CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 0.7660 0.7682 0.0022 0.3% 0.7627
High 0.7669 0.7696 0.0027 0.3% 0.7676
Low 0.7633 0.7645 0.0012 0.2% 0.7626
Close 0.7650 0.7693 0.0044 0.6% 0.7640
Range 0.0036 0.0051 0.0015 40.3% 0.0050
ATR 0.0043 0.0044 0.0001 1.2% 0.0000
Volume 71 6 -65 -91.5% 299
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7829 0.7812 0.7721
R3 0.7779 0.7761 0.7707
R2 0.7728 0.7728 0.7702
R1 0.7711 0.7711 0.7698 0.7720
PP 0.7678 0.7678 0.7678 0.7682
S1 0.7660 0.7660 0.7688 0.7669
S2 0.7627 0.7627 0.7684
S3 0.7577 0.7610 0.7679
S4 0.7526 0.7559 0.7665
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 0.7696 0.7626 0.0070 0.9% 0.0038 0.5% 96% True False 52
10 0.7696 0.7599 0.0097 1.3% 0.0036 0.5% 97% True False 93
20 0.7736 0.7476 0.0260 3.4% 0.0045 0.6% 83% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7910
2.618 0.7828
1.618 0.7777
1.000 0.7746
0.618 0.7727
HIGH 0.7696
0.618 0.7676
0.500 0.7670
0.382 0.7664
LOW 0.7645
0.618 0.7614
1.000 0.7595
1.618 0.7563
2.618 0.7513
4.250 0.7430
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 0.7685 0.7683
PP 0.7678 0.7674
S1 0.7670 0.7664

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

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