.7739	0.7734
PP	0.7737	0.7727
S1	0.7735	0.7720

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

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