CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 0.7688 0.7694 0.0006 0.1% 0.7660
High 0.7704 0.7712 0.0008 0.1% 0.7712
Low 0.7680 0.7684 0.0004 0.0% 0.7633
Close 0.7700 0.7704 0.0004 0.1% 0.7704
Range 0.0024 0.0029 0.0005 18.8% 0.0079
ATR 0.0042 0.0041 -0.0001 -2.3% 0.0000
Volume 116 207 91 78.4% 400
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7785 0.7773 0.7719
R3 0.7757 0.7744 0.7711
R2 0.7728 0.7728 0.7709
R1 0.7716 0.7716 0.7706 0.7722
PP 0.7700 0.7700 0.7700 0.7703
S1 0.7687 0.7687 0.7701 0.7694
S2 0.7671 0.7671 0.7698
S3 0.7643 0.7659 0.7696
S4 0.7614 0.7630 0.7688
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7920 0.7891 0.7747
R3 0.7841 0.7812 0.7725
R2 0.7762 0.7762 0.7718
R1 0.7733 0.7733 0.7711 0.7747
PP 0.7683 0.7683 0.7683 0.7690
S1 0.7654 0.7654 0.7696 0.7668
S2 0.7604 0.7604 0.7689
S3 0.7525 0.7575 0.7682
S4 0.7446 0.7496 0.7660
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7712 0.7633 0.0079 1.0% 0.0034 0.4% 89% True False 88
10 0.7712 0.7599 0.0114 1.5% 0.0033 0.4% 93% True False 71
20 0.7736 0.7490 0.0247 3.2% 0.0044 0.6% 87% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7833
2.618 0.7787
1.618 0.7758
1.000 0.7741
0.618 0.7730
HIGH 0.7712
0.618 0.7701
0.500 0.7698
0.382 0.7694
LOW 0.7684
0.618 0.7666
1.000 0.7655
1.618 0.7637
2.618 0.7609
4.250 0.7562
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 0.7702 0.7695
PP 0.7700 0.7687
S1 0.7698 0.7679

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

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