CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 0.7660 0.7676 0.0016 0.2% 0.7502
High 0.7683 0.7738 0.0055 0.7% 0.7683
Low 0.7639 0.7670 0.0031 0.4% 0.7484
Close 0.7680 0.7706 0.0026 0.3% 0.7680
Range 0.0045 0.0068 0.0024 52.8% 0.0200
ATR 0.0056 0.0057 0.0001 1.5% 0.0000
Volume 312 285 -27 -8.7% 1,197
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7908 0.7875 0.7743
R3 0.7840 0.7807 0.7724
R2 0.7772 0.7772 0.7718
R1 0.7739 0.7739 0.7712 0.7756
PP 0.7704 0.7704 0.7704 0.7713
S1 0.7671 0.7671 0.7699 0.7688
S2 0.7636 0.7636 0.7693
S3 0.7568 0.7603 0.7687
S4 0.7500 0.7535 0.7668
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.8214 0.8146 0.7789
R3 0.8014 0.7947 0.7734
R2 0.7815 0.7815 0.7716
R1 0.7747 0.7747 0.7698 0.7781
PP 0.7615 0.7615 0.7615 0.7632
S1 0.7548 0.7548 0.7661 0.7582
S2 0.7416 0.7416 0.7643
S3 0.7216 0.7348 0.7625
S4 0.7017 0.7149 0.7570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7738 0.7523 0.0215 2.8% 0.0078 1.0% 85% True False 263
10 0.7738 0.7460 0.0278 3.6% 0.0070 0.9% 88% True False 261
20 0.7738 0.7460 0.0278 3.6% 0.0054 0.7% 88% True False 165
40 0.7738 0.7457 0.0281 3.6% 0.0048 0.6% 89% True False 114
60 0.7738 0.7457 0.0281 3.6% 0.0046 0.6% 89% True False 86
80 0.7738 0.7360 0.0378 4.9% 0.0043 0.6% 92% True False 67
100 0.7738 0.7298 0.0440 5.7% 0.0042 0.5% 93% True False 54
120 0.7738 0.7127 0.0611 7.9% 0.0042 0.5% 95% True False 47
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8027
2.618 0.7916
1.618 0.7848
1.000 0.7806
0.618 0.7780
HIGH 0.7738
0.618 0.7712
0.500 0.7704
0.382 0.7695
LOW 0.7670
0.618 0.7627
1.000 0.7602
1.618 0.7559
2.618 0.7491
4.250 0.7381
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 0.7705 0.7692
PP 0.7704 0.7678
S1 0.7704 0.7665

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

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