CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 0.7509 0.7502 -0.0007 -0.1% 0.7592
High 0.7533 0.7570 0.0037 0.5% 0.7622
Low 0.7495 0.7484 -0.0012 -0.2% 0.7460
Close 0.7513 0.7561 0.0049 0.6% 0.7513
Range 0.0038 0.0087 0.0049 127.6% 0.0162
ATR 0.0046 0.0049 0.0003 6.4% 0.0000
Volume 555 164 -391 -70.5% 1,169
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7798 0.7766 0.7609
R3 0.7711 0.7679 0.7585
R2 0.7625 0.7625 0.7577
R1 0.7593 0.7593 0.7569 0.7609
PP 0.7538 0.7538 0.7538 0.7546
S1 0.7506 0.7506 0.7553 0.7522
S2 0.7452 0.7452 0.7545
S3 0.7365 0.7420 0.7537
S4 0.7279 0.7333 0.7513
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.8018 0.7927 0.7602
R3 0.7856 0.7765 0.7557
R2 0.7694 0.7694 0.7542
R1 0.7603 0.7603 0.7527 0.7567
PP 0.7532 0.7532 0.7532 0.7514
S1 0.7441 0.7441 0.7498 0.7405
S2 0.7370 0.7370 0.7483
S3 0.7208 0.7279 0.7468
S4 0.7046 0.7117 0.7423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7612 0.7460 0.0152 2.0% 0.0063 0.8% 66% False False 258
10 0.7648 0.7460 0.0188 2.5% 0.0052 0.7% 54% False False 157
20 0.7648 0.7460 0.0188 2.5% 0.0045 0.6% 54% False False 112
40 0.7648 0.7457 0.0192 2.5% 0.0043 0.6% 55% False False 89
60 0.7697 0.7457 0.0241 3.2% 0.0042 0.6% 43% False False 66
80 0.7697 0.7336 0.0361 4.8% 0.0040 0.5% 62% False False 51
100 0.7697 0.7298 0.0400 5.3% 0.0040 0.5% 66% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 0.7938
2.618 0.7796
1.618 0.7710
1.000 0.7657
0.618 0.7623
HIGH 0.7570
0.618 0.7537
0.500 0.7527
0.382 0.7517
LOW 0.7484
0.618 0.7430
1.000 0.7397
1.618 0.7344
2.618 0.7257
4.250 0.7116
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 0.7550 0.7546
PP 0.7538 0.7530
S1 0.7527 0.7515

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

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