CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 0.7633 0.7650 0.0017 0.2% 0.7627
High 0.7660 0.7669 0.0009 0.1% 0.7676
Low 0.7626 0.7640 0.0015 0.2% 0.7626
Close 0.7659 0.7640 -0.0019 -0.2% 0.7640
Range 0.0035 0.0029 -0.0006 -17.4% 0.0050
ATR 0.0045 0.0044 -0.0001 -2.6% 0.0000
Volume 23 41 18 78.3% 299
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7735 0.7716 0.7656
R3 0.7707 0.7688 0.7648
R2 0.7678 0.7678 0.7645
R1 0.7659 0.7659 0.7643 0.7654
PP 0.7650 0.7650 0.7650 0.7647
S1 0.7631 0.7631 0.7637 0.7626
S2 0.7621 0.7621 0.7635
S3 0.7593 0.7602 0.7632
S4 0.7564 0.7574 0.7624
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7797 0.7769 0.7668
R3 0.7747 0.7719 0.7654
R2 0.7697 0.7697 0.7649
R1 0.7669 0.7669 0.7645 0.7683
PP 0.7647 0.7647 0.7647 0.7654
S1 0.7619 0.7619 0.7635 0.7633
S2 0.7597 0.7597 0.7631
S3 0.7547 0.7569 0.7626
S4 0.7497 0.7519 0.7613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7676 0.7626 0.0050 0.7% 0.0032 0.4% 29% False False 59
10 0.7736 0.7599 0.0138 1.8% 0.0036 0.5% 30% False False 102
20 0.7736 0.7476 0.0260 3.4% 0.0045 0.6% 63% False False 69
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7743
1.618 0.7715
1.000 0.7697
0.618 0.7686
HIGH 0.7669
0.618 0.7658
0.500 0.7654
0.382 0.7651
LOW 0.7640
0.618 0.7622
1.000 0.7612
1.618 0.7594
2.618 0.7565
4.250 0.7519
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 0.7654 0.7651
PP 0.7650 0.7647
S1 0.7645 0.7644

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

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