CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 0.7709 0.7729 0.0020 0.3% 0.7660
High 0.7737 0.7745 0.0008 0.1% 0.7712
Low 0.7701 0.7722 0.0021 0.3% 0.7633
Close 0.7734 0.7742 0.0008 0.1% 0.7704
Range 0.0036 0.0024 -0.0013 -34.7% 0.0079
ATR 0.0041 0.0040 -0.0001 -3.1% 0.0000
Volume 34 32 -2 -5.9% 400
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7807 0.7798 0.7755
R3 0.7783 0.7774 0.7748
R2 0.7760 0.7760 0.7746
R1 0.7751 0.7751 0.7744 0.7755
PP 0.7736 0.7736 0.7736 0.7738
S1 0.7727 0.7727 0.7740 0.7732
S2 0.7713 0.7713 0.7738
S3 0.7689 0.7704 0.7736
S4 0.7666 0.7680 0.7729
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 0.7745 0.7680 0.0065 0.8% 0.0031 0.4% 95% True False 97
10 0.7745 0.7626 0.0120 1.5% 0.0035 0.4% 97% True False 74
20 0.7745 0.7528 0.0218 2.8% 0.0041 0.5% 99% True False 83
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7845
2.618 0.7807
1.618 0.7783
1.000 0.7769
0.618 0.7760
HIGH 0.7745
0.618 0.7736
0.500 0.7733
0.382 0.7730
LOW 0.7722
0.618 0.7707
1.000 0.7698
1.618 0.7683
2.618 0.7660
4.250 0.7622
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 0.7739 0.7735
PP 0.7736 0.7728
S1 0.7733 0.7721

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

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