CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 0.7601 0.7660 0.0060 0.8% 0.7502
High 0.7678 0.7683 0.0006 0.1% 0.7683
Low 0.7592 0.7639 0.0047 0.6% 0.7484
Close 0.7673 0.7680 0.0007 0.1% 0.7680
Range 0.0086 0.0045 -0.0041 -48.0% 0.0200
ATR 0.0057 0.0056 -0.0001 -1.6% 0.0000
Volume 392 312 -80 -20.4% 1,197
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7801 0.7785 0.7704
R3 0.7756 0.7740 0.7692
R2 0.7712 0.7712 0.7688
R1 0.7696 0.7696 0.7684 0.7704
PP 0.7667 0.7667 0.7667 0.7671
S1 0.7651 0.7651 0.7675 0.7659
S2 0.7623 0.7623 0.7671
S3 0.7578 0.7607 0.7667
S4 0.7534 0.7562 0.7655
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.8214 0.8146 0.7789
R3 0.8014 0.7947 0.7734
R2 0.7815 0.7815 0.7716
R1 0.7747 0.7747 0.7698 0.7781
PP 0.7615 0.7615 0.7615 0.7632
S1 0.7548 0.7548 0.7661 0.7582
S2 0.7416 0.7416 0.7643
S3 0.7216 0.7348 0.7625
S4 0.7017 0.7149 0.7570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7683 0.7484 0.0200 2.6% 0.0081 1.1% 98% True False 239
10 0.7683 0.7460 0.0223 2.9% 0.0069 0.9% 98% True False 236
20 0.7683 0.7460 0.0223 2.9% 0.0052 0.7% 98% True False 151
40 0.7683 0.7457 0.0227 2.9% 0.0047 0.6% 98% True False 108
60 0.7697 0.7457 0.0241 3.1% 0.0045 0.6% 93% False False 82
80 0.7697 0.7360 0.0337 4.4% 0.0042 0.6% 95% False False 64
100 0.7697 0.7298 0.0400 5.2% 0.0041 0.5% 96% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7872
2.618 0.7800
1.618 0.7755
1.000 0.7728
0.618 0.7711
HIGH 0.7683
0.618 0.7666
0.500 0.7661
0.382 0.7655
LOW 0.7639
0.618 0.7611
1.000 0.7594
1.618 0.7566
2.618 0.7522
4.250 0.7449
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 0.7673 0.7654
PP 0.7667 0.7629
S1 0.7661 0.7603

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

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