CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 0.7693 0.7674 -0.0019 -0.2% 0.7502
High 0.7701 0.7690 -0.0011 -0.1% 0.7683
Low 0.7667 0.7651 -0.0016 -0.2% 0.7484
Close 0.7684 0.7656 -0.0029 -0.4% 0.7680
Range 0.0034 0.0040 0.0006 16.2% 0.0200
ATR 0.0056 0.0055 -0.0001 -2.1% 0.0000
Volume 134 185 51 38.1% 1,197
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7784 0.7759 0.7677
R3 0.7744 0.7720 0.7666
R2 0.7705 0.7705 0.7663
R1 0.7680 0.7680 0.7659 0.7673
PP 0.7665 0.7665 0.7665 0.7662
S1 0.7641 0.7641 0.7652 0.7633
S2 0.7626 0.7626 0.7648
S3 0.7586 0.7601 0.7645
S4 0.7547 0.7562 0.7634
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 0.7592 0.0146 1.9% 0.0054 0.7% 44% False False 261
10 0.7738 0.7460 0.0278 3.6% 0.0066 0.9% 70% False False 262
20 0.7738 0.7460 0.0278 3.6% 0.0055 0.7% 70% False False 177
40 0.7738 0.7457 0.0281 3.7% 0.0048 0.6% 71% False False 120
60 0.7738 0.7457 0.0281 3.7% 0.0046 0.6% 71% False False 91
80 0.7738 0.7422 0.0316 4.1% 0.0043 0.6% 74% False False 71
100 0.7738 0.7298 0.0440 5.7% 0.0042 0.5% 81% False False 57
120 0.7738 0.7234 0.0504 6.6% 0.0042 0.5% 84% False False 49
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 0.7858
2.618 0.7793
1.618 0.7754
1.000 0.7730
0.618 0.7714
HIGH 0.7690
0.618 0.7675
0.500 0.7670
0.382 0.7666
LOW 0.7651
0.618 0.7626
1.000 0.7611
1.618 0.7587
2.618 0.7547
4.250 0.7483
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 0.7670 0.7694
PP 0.7665 0.7681
S1 0.7660 0.7668

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

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