CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 0.7650 0.7652 0.0003 0.0% 0.7628
High 0.7664 0.7673 0.0009 0.1% 0.7675
Low 0.7624 0.7640 0.0016 0.2% 0.7623
Close 0.7658 0.7640 -0.0019 -0.2% 0.7640
Range 0.0040 0.0033 -0.0007 -17.5% 0.0052
ATR 0.0050 0.0049 -0.0001 -2.4% 0.0000
Volume 197 256 59 29.9% 1,728
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7750 0.7728 0.7658
R3 0.7717 0.7695 0.7649
R2 0.7684 0.7684 0.7646
R1 0.7662 0.7662 0.7643 0.7656
PP 0.7651 0.7651 0.7651 0.7648
S1 0.7629 0.7629 0.7636 0.7623
S2 0.7618 0.7618 0.7633
S3 0.7585 0.7596 0.7630
S4 0.7552 0.7563 0.7621
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7802 0.7773 0.7668
R3 0.7750 0.7721 0.7654
R2 0.7698 0.7698 0.7649
R1 0.7669 0.7669 0.7644 0.7683
PP 0.7646 0.7646 0.7646 0.7653
S1 0.7617 0.7617 0.7635 0.7631
S2 0.7594 0.7594 0.7630
S3 0.7542 0.7565 0.7625
S4 0.7490 0.7513 0.7611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7675 0.7623 0.0052 0.7% 0.0037 0.5% 32% False False 345
10 0.7738 0.7596 0.0142 1.9% 0.0041 0.5% 31% False False 278
20 0.7738 0.7460 0.0278 3.6% 0.0055 0.7% 65% False False 257
40 0.7738 0.7457 0.0281 3.7% 0.0046 0.6% 65% False False 163
60 0.7738 0.7457 0.0281 3.7% 0.0046 0.6% 65% False False 127
80 0.7738 0.7440 0.0298 3.9% 0.0043 0.6% 67% False False 97
100 0.7738 0.7336 0.0402 5.3% 0.0042 0.5% 76% False False 79
120 0.7738 0.7298 0.0440 5.8% 0.0042 0.5% 78% False False 67
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7813
2.618 0.7759
1.618 0.7726
1.000 0.7706
0.618 0.7693
HIGH 0.7673
0.618 0.7660
0.500 0.7656
0.382 0.7652
LOW 0.7640
0.618 0.7619
1.000 0.7607
1.618 0.7586
2.618 0.7553
4.250 0.7499
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 0.7656 0.7650
PP 0.7651 0.7646
S1 0.7645 0.7643

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

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