CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 0.7698 0.7696 -0.0002 0.0% 0.7643
High 0.7703 0.7714 0.0011 0.1% 0.7714
Low 0.7679 0.7682 0.0003 0.0% 0.7631
Close 0.7699 0.7704 0.0005 0.1% 0.7704
Range 0.0025 0.0033 0.0008 32.7% 0.0084
ATR 0.0047 0.0046 -0.0001 -2.2% 0.0000
Volume 445 1,378 933 209.7% 2,973
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7797 0.7783 0.7721
R3 0.7765 0.7750 0.7712
R2 0.7732 0.7732 0.7709
R1 0.7718 0.7718 0.7706 0.7725
PP 0.7700 0.7700 0.7700 0.7703
S1 0.7685 0.7685 0.7701 0.7693
S2 0.7667 0.7667 0.7698
S3 0.7635 0.7653 0.7695
S4 0.7602 0.7620 0.7686
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7933 0.7902 0.7749
R3 0.7850 0.7818 0.7726
R2 0.7766 0.7766 0.7719
R1 0.7735 0.7735 0.7711 0.7751
PP 0.7683 0.7683 0.7683 0.7691
S1 0.7651 0.7651 0.7696 0.7667
S2 0.7599 0.7599 0.7688
S3 0.7516 0.7568 0.7681
S4 0.7432 0.7484 0.7658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7714 0.7631 0.0084 1.1% 0.0037 0.5% 87% True False 645
10 0.7714 0.7596 0.0118 1.5% 0.0037 0.5% 91% True False 492
20 0.7738 0.7484 0.0254 3.3% 0.0050 0.7% 87% False False 375
40 0.7738 0.7460 0.0278 3.6% 0.0046 0.6% 88% False False 228
60 0.7738 0.7457 0.0281 3.6% 0.0045 0.6% 88% False False 174
80 0.7738 0.7457 0.0281 3.6% 0.0044 0.6% 88% False False 134
100 0.7738 0.7336 0.0402 5.2% 0.0041 0.5% 92% False False 109
120 0.7738 0.7298 0.0440 5.7% 0.0042 0.5% 92% False False 91
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7852
2.618 0.7799
1.618 0.7767
1.000 0.7747
0.618 0.7734
HIGH 0.7714
0.618 0.7702
0.500 0.7698
0.382 0.7694
LOW 0.7682
0.618 0.7661
1.000 0.7649
1.618 0.7629
2.618 0.7596
4.250 0.7543
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 0.7702 0.7695
PP 0.7700 0.7687
S1 0.7698 0.7679

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

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