CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 0.7660 0.7614 -0.0046 -0.6% 0.7676
High 0.7662 0.7627 -0.0035 -0.5% 0.7738
Low 0.7609 0.7596 -0.0013 -0.2% 0.7596
Close 0.7615 0.7616 0.0002 0.0% 0.7616
Range 0.0054 0.0031 -0.0023 -42.1% 0.0142
ATR 0.0055 0.0053 -0.0002 -3.1% 0.0000
Volume 224 226 2 0.9% 1,054
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7706 0.7692 0.7633
R3 0.7675 0.7661 0.7625
R2 0.7644 0.7644 0.7622
R1 0.7630 0.7630 0.7619 0.7637
PP 0.7613 0.7613 0.7613 0.7617
S1 0.7599 0.7599 0.7613 0.7606
S2 0.7582 0.7582 0.7610
S3 0.7551 0.7568 0.7607
S4 0.7520 0.7537 0.7599
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.8074 0.7987 0.7694
R3 0.7933 0.7845 0.7655
R2 0.7791 0.7791 0.7642
R1 0.7704 0.7704 0.7629 0.7677
PP 0.7650 0.7650 0.7650 0.7636
S1 0.7562 0.7562 0.7603 0.7535
S2 0.7508 0.7508 0.7590
S3 0.7367 0.7421 0.7577
S4 0.7225 0.7279 0.7538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7738 0.7596 0.0142 1.9% 0.0045 0.6% 14% False True 210
10 0.7738 0.7484 0.0254 3.3% 0.0063 0.8% 52% False False 225
20 0.7738 0.7460 0.0278 3.6% 0.0055 0.7% 56% False False 184
40 0.7738 0.7457 0.0281 3.7% 0.0048 0.6% 57% False False 126
60 0.7738 0.7457 0.0281 3.7% 0.0046 0.6% 57% False False 99
80 0.7738 0.7436 0.0302 4.0% 0.0043 0.6% 60% False False 76
100 0.7738 0.7298 0.0440 5.8% 0.0042 0.5% 72% False False 62
120 0.7738 0.7238 0.0500 6.6% 0.0042 0.6% 76% False False 52
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 0.0012
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7759
2.618 0.7708
1.618 0.7677
1.000 0.7658
0.618 0.7646
HIGH 0.7627
0.618 0.7615
0.500 0.7612
0.382 0.7608
LOW 0.7596
0.618 0.7577
1.000 0.7565
1.618 0.7546
2.618 0.7515
4.250 0.7464
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 0.7615 0.7643
PP 0.7613 0.7634
S1 0.7612 0.7625

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

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