CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 0.7653 0.7630 -0.0024 -0.3% 0.7676
High 0.7658 0.7675 0.0017 0.2% 0.7738
Low 0.7629 0.7628 -0.0001 0.0% 0.7596
Close 0.7647 0.7668 0.0021 0.3% 0.7616
Range 0.0030 0.0048 0.0018 61.0% 0.0142
ATR 0.0050 0.0050 0.0000 -0.4% 0.0000
Volume 286 430 144 50.3% 1,054
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7799 0.7781 0.7694
R3 0.7752 0.7733 0.7681
R2 0.7704 0.7704 0.7676
R1 0.7686 0.7686 0.7672 0.7695
PP 0.7657 0.7657 0.7657 0.7661
S1 0.7638 0.7638 0.7663 0.7648
S2 0.7609 0.7609 0.7659
S3 0.7562 0.7591 0.7654
S4 0.7514 0.7543 0.7641
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.8074 0.7987 0.7694
R3 0.7933 0.7845 0.7655
R2 0.7791 0.7791 0.7642
R1 0.7704 0.7704 0.7629 0.7677
PP 0.7650 0.7650 0.7650 0.7636
S1 0.7562 0.7562 0.7603 0.7535
S2 0.7508 0.7508 0.7590
S3 0.7367 0.7421 0.7577
S4 0.7225 0.7279 0.7538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7675 0.7596 0.0079 1.0% 0.0039 0.5% 91% True False 345
10 0.7738 0.7592 0.0146 1.9% 0.0047 0.6% 52% False False 303
20 0.7738 0.7460 0.0278 3.6% 0.0054 0.7% 75% False False 242
40 0.7738 0.7457 0.0281 3.7% 0.0046 0.6% 75% False False 154
60 0.7738 0.7457 0.0281 3.7% 0.0046 0.6% 75% False False 120
80 0.7738 0.7436 0.0302 3.9% 0.0044 0.6% 77% False False 92
100 0.7738 0.7303 0.0435 5.7% 0.0042 0.5% 84% False False 75
120 0.7738 0.7298 0.0440 5.7% 0.0042 0.5% 84% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7877
2.618 0.7799
1.618 0.7752
1.000 0.7723
0.618 0.7704
HIGH 0.7675
0.618 0.7657
0.500 0.7651
0.382 0.7646
LOW 0.7628
0.618 0.7598
1.000 0.7580
1.618 0.7551
2.618 0.7503
4.250 0.7426
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 0.7662 0.7661
PP 0.7657 0.7655
S1 0.7651 0.7649

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

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