CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 0.7540 0.7603 0.0063 0.8% 0.7589
High 0.7568 0.7633 0.0066 0.9% 0.7620
Low 0.7490 0.7596 0.0107 1.4% 0.7476
Close 0.7562 0.7596 0.0034 0.4% 0.7513
Range 0.0078 0.0037 -0.0041 -52.6% 0.0144
ATR 0.0043 0.0045 0.0002 4.8% 0.0000
Volume 86 26 -60 -69.8% 182
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7719 0.7695 0.7616
R3 0.7682 0.7658 0.7606
R2 0.7645 0.7645 0.7603
R1 0.7621 0.7621 0.7599 0.7615
PP 0.7608 0.7608 0.7608 0.7605
S1 0.7584 0.7584 0.7593 0.7578
S2 0.7571 0.7571 0.7589
S3 0.7534 0.7547 0.7586
S4 0.7497 0.7510 0.7576
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7968 0.7885 0.7592
R3 0.7824 0.7741 0.7553
R2 0.7680 0.7680 0.7539
R1 0.7597 0.7597 0.7526 0.7567
PP 0.7536 0.7536 0.7536 0.7521
S1 0.7453 0.7453 0.7500 0.7423
S2 0.7392 0.7392 0.7487
S3 0.7248 0.7309 0.7473
S4 0.7104 0.7165 0.7434
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7633 0.7476 0.0157 2.1% 0.0047 0.6% 76% True False 44
10 0.7646 0.7476 0.0170 2.2% 0.0040 0.5% 71% False False 38
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7730
1.618 0.7693
1.000 0.7670
0.618 0.7656
HIGH 0.7633
0.618 0.7619
0.500 0.7615
0.382 0.7610
LOW 0.7596
0.618 0.7573
1.000 0.7559
1.618 0.7536
2.618 0.7499
4.250 0.7439
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 0.7615 0.7584
PP 0.7608 0.7573
S1 0.7602 0.7561

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

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