CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 0.7706 0.7696 -0.0010 -0.1% 0.7643
High 0.7741 0.7738 -0.0003 0.0% 0.7714
Low 0.7691 0.7695 0.0004 0.1% 0.7631
Close 0.7719 0.7734 0.0015 0.2% 0.7704
Range 0.0051 0.0044 -0.0007 -13.9% 0.0084
ATR 0.0046 0.0046 0.0000 -0.4% 0.0000
Volume 1,357 6,506 5,149 379.4% 2,973
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7853 0.7837 0.7757
R3 0.7809 0.7793 0.7745
R2 0.7766 0.7766 0.7741
R1 0.7750 0.7750 0.7737 0.7758
PP 0.7722 0.7722 0.7722 0.7726
S1 0.7706 0.7706 0.7730 0.7714
S2 0.7679 0.7679 0.7726
S3 0.7635 0.7663 0.7722
S4 0.7592 0.7619 0.7710
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 0.7741 0.7644 0.0098 1.3% 0.0041 0.5% 92% False False 2,081
10 0.7741 0.7624 0.0117 1.5% 0.0039 0.5% 94% False False 1,200
20 0.7741 0.7523 0.0218 2.8% 0.0049 0.6% 97% False False 732
40 0.7741 0.7460 0.0281 3.6% 0.0047 0.6% 97% False False 422
60 0.7741 0.7457 0.0285 3.7% 0.0045 0.6% 97% False False 303
80 0.7741 0.7457 0.0285 3.7% 0.0044 0.6% 97% False False 232
100 0.7741 0.7336 0.0405 5.2% 0.0042 0.5% 98% False False 187
120 0.7741 0.7298 0.0444 5.7% 0.0042 0.5% 98% False False 156
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7923
2.618 0.7852
1.618 0.7808
1.000 0.7782
0.618 0.7765
HIGH 0.7738
0.618 0.7721
0.500 0.7716
0.382 0.7711
LOW 0.7695
0.618 0.7668
1.000 0.7651
1.618 0.7624
2.618 0.7581
4.250 0.7510
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 0.7728 0.7726
PP 0.7722 0.7719
S1 0.7716 0.7711

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

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