CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 0.7739 0.7778 0.0040 0.5% 0.7707
High 0.7783 0.7832 0.0049 0.6% 0.7832
Low 0.7732 0.7775 0.0044 0.6% 0.7697
Close 0.7783 0.7829 0.0047 0.6% 0.7829
Range 0.0052 0.0057 0.0005 9.7% 0.0135
ATR 0.0041 0.0042 0.0001 2.8% 0.0000
Volume 218 186 -32 -14.7% 567
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7981 0.7962 0.7860
R3 0.7925 0.7905 0.7845
R2 0.7868 0.7868 0.7839
R1 0.7849 0.7849 0.7834 0.7859
PP 0.7812 0.7812 0.7812 0.7817
S1 0.7792 0.7792 0.7824 0.7802
S2 0.7755 0.7755 0.7819
S3 0.7699 0.7736 0.7813
S4 0.7642 0.7679 0.7798
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8191 0.8145 0.7903
R3 0.8056 0.8010 0.7866
R2 0.7921 0.7921 0.7854
R1 0.7875 0.7875 0.7841 0.7898
PP 0.7786 0.7786 0.7786 0.7797
S1 0.7740 0.7740 0.7817 0.7763
S2 0.7651 0.7651 0.7804
S3 0.7516 0.7605 0.7792
S4 0.7381 0.7470 0.7755
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7832 0.7697 0.0135 1.7% 0.0042 0.5% 98% True False 113
10 0.7832 0.7633 0.0199 2.5% 0.0038 0.5% 99% True False 100
20 0.7832 0.7599 0.0233 3.0% 0.0038 0.5% 99% True False 101
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 0.0009
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8072
2.618 0.7979
1.618 0.7923
1.000 0.7888
0.618 0.7866
HIGH 0.7832
0.618 0.7810
0.500 0.7803
0.382 0.7797
LOW 0.7775
0.618 0.7740
1.000 0.7719
1.618 0.7684
2.618 0.7627
4.250 0.7535
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 0.7820 0.7812
PP 0.7812 0.7794
S1 0.7803 0.7777

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

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