CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 0.7582 0.7537 -0.0045 -0.6% 0.7598
High 0.7611 0.7537 -0.0074 -1.0% 0.7646
Low 0.7577 0.7509 -0.0068 -0.9% 0.7581
Close 0.7601 0.7526 -0.0076 -1.0% 0.7613
Range 0.0034 0.0028 -0.0006 -16.4% 0.0066
ATR
Volume 10 53 43 430.0% 262
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7608 0.7595 0.7541
R3 0.7580 0.7567 0.7533
R2 0.7552 0.7552 0.7531
R1 0.7539 0.7539 0.7528 0.7531
PP 0.7524 0.7524 0.7524 0.7520
S1 0.7511 0.7511 0.7523 0.7503
S2 0.7496 0.7496 0.7520
S3 0.7468 0.7483 0.7518
S4 0.7440 0.7455 0.7510
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 0.7630 0.7509 0.0121 1.6% 0.0032 0.4% 14% False True 42
10 0.7646 0.7509 0.0137 1.8% 0.0036 0.5% 12% False True 43
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7656
2.618 0.7610
1.618 0.7582
1.000 0.7565
0.618 0.7554
HIGH 0.7537
0.618 0.7526
0.500 0.7523
0.382 0.7520
LOW 0.7509
0.618 0.7492
1.000 0.7481
1.618 0.7464
2.618 0.7436
4.250 0.7390
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 0.7525 0.7565
PP 0.7524 0.7552
S1 0.7523 0.7539

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.