CME Canadian Dollar Future June 2021

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Trading Metrics calculated at close of trading on 24-Dec-2020
Day Change Summary Previous Current 23-Dec-2020 24-Dec-2020 Change Change % Previous Week Open 0.7755 0.7796 0.0041 0.5% 0.7864 High 0.7797 0.7808 0.0012 0.1% 0.7886 Low 0.7751 0.7796 0.0045 0.6% 0.7820 Close 0.7784 0.7808 0.0024 0.3% 0.7824 Range 0.0046 0.0013 -0.0033 -72.5% 0.0067 ATR 0.0049 0.0047 -0.0002 -3.6% 0.0000 Volume 130 11 -119 -91.5% 359
Daily Pivots for day following 24-Dec-2020 Classic Woodie Camarilla DeMark R4 0.7841 0.7837 0.7815 R3 0.7829 0.7825 0.7811 R2 0.7816 0.7816 0.7810 R1 0.7812 0.7812 0.7809 0.7814 PP 0.7804 0.7804 0.7804 0.7805 S1 0.7800 0.7800 0.7807 0.7802 S2 0.7791 0.7791 0.7806 S3 0.7779 0.7787 0.7805 S4 0.7766 0.7775 0.7801	Weekly Pivots for week ending 18-Dec-2020 Classic Woodie Camarilla DeMark R4 0.8043 0.8000 0.7861 R3 0.7976 0.7933 0.7842 R2 0.7910 0.7910 0.7836 R1 0.7867 0.7867 0.7830 0.7855 PP 0.7843 0.7843 0.7843 0.7837 S1 0.7800 0.7800 0.7818 0.7789 S2 0.7777 0.7777 0.7812 S3 0.7710 0.7734 0.7806 S4 0.7644 0.7667 0.7787
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7865 0.7723 0.0142 1.8% 0.0047 0.6% 60% False False 85 10 0.7886 0.7723 0.0163 2.1% 0.0045 0.6% 52% False False 82 20 0.7886 0.7684 0.0203 2.6% 0.0043 0.6% 61% False False 127 40 0.7886 0.7476 0.0410 5.3% 0.0044 0.6% 81% False False 100
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 0.0006 Narrowest range in 52 trading days	Fibonacci Retracements and Extensions 4.250 0.7861 2.618 0.7841 1.618 0.7828 1.000 0.7821 0.618 0.7816 HIGH 0.7808 0.618 0.7803 0.500 0.7802 0.382 0.7800 LOW 0.7796 0.618 0.7788 1.000 0.7783 1.618 0.7775 2.618 0.7763 4.250 0.7742
Fisher Pivots for day following 24-Dec-2020 Pivot 1 day 3 day R1 0.7806 0.7797 PP 0.7804 0.7785 S1 0.7802 0.7774

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