CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 0.7650 0.7660 0.0011 0.1% 0.7627
High 0.7669 0.7669 0.0001 0.0% 0.7676
Low 0.7640 0.7633 -0.0007 -0.1% 0.7626
Close 0.7640 0.7650 0.0010 0.1% 0.7640
Range 0.0029 0.0036 0.0008 26.3% 0.0050
ATR 0.0044 0.0043 -0.0001 -1.3% 0.0000
Volume 41 71 30 73.2% 299
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7759 0.7740 0.7669
R3 0.7723 0.7704 0.7659
R2 0.7687 0.7687 0.7656
R1 0.7668 0.7668 0.7653 0.7659
PP 0.7651 0.7651 0.7651 0.7646
S1 0.7632 0.7632 0.7646 0.7623
S2 0.7615 0.7615 0.7643
S3 0.7579 0.7596 0.7640
S4 0.7543 0.7560 0.7630
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% 0.0033 0.4% 48% False False 66
10 0.7696 0.7599 0.0098 1.3% 0.0034 0.4% 52% False False 100
20 0.7736 0.7476 0.0260 3.4% 0.0044 0.6% 67% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7822
2.618 0.7763
1.618 0.7727
1.000 0.7705
0.618 0.7691
HIGH 0.7669
0.618 0.7655
0.500 0.7651
0.382 0.7647
LOW 0.7633
0.618 0.7611
1.000 0.7597
1.618 0.7575
2.618 0.7539
4.250 0.7480
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 0.7651 0.7649
PP 0.7651 0.7648
S1 0.7650 0.7647

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

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