CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 24-Nov-2020

Day Change Summary
	Previous	Current
	23-Nov-2020	24-Nov-2020	Change	Change %	Previous Week
Open	0.7643	0.7654	0.0011	0.1%	0.7628
High	0.7669	0.7699	0.0030	0.4%	0.7675
Low	0.7631	0.7644	0.0013	0.2%	0.7623
Close	0.7649	0.7692	0.0043	0.6%	0.7640
Range	0.0039	0.0055	0.0017	42.9%	0.0052
ATR	0.0048	0.0048	0.0001	1.1%	0.0000
Volume	429	721	292	68.1%	1,728

Daily Pivots for day following 24-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7843	0.7823	0.7722
R3	0.7788	0.7768	0.7707
R2	0.7733	0.7733	0.7702
R1	0.7713	0.7713	0.7697	0.7723
PP	0.7678	0.7678	0.7678	0.7683
S1	0.7658	0.7658	0.7687	0.7668
S2	0.7623	0.7623	0.7682
S3	0.7568	0.7603	0.7677
S4	0.7513	0.7548	0.7662

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7802	0.7773	0.7668
R3	0.7750	0.7721	0.7654
R2	0.7698	0.7698	0.7649
R1	0.7669	0.7669	0.7644	0.7683
PP	0.7646	0.7646	0.7646	0.7653
S1	0.7617	0.7617	0.7635	0.7631
S2	0.7594	0.7594	0.7630
S3	0.7542	0.7565	0.7625
S4	0.7490	0.7513	0.7611

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7699	0.7624	0.0075	1.0%	0.0043	0.6%	91%	True	False	406
10	0.7699	0.7596	0.0103	1.3%	0.0040	0.5%	94%	True	False	351
20	0.7738	0.7460	0.0278	3.6%	0.0055	0.7%	84%	False	False	307
40	0.7738	0.7457	0.0281	3.7%	0.0047	0.6%	84%	False	False	188
60	0.7738	0.7457	0.0281	3.7%	0.0046	0.6%	84%	False	False	146
80	0.7738	0.7456	0.0282	3.7%	0.0044	0.6%	84%	False	False	112
100	0.7738	0.7336	0.0402	5.2%	0.0042	0.5%	89%	False	False	90
120	0.7738	0.7298	0.0440	5.7%	0.0042	0.6%	90%	False	False	76

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 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7932
2.618	0.7842
1.618	0.7787
1.000	0.7754
0.618	0.7732
HIGH	0.7699
0.618	0.7677
0.500	0.7671
0.382	0.7665
LOW	0.7644
0.618	0.7610
1.000	0.7589
1.618	0.7555
2.618	0.7500
4.250	0.7410

Fisher Pivots for day following 24-Nov-2020
Pivot	1 day	3 day
R1	0.7685	0.7683
PP	0.7678	0.7674
S1	0.7671	0.7665

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols