CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 0.7630 0.7650 0.0020 0.3% 0.7676
High 0.7675 0.7664 -0.0011 -0.1% 0.7738
Low 0.7628 0.7624 -0.0004 0.0% 0.7596
Close 0.7668 0.7658 -0.0010 -0.1% 0.7616
Range 0.0048 0.0040 -0.0008 -15.8% 0.0142
ATR 0.0050 0.0050 0.0000 -1.0% 0.0000
Volume 430 197 -233 -54.2% 1,054
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7769 0.7753 0.7680
R3 0.7729 0.7713 0.7669
R2 0.7689 0.7689 0.7665
R1 0.7673 0.7673 0.7662 0.7681
PP 0.7649 0.7649 0.7649 0.7653
S1 0.7633 0.7633 0.7654 0.7641
S2 0.7609 0.7609 0.7651
S3 0.7569 0.7593 0.7647
S4 0.7529 0.7553 0.7636
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 0.7675 0.7596 0.0079 1.0% 0.0036 0.5% 78% False False 339
10 0.7738 0.7596 0.0142 1.8% 0.0042 0.6% 44% False False 283
20 0.7738 0.7460 0.0278 3.6% 0.0055 0.7% 71% False False 250
40 0.7738 0.7457 0.0281 3.7% 0.0046 0.6% 72% False False 157
60 0.7738 0.7457 0.0281 3.7% 0.0046 0.6% 72% False False 123
80 0.7738 0.7436 0.0302 3.9% 0.0044 0.6% 74% False False 94
100 0.7738 0.7336 0.0402 5.2% 0.0041 0.5% 80% False False 76
120 0.7738 0.7298 0.0440 5.7% 0.0042 0.5% 82% False False 64
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7834
2.618 0.7769
1.618 0.7729
1.000 0.7704
0.618 0.7689
HIGH 0.7664
0.618 0.7649
0.500 0.7644
0.382 0.7639
LOW 0.7624
0.618 0.7599
1.000 0.7584
1.618 0.7559
2.618 0.7519
4.250 0.7454
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 0.7653 0.7655
PP 0.7649 0.7652
S1 0.7644 0.7650

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

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