CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 0.7589 0.7582 -0.0007 -0.1% 0.7598
High 0.7620 0.7611 -0.0010 -0.1% 0.7646
Low 0.7568 0.7577 0.0009 0.1% 0.7581
Close 0.7582 0.7601 0.0020 0.3% 0.7613
Range 0.0052 0.0034 -0.0019 -35.6% 0.0066
ATR
Volume 64 10 -54 -84.4% 262
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7697 0.7682 0.7619
R3 0.7663 0.7649 0.7610
R2 0.7630 0.7630 0.7607
R1 0.7615 0.7615 0.7604 0.7623
PP 0.7596 0.7596 0.7596 0.7600
S1 0.7582 0.7582 0.7598 0.7589
S2 0.7563 0.7563 0.7595
S3 0.7529 0.7548 0.7592
S4 0.7496 0.7515 0.7583
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7810 0.7777 0.7649
R3 0.7744 0.7711 0.7631
R2 0.7679 0.7679 0.7625
R1 0.7646 0.7646 0.7619 0.7662
PP 0.7613 0.7613 0.7613 0.7621
S1 0.7580 0.7580 0.7607 0.7597
S2 0.7548 0.7548 0.7601
S3 0.7482 0.7515 0.7595
S4 0.7417 0.7449 0.7577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7646 0.7568 0.0078 1.0% 0.0033 0.4% 42% False False 33
10 0.7646 0.7550 0.0096 1.3% 0.0035 0.5% 53% False False 38
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7753
2.618 0.7698
1.618 0.7665
1.000 0.7644
0.618 0.7631
HIGH 0.7611
0.618 0.7598
0.500 0.7594
0.382 0.7590
LOW 0.7577
0.618 0.7556
1.000 0.7544
1.618 0.7523
2.618 0.7489
4.250 0.7435
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 0.7599 0.7600
PP 0.7596 0.7600
S1 0.7594 0.7599

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

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