CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 0.7676 0.7693 0.0017 0.2% 0.7502
High 0.7738 0.7701 -0.0037 -0.5% 0.7683
Low 0.7670 0.7667 -0.0003 0.0% 0.7484
Close 0.7706 0.7684 -0.0022 -0.3% 0.7680
Range 0.0068 0.0034 -0.0034 -50.0% 0.0200
ATR 0.0057 0.0056 -0.0001 -2.3% 0.0000
Volume 285 134 -151 -53.0% 1,197
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7786 0.7769 0.7703
R3 0.7752 0.7735 0.7693
R2 0.7718 0.7718 0.7690
R1 0.7701 0.7701 0.7687 0.7692
PP 0.7684 0.7684 0.7684 0.7679
S1 0.7667 0.7667 0.7681 0.7658
S2 0.7650 0.7650 0.7678
S3 0.7616 0.7633 0.7675
S4 0.7582 0.7599 0.7665
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% 0.0070 0.9% 75% False False 250
10 0.7738 0.7460 0.0278 3.6% 0.0070 0.9% 81% False False 264
20 0.7738 0.7460 0.0278 3.6% 0.0055 0.7% 81% False False 169
40 0.7738 0.7457 0.0281 3.7% 0.0048 0.6% 81% False False 115
60 0.7738 0.7457 0.0281 3.7% 0.0046 0.6% 81% False False 88
80 0.7738 0.7397 0.0341 4.4% 0.0043 0.6% 84% False False 69
100 0.7738 0.7298 0.0440 5.7% 0.0042 0.5% 88% False False 56
120 0.7738 0.7127 0.0611 7.9% 0.0042 0.5% 91% False False 47
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 0.0011
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7845
2.618 0.7790
1.618 0.7756
1.000 0.7735
0.618 0.7722
HIGH 0.7701
0.618 0.7688
0.500 0.7684
0.382 0.7679
LOW 0.7667
0.618 0.7645
1.000 0.7633
1.618 0.7611
2.618 0.7577
4.250 0.7522
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 0.7684 0.7688
PP 0.7684 0.7687
S1 0.7684 0.7685

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

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