CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 0.7643 0.7654 0.0011 0.1% 0.7628
High 0.7669 0.7699 0.0030 0.4% 0.7675
Low 0.7631 0.7644 0.0013 0.2% 0.7623
Close 0.7649 0.7692 0.0043 0.6% 0.7640
Range 0.0039 0.0055 0.0017 42.9% 0.0052
ATR 0.0048 0.0048 0.0001 1.1% 0.0000
Volume 429 721 292 68.1% 1,728
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7843 0.7823 0.7722
R3 0.7788 0.7768 0.7707
R2 0.7733 0.7733 0.7702
R1 0.7713 0.7713 0.7697 0.7723
PP 0.7678 0.7678 0.7678 0.7683
S1 0.7658 0.7658 0.7687 0.7668
S2 0.7623 0.7623 0.7682
S3 0.7568 0.7603 0.7677
S4 0.7513 0.7548 0.7662
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 0.7699 0.7624 0.0075 1.0% 0.0043 0.6% 91% True False 406
10 0.7699 0.7596 0.0103 1.3% 0.0040 0.5% 94% True False 351
20 0.7738 0.7460 0.0278 3.6% 0.0055 0.7% 84% False False 307
40 0.7738 0.7457 0.0281 3.7% 0.0047 0.6% 84% False False 188
60 0.7738 0.7457 0.0281 3.7% 0.0046 0.6% 84% False False 146
80 0.7738 0.7456 0.0282 3.7% 0.0044 0.6% 84% False False 112
100 0.7738 0.7336 0.0402 5.2% 0.0042 0.5% 89% False False 90
120 0.7738 0.7298 0.0440 5.7% 0.0042 0.6% 90% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7932
2.618 0.7842
1.618 0.7787
1.000 0.7754
0.618 0.7732
HIGH 0.7699
0.618 0.7677
0.500 0.7671
0.382 0.7665
LOW 0.7644
0.618 0.7610
1.000 0.7589
1.618 0.7555
2.618 0.7500
4.250 0.7410
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 0.7685 0.7683
PP 0.7678 0.7674
S1 0.7671 0.7665

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

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