CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 0.7603 0.7600 -0.0003 0.0% 0.7589
High 0.7633 0.7637 0.0004 0.1% 0.7620
Low 0.7596 0.7528 -0.0069 -0.9% 0.7476
Close 0.7596 0.7623 0.0027 0.4% 0.7513
Range 0.0037 0.0110 0.0073 195.9% 0.0144
ATR 0.0045 0.0049 0.0005 10.4% 0.0000
Volume 26 23 -3 -11.5% 182
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7924 0.7883 0.7683
R3 0.7815 0.7774 0.7653
R2 0.7705 0.7705 0.7643
R1 0.7664 0.7664 0.7633 0.7685
PP 0.7596 0.7596 0.7596 0.7606
S1 0.7555 0.7555 0.7613 0.7575
S2 0.7486 0.7486 0.7603
S3 0.7377 0.7445 0.7593
S4 0.7267 0.7336 0.7563
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 0.7637 0.7476 0.0161 2.1% 0.0063 0.8% 91% True False 38
10 0.7637 0.7476 0.0161 2.1% 0.0047 0.6% 91% True False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8102
2.618 0.7924
1.618 0.7814
1.000 0.7747
0.618 0.7705
HIGH 0.7637
0.618 0.7595
0.500 0.7582
0.382 0.7569
LOW 0.7528
0.618 0.7460
1.000 0.7418
1.618 0.7350
2.618 0.7241
4.250 0.7062
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 0.7609 0.7603
PP 0.7596 0.7583
S1 0.7582 0.7563

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

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