CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 0.7614 0.7628 0.0014 0.2% 0.7676
High 0.7627 0.7657 0.0030 0.4% 0.7738
Low 0.7596 0.7623 0.0027 0.4% 0.7596
Close 0.7616 0.7641 0.0025 0.3% 0.7616
Range 0.0031 0.0034 0.0003 9.7% 0.0142
ATR 0.0053 0.0052 -0.0001 -1.6% 0.0000
Volume 226 559 333 147.3% 1,054
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7742 0.7725 0.7659
R3 0.7708 0.7691 0.7650
R2 0.7674 0.7674 0.7647
R1 0.7657 0.7657 0.7644 0.7666
PP 0.7640 0.7640 0.7640 0.7644
S1 0.7623 0.7623 0.7637 0.7632
S2 0.7606 0.7606 0.7634
S3 0.7572 0.7589 0.7631
S4 0.7538 0.7555 0.7622
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 0.7701 0.7596 0.0105 1.4% 0.0038 0.5% 43% False False 265
10 0.7738 0.7523 0.0215 2.8% 0.0058 0.8% 55% False False 264
20 0.7738 0.7460 0.0278 3.6% 0.0055 0.7% 65% False False 210
40 0.7738 0.7457 0.0281 3.7% 0.0046 0.6% 65% False False 138
60 0.7738 0.7457 0.0281 3.7% 0.0045 0.6% 65% False False 108
80 0.7738 0.7436 0.0302 3.9% 0.0043 0.6% 68% False False 83
100 0.7738 0.7298 0.0440 5.8% 0.0042 0.5% 78% False False 67
120 0.7738 0.7238 0.0500 6.5% 0.0042 0.6% 81% False False 57
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7802
2.618 0.7746
1.618 0.7712
1.000 0.7691
0.618 0.7678
HIGH 0.7657
0.618 0.7644
0.500 0.7640
0.382 0.7636
LOW 0.7623
0.618 0.7602
1.000 0.7589
1.618 0.7568
2.618 0.7534
4.250 0.7479
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 0.7640 0.7637
PP 0.7640 0.7633
S1 0.7640 0.7629

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

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