CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 0.7696 0.7706 0.0010 0.1% 0.7643
High 0.7714 0.7741 0.0027 0.4% 0.7714
Low 0.7682 0.7691 0.0009 0.1% 0.7631
Close 0.7704 0.7719 0.0016 0.2% 0.7704
Range 0.0033 0.0051 0.0018 55.4% 0.0084
ATR 0.0046 0.0046 0.0000 0.8% 0.0000
Volume 1,378 1,357 -21 -1.5% 2,973
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7868 0.7844 0.7747
R3 0.7818 0.7794 0.7733
R2 0.7767 0.7767 0.7728
R1 0.7743 0.7743 0.7724 0.7755
PP 0.7717 0.7717 0.7717 0.7723
S1 0.7693 0.7693 0.7714 0.7705
S2 0.7666 0.7666 0.7710
S3 0.7616 0.7642 0.7705
S4 0.7565 0.7592 0.7691
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7933 0.7902 0.7749
R3 0.7850 0.7818 0.7726
R2 0.7766 0.7766 0.7719
R1 0.7735 0.7735 0.7711 0.7751
PP 0.7683 0.7683 0.7683 0.7691
S1 0.7651 0.7651 0.7696 0.7667
S2 0.7599 0.7599 0.7688
S3 0.7516 0.7568 0.7681
S4 0.7432 0.7484 0.7658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7741 0.7631 0.0111 1.4% 0.0040 0.5% 80% True False 866
10 0.7741 0.7623 0.0118 1.5% 0.0039 0.5% 81% True False 605
20 0.7741 0.7484 0.0258 3.3% 0.0051 0.7% 91% True False 415
40 0.7741 0.7460 0.0281 3.6% 0.0046 0.6% 92% True False 261
60 0.7741 0.7457 0.0285 3.7% 0.0045 0.6% 92% True False 195
80 0.7741 0.7457 0.0285 3.7% 0.0044 0.6% 92% True False 151
100 0.7741 0.7336 0.0405 5.2% 0.0041 0.5% 95% True False 122
120 0.7741 0.7298 0.0444 5.7% 0.0042 0.5% 95% True False 102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7956
2.618 0.7873
1.618 0.7823
1.000 0.7792
0.618 0.7772
HIGH 0.7741
0.618 0.7722
0.500 0.7716
0.382 0.7710
LOW 0.7691
0.618 0.7659
1.000 0.7640
1.618 0.7609
2.618 0.7558
4.250 0.7476
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 0.7718 0.7716
PP 0.7717 0.7713
S1 0.7716 0.7710

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

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