CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	0.7734	0.7746	0.0012	0.1%	0.7643
High	0.7749	0.7784	0.0035	0.4%	0.7714
Low	0.7721	0.7731	0.0010	0.1%	0.7631
Close	0.7742	0.7782	0.0041	0.5%	0.7704
Range	0.0029	0.0053	0.0025	86.0%	0.0084
ATR	0.0045	0.0045	0.0001	1.4%	0.0000
Volume	3,003	4,681	1,678	55.9%	2,973

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7924	0.7906	0.7811
R3	0.7871	0.7853	0.7797
R2	0.7818	0.7818	0.7792
R1	0.7800	0.7800	0.7787	0.7809
PP	0.7765	0.7765	0.7765	0.7770
S1	0.7747	0.7747	0.7777	0.7756
S2	0.7712	0.7712	0.7772
S3	0.7659	0.7694	0.7767
S4	0.7606	0.7641	0.7753

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	0.7784	0.7682	0.0102	1.3%	0.0042	0.5%	99%	True	False	3,385
10	0.7784	0.7624	0.0160	2.0%	0.0040	0.5%	99%	True	False	1,897
20	0.7784	0.7592	0.0192	2.5%	0.0043	0.6%	99%	True	False	1,100
40	0.7784	0.7460	0.0324	4.2%	0.0047	0.6%	100%	True	False	610
60	0.7784	0.7457	0.0327	4.2%	0.0045	0.6%	100%	True	False	428
80	0.7784	0.7457	0.0327	4.2%	0.0044	0.6%	100%	True	False	328
100	0.7784	0.7360	0.0424	5.4%	0.0042	0.5%	100%	True	False	264
120	0.7784	0.7298	0.0486	6.2%	0.0041	0.5%	100%	True	False	220

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8009
2.618	0.7922
1.618	0.7869
1.000	0.7837
0.618	0.7816
HIGH	0.7784
0.618	0.7763
0.500	0.7757
0.382	0.7751
LOW	0.7731
0.618	0.7698
1.000	0.7678
1.618	0.7645
2.618	0.7592
4.250	0.7505

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	0.7774	0.7768
PP	0.7765	0.7753
S1	0.7757	0.7739

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

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