CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 0.7654 0.7698 0.0044 0.6% 0.7628
High 0.7699 0.7703 0.0005 0.1% 0.7675
Low 0.7644 0.7679 0.0035 0.5% 0.7623
Close 0.7692 0.7699 0.0007 0.1% 0.7640
Range 0.0055 0.0025 -0.0031 -55.5% 0.0052
ATR 0.0048 0.0047 -0.0002 -3.5% 0.0000
Volume 721 445 -276 -38.3% 1,728
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7767 0.7757 0.7712
R3 0.7742 0.7733 0.7705
R2 0.7718 0.7718 0.7703
R1 0.7708 0.7708 0.7701 0.7713
PP 0.7693 0.7693 0.7693 0.7696
S1 0.7684 0.7684 0.7696 0.7689
S2 0.7669 0.7669 0.7694
S3 0.7644 0.7659 0.7692
S4 0.7620 0.7635 0.7685
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 0.7703 0.7624 0.0079 1.0% 0.0038 0.5% 94% True False 409
10 0.7703 0.7596 0.0107 1.4% 0.0039 0.5% 96% True False 377
20 0.7738 0.7460 0.0278 3.6% 0.0052 0.7% 86% False False 319
40 0.7738 0.7460 0.0278 3.6% 0.0046 0.6% 86% False False 197
60 0.7738 0.7457 0.0281 3.7% 0.0045 0.6% 86% False False 152
80 0.7738 0.7457 0.0281 3.7% 0.0044 0.6% 86% False False 117
100 0.7738 0.7336 0.0402 5.2% 0.0042 0.5% 90% False False 95
120 0.7738 0.7298 0.0440 5.7% 0.0042 0.6% 91% False False 80
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7807
2.618 0.7767
1.618 0.7743
1.000 0.7728
0.618 0.7718
HIGH 0.7703
0.618 0.7694
0.500 0.7691
0.382 0.7688
LOW 0.7679
0.618 0.7663
1.000 0.7654
1.618 0.7639
2.618 0.7614
4.250 0.7574
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 0.7696 0.7688
PP 0.7693 0.7677
S1 0.7691 0.7667

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

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