CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 07-Dec-2020

Day Change Summary
	Previous	Current
	04-Dec-2020	07-Dec-2020	Change	Change %	Previous Week
Open	0.7776	0.7827	0.0051	0.6%	0.7706
High	0.7832	0.7830	-0.0003	0.0%	0.7832
Low	0.7771	0.7796	0.0025	0.3%	0.7691
Close	0.7829	0.7819	-0.0010	-0.1%	0.7829
Range	0.0061	0.0034	-0.0028	-45.1%	0.0142
ATR	0.0046	0.0045	-0.0001	-2.0%	0.0000
Volume	5,293	26,068	20,775	392.5%	20,840

Daily Pivots for day following 07-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7915	0.7900	0.7837
R3	0.7882	0.7867	0.7828
R2	0.7848	0.7848	0.7825
R1	0.7833	0.7833	0.7822	0.7824
PP	0.7815	0.7815	0.7815	0.7810
S1	0.7800	0.7800	0.7815	0.7791
S2	0.7781	0.7781	0.7812
S3	0.7748	0.7766	0.7809
S4	0.7714	0.7733	0.7800

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8208	0.8160	0.7906
R3	0.8067	0.8018	0.7867
R2	0.7925	0.7925	0.7854
R1	0.7877	0.7877	0.7841	0.7901
PP	0.7784	0.7784	0.7784	0.7796
S1	0.7735	0.7735	0.7816	0.7760
S2	0.7642	0.7642	0.7803
S3	0.7501	0.7594	0.7790
S4	0.7359	0.7452	0.7751

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7832	0.7695	0.0138	1.8%	0.0044	0.6%	90%	False	False	9,110
10	0.7832	0.7631	0.0202	2.6%	0.0042	0.5%	93%	False	False	4,988
20	0.7832	0.7596	0.0236	3.0%	0.0042	0.5%	94%	False	False	2,633
40	0.7832	0.7460	0.0372	4.8%	0.0047	0.6%	96%	False	False	1,392
60	0.7832	0.7457	0.0376	4.8%	0.0045	0.6%	96%	False	False	950
80	0.7832	0.7457	0.0376	4.8%	0.0044	0.6%	96%	False	False	720
100	0.7832	0.7360	0.0472	6.0%	0.0042	0.5%	97%	False	False	577
120	0.7832	0.7298	0.0535	6.8%	0.0041	0.5%	97%	False	False	482

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7972
2.618	0.7917
1.618	0.7884
1.000	0.7863
0.618	0.7850
HIGH	0.7830
0.618	0.7817
0.500	0.7813
0.382	0.7809
LOW	0.7796
0.618	0.7775
1.000	0.7763
1.618	0.7742
2.618	0.7708
4.250	0.7654

Fisher Pivots for day following 07-Dec-2020
Pivot	1 day	3 day
R1	0.7817	0.7806
PP	0.7815	0.7794
S1	0.7813	0.7781

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

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