CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 0.7600 0.7660 0.0060 0.8% 0.7589
High 0.7637 0.7676 0.0039 0.5% 0.7620
Low 0.7528 0.7599 0.0071 0.9% 0.7476
Close 0.7623 0.7674 0.0051 0.7% 0.7513
Range 0.0110 0.0077 -0.0033 -29.7% 0.0144
ATR 0.0049 0.0051 0.0002 4.0% 0.0000
Volume 23 18 -5 -21.7% 182
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7880 0.7854 0.7716
R3 0.7803 0.7777 0.7695
R2 0.7726 0.7726 0.7688
R1 0.7700 0.7700 0.7681 0.7713
PP 0.7649 0.7649 0.7649 0.7656
S1 0.7623 0.7623 0.7666 0.7636
S2 0.7572 0.7572 0.7659
S3 0.7495 0.7546 0.7652
S4 0.7418 0.7469 0.7631
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 0.7676 0.7490 0.0186 2.4% 0.0067 0.9% 99% True False 34
10 0.7676 0.7476 0.0200 2.6% 0.0053 0.7% 99% True False 40
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8003
2.618 0.7877
1.618 0.7800
1.000 0.7753
0.618 0.7723
HIGH 0.7676
0.618 0.7646
0.500 0.7637
0.382 0.7628
LOW 0.7599
0.618 0.7551
1.000 0.7522
1.618 0.7474
2.618 0.7397
4.250 0.7271
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 0.7661 0.7650
PP 0.7649 0.7626
S1 0.7637 0.7602

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

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