CME Canadian Dollar Future September 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 0.7668 0.7641 -0.0027 -0.4% 0.7649
High 0.7668 0.7665 -0.0004 0.0% 0.7677
Low 0.7641 0.7639 -0.0002 0.0% 0.7631
Close 0.7641 0.7650 0.0009 0.1% 0.7641
Range 0.0028 0.0026 -0.0002 -7.3% 0.0046
ATR
Volume 24 1 -23 -95.8% 53
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7728 0.7714 0.7664
R3 0.7702 0.7689 0.7657
R2 0.7677 0.7677 0.7654
R1 0.7663 0.7663 0.7652 0.7670
PP 0.7651 0.7651 0.7651 0.7654
S1 0.7638 0.7638 0.7647 0.7644
S2 0.7626 0.7626 0.7645
S3 0.7600 0.7612 0.7642
S4 0.7575 0.7587 0.7635
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7787 0.7760 0.7666
R3 0.7741 0.7714 0.7653
R2 0.7695 0.7695 0.7649
R1 0.7668 0.7668 0.7645 0.7659
PP 0.7649 0.7649 0.7649 0.7645
S1 0.7622 0.7622 0.7636 0.7613
S2 0.7603 0.7603 0.7632
S3 0.7557 0.7576 0.7628
S4 0.7511 0.7530 0.7615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7677 0.7631 0.0046 0.6% 0.0029 0.4% 41% False False 10
10 0.7695 0.7600 0.0095 1.2% 0.0027 0.3% 52% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7773
2.618 0.7731
1.618 0.7706
1.000 0.7690
0.618 0.7680
HIGH 0.7665
0.618 0.7655
0.500 0.7652
0.382 0.7649
LOW 0.7639
0.618 0.7623
1.000 0.7614
1.618 0.7598
2.618 0.7572
4.250 0.7531
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 0.7652 0.7649
PP 0.7651 0.7649
S1 0.7650 0.7649

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

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