CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 0.7525 0.7540 0.0015 0.2% 0.7589
High 0.7531 0.7568 0.0037 0.5% 0.7620
Low 0.7498 0.7490 -0.0008 -0.1% 0.7476
Close 0.7513 0.7562 0.0049 0.7% 0.7513
Range 0.0034 0.0078 0.0045 132.8% 0.0144
ATR 0.0040 0.0043 0.0003 6.8% 0.0000
Volume 21 86 65 309.5% 182
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7774 0.7746 0.7605
R3 0.7696 0.7668 0.7583
R2 0.7618 0.7618 0.7576
R1 0.7590 0.7590 0.7569 0.7604
PP 0.7540 0.7540 0.7540 0.7547
S1 0.7512 0.7512 0.7555 0.7526
S2 0.7462 0.7462 0.7548
S3 0.7384 0.7434 0.7541
S4 0.7306 0.7356 0.7519
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7968 0.7885 0.7592
R3 0.7824 0.7741 0.7553
R2 0.7680 0.7680 0.7539
R1 0.7597 0.7597 0.7526 0.7567
PP 0.7536 0.7536 0.7536 0.7521
S1 0.7453 0.7453 0.7500 0.7423
S2 0.7392 0.7392 0.7487
S3 0.7248 0.7309 0.7473
S4 0.7104 0.7165 0.7434
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7611 0.7476 0.0135 1.8% 0.0046 0.6% 64% False False 40
10 0.7646 0.7476 0.0170 2.2% 0.0042 0.6% 51% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7899
2.618 0.7772
1.618 0.7694
1.000 0.7646
0.618 0.7616
HIGH 0.7568
0.618 0.7538
0.500 0.7529
0.382 0.7519
LOW 0.7490
0.618 0.7441
1.000 0.7412
1.618 0.7363
2.618 0.7285
4.250 0.7158
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 0.7551 0.7549
PP 0.7540 0.7535
S1 0.7529 0.7522

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

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