CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 0.7537 0.7505 -0.0032 -0.4% 0.7598
High 0.7537 0.7533 -0.0005 -0.1% 0.7646
Low 0.7509 0.7476 -0.0033 -0.4% 0.7581
Close 0.7526 0.7509 -0.0017 -0.2% 0.7613
Range 0.0028 0.0057 0.0029 101.8% 0.0066
ATR
Volume 53 34 -19 -35.8% 262
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7675 0.7649 0.7540
R3 0.7619 0.7592 0.7525
R2 0.7562 0.7562 0.7519
R1 0.7536 0.7536 0.7514 0.7549
PP 0.7506 0.7506 0.7506 0.7513
S1 0.7479 0.7479 0.7504 0.7493
S2 0.7449 0.7449 0.7499
S3 0.7393 0.7423 0.7493
S4 0.7336 0.7366 0.7478
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7810 0.7777 0.7649
R3 0.7744 0.7711 0.7631
R2 0.7679 0.7679 0.7625
R1 0.7646 0.7646 0.7619 0.7662
PP 0.7613 0.7613 0.7613 0.7621
S1 0.7580 0.7580 0.7607 0.7597
S2 0.7548 0.7548 0.7601
S3 0.7482 0.7515 0.7595
S4 0.7417 0.7449 0.7577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7630 0.7476 0.0154 2.1% 0.0039 0.5% 21% False True 46
10 0.7646 0.7476 0.0170 2.3% 0.0036 0.5% 19% False True 43
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 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7773
2.618 0.7680
1.618 0.7624
1.000 0.7589
0.618 0.7567
HIGH 0.7533
0.618 0.7511
0.500 0.7504
0.382 0.7498
LOW 0.7476
0.618 0.7441
1.000 0.7420
1.618 0.7385
2.618 0.7328
4.250 0.7236
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 0.7507 0.7543
PP 0.7506 0.7532
S1 0.7504 0.7520

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

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