CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 0.7628 0.7653 0.0025 0.3% 0.7676
High 0.7657 0.7658 0.0001 0.0% 0.7738
Low 0.7623 0.7629 0.0006 0.1% 0.7596
Close 0.7641 0.7647 0.0006 0.1% 0.7616
Range 0.0034 0.0030 -0.0005 -13.2% 0.0142
ATR 0.0052 0.0050 -0.0002 -3.1% 0.0000
Volume 559 286 -273 -48.8% 1,054
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7733 0.7719 0.7663
R3 0.7703 0.7690 0.7655
R2 0.7674 0.7674 0.7652
R1 0.7660 0.7660 0.7649 0.7652
PP 0.7644 0.7644 0.7644 0.7640
S1 0.7631 0.7631 0.7644 0.7623
S2 0.7615 0.7615 0.7641
S3 0.7585 0.7601 0.7638
S4 0.7556 0.7572 0.7630
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 0.7690 0.7596 0.0094 1.2% 0.0038 0.5% 54% False False 296
10 0.7738 0.7523 0.0215 2.8% 0.0054 0.7% 58% False False 273
20 0.7738 0.7460 0.0278 3.6% 0.0054 0.7% 67% False False 221
40 0.7738 0.7457 0.0281 3.7% 0.0046 0.6% 68% False False 144
60 0.7738 0.7457 0.0281 3.7% 0.0045 0.6% 68% False False 113
80 0.7738 0.7436 0.0302 3.9% 0.0043 0.6% 70% False False 86
100 0.7738 0.7303 0.0435 5.7% 0.0041 0.5% 79% False False 70
120 0.7738 0.7285 0.0453 5.9% 0.0042 0.6% 80% False False 59
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7783
2.618 0.7735
1.618 0.7706
1.000 0.7688
0.618 0.7676
HIGH 0.7658
0.618 0.7647
0.500 0.7643
0.382 0.7640
LOW 0.7629
0.618 0.7610
1.000 0.7599
1.618 0.7581
2.618 0.7551
4.250 0.7503
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 0.7645 0.7640
PP 0.7644 0.7634
S1 0.7643 0.7627

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

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