CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 08-Dec-2020

Day Change Summary
	Previous	Current
	07-Dec-2020	08-Dec-2020	Change	Change %	Previous Week
Open	0.7827	0.7818	-0.0009	-0.1%	0.7706
High	0.7830	0.7837	0.0008	0.1%	0.7832
Low	0.7796	0.7802	0.0006	0.1%	0.7691
Close	0.7819	0.7806	-0.0013	-0.2%	0.7829
Range	0.0034	0.0035	0.0002	4.5%	0.0142
ATR	0.0045	0.0045	-0.0001	-1.6%	0.0000
Volume	26,068	38,799	12,731	48.8%	20,840

Daily Pivots for day following 08-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7920	0.7898	0.7825
R3	0.7885	0.7863	0.7816
R2	0.7850	0.7850	0.7812
R1	0.7828	0.7828	0.7809	0.7822
PP	0.7815	0.7815	0.7815	0.7812
S1	0.7793	0.7793	0.7803	0.7787
S2	0.7780	0.7780	0.7800
S3	0.7745	0.7758	0.7796
S4	0.7710	0.7723	0.7787

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	0.7837	0.7721	0.0117	1.5%	0.0042	0.5%	73%	True	False	15,568
10	0.7837	0.7644	0.0194	2.5%	0.0042	0.5%	84%	True	False	8,825
20	0.7837	0.7596	0.0241	3.1%	0.0040	0.5%	87%	True	False	4,558
40	0.7837	0.7460	0.0377	4.8%	0.0047	0.6%	92%	True	False	2,362
60	0.7837	0.7457	0.0381	4.9%	0.0045	0.6%	92%	True	False	1,595
80	0.7837	0.7457	0.0381	4.9%	0.0044	0.6%	92%	True	False	1,204
100	0.7837	0.7360	0.0477	6.1%	0.0043	0.5%	94%	True	False	965
120	0.7837	0.7298	0.0540	6.9%	0.0041	0.5%	94%	True	False	805

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7986
2.618	0.7929
1.618	0.7894
1.000	0.7872
0.618	0.7859
HIGH	0.7837
0.618	0.7824
0.500	0.7820
0.382	0.7815
LOW	0.7802
0.618	0.7780
1.000	0.7767
1.618	0.7745
2.618	0.7710
4.250	0.7653

Fisher Pivots for day following 08-Dec-2020
Pivot	1 day	3 day
R1	0.7820	0.7805
PP	0.7815	0.7805
S1	0.7811	0.7804

Download as Excel Spreadsheet

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

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