CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 0.7655 0.7644 -0.0011 -0.1% 0.7700
High 0.7659 0.7676 0.0017 0.2% 0.7736
Low 0.7634 0.7634 0.0000 0.0% 0.7599
Close 0.7648 0.7669 0.0021 0.3% 0.7617
Range 0.0025 0.0042 0.0017 69.4% 0.0138
ATR 0.0045 0.0045 0.0000 -0.6% 0.0000
Volume 77 120 43 55.8% 726
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7784 0.7768 0.7691
R3 0.7742 0.7726 0.7680
R2 0.7701 0.7701 0.7676
R1 0.7685 0.7685 0.7672 0.7693
PP 0.7659 0.7659 0.7659 0.7663
S1 0.7643 0.7643 0.7665 0.7651
S2 0.7618 0.7618 0.7661
S3 0.7576 0.7602 0.7657
S4 0.7535 0.7560 0.7646
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.8063 0.7978 0.7693
R3 0.7926 0.7840 0.7655
R2 0.7788 0.7788 0.7642
R1 0.7703 0.7703 0.7630 0.7677
PP 0.7651 0.7651 0.7651 0.7638
S1 0.7565 0.7565 0.7604 0.7539
S2 0.7513 0.7513 0.7592
S3 0.7376 0.7428 0.7579
S4 0.7238 0.7290 0.7541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7676 0.7599 0.0077 1.0% 0.0035 0.5% 91% True False 155
10 0.7736 0.7599 0.0138 1.8% 0.0041 0.5% 51% False False 101
20 0.7736 0.7476 0.0260 3.4% 0.0044 0.6% 74% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7852
2.618 0.7784
1.618 0.7743
1.000 0.7717
0.618 0.7701
HIGH 0.7676
0.618 0.7660
0.500 0.7655
0.382 0.7650
LOW 0.7634
0.618 0.7608
1.000 0.7593
1.618 0.7567
2.618 0.7525
4.250 0.7458
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 0.7664 0.7663
PP 0.7659 0.7657
S1 0.7655 0.7651

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.