CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 0.7656 0.7700 0.0045 0.6% 0.7540
High 0.7681 0.7736 0.0055 0.7% 0.7681
Low 0.7644 0.7677 0.0033 0.4% 0.7490
Close 0.7681 0.7706 0.0026 0.3% 0.7681
Range 0.0038 0.0060 0.0022 58.7% 0.0192
ATR 0.0050 0.0051 0.0001 1.3% 0.0000
Volume 33 94 61 184.8% 186
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7885 0.7855 0.7739
R3 0.7825 0.7795 0.7722
R2 0.7766 0.7766 0.7717
R1 0.7736 0.7736 0.7711 0.7751
PP 0.7706 0.7706 0.7706 0.7714
S1 0.7676 0.7676 0.7701 0.7691
S2 0.7647 0.7647 0.7695
S3 0.7587 0.7617 0.7690
S4 0.7528 0.7557 0.7673
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.8192 0.8128 0.7786
R3 0.8000 0.7936 0.7733
R2 0.7809 0.7809 0.7716
R1 0.7745 0.7745 0.7698 0.7777
PP 0.7617 0.7617 0.7617 0.7633
S1 0.7553 0.7553 0.7663 0.7585
S2 0.7426 0.7426 0.7645
S3 0.7234 0.7362 0.7628
S4 0.7043 0.7170 0.7575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7736 0.7528 0.0209 2.7% 0.0064 0.8% 86% True False 38
10 0.7736 0.7476 0.0260 3.4% 0.0055 0.7% 88% True False 39
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7989
2.618 0.7892
1.618 0.7832
1.000 0.7796
0.618 0.7773
HIGH 0.7736
0.618 0.7713
0.500 0.7706
0.382 0.7699
LOW 0.7677
0.618 0.7640
1.000 0.7617
1.618 0.7580
2.618 0.7521
4.250 0.7424
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 0.7706 0.7693
PP 0.7706 0.7680
S1 0.7706 0.7667

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

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