CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 0.7652 0.7643 -0.0009 -0.1% 0.7628
High 0.7673 0.7669 -0.0004 0.0% 0.7675
Low 0.7640 0.7631 -0.0009 -0.1% 0.7623
Close 0.7640 0.7649 0.0010 0.1% 0.7640
Range 0.0033 0.0039 0.0006 16.7% 0.0052
ATR 0.0049 0.0048 -0.0001 -1.5% 0.0000
Volume 256 429 173 67.6% 1,728
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7765 0.7746 0.7670
R3 0.7727 0.7707 0.7660
R2 0.7688 0.7688 0.7656
R1 0.7669 0.7669 0.7653 0.7678
PP 0.7650 0.7650 0.7650 0.7654
S1 0.7630 0.7630 0.7645 0.7640
S2 0.7611 0.7611 0.7642
S3 0.7573 0.7592 0.7638
S4 0.7534 0.7553 0.7628
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 0.7624 0.0051 0.7% 0.0038 0.5% 49% False False 319
10 0.7701 0.7596 0.0105 1.4% 0.0038 0.5% 51% False False 292
20 0.7738 0.7460 0.0278 3.6% 0.0054 0.7% 68% False False 276
40 0.7738 0.7457 0.0281 3.7% 0.0046 0.6% 69% False False 174
60 0.7738 0.7457 0.0281 3.7% 0.0046 0.6% 69% False False 134
80 0.7738 0.7440 0.0298 3.9% 0.0044 0.6% 70% False False 103
100 0.7738 0.7336 0.0402 5.2% 0.0042 0.5% 78% False False 83
120 0.7738 0.7298 0.0440 5.8% 0.0042 0.5% 80% False False 70
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7833
2.618 0.7770
1.618 0.7731
1.000 0.7708
0.618 0.7693
HIGH 0.7669
0.618 0.7654
0.500 0.7650
0.382 0.7645
LOW 0.7631
0.618 0.7607
1.000 0.7592
1.618 0.7568
2.618 0.7530
4.250 0.7467
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 0.7650 0.7649
PP 0.7650 0.7649
S1 0.7649 0.7648

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.