CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 0.7700 0.7690 -0.0010 -0.1% 0.7540
High 0.7736 0.7696 -0.0040 -0.5% 0.7681
Low 0.7677 0.7666 -0.0011 -0.1% 0.7490
Close 0.7706 0.7685 -0.0021 -0.3% 0.7681
Range 0.0060 0.0030 -0.0030 -49.6% 0.0192
ATR 0.0051 0.0050 -0.0001 -1.5% 0.0000
Volume 94 75 -19 -20.2% 186
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7772 0.7759 0.7702
R3 0.7742 0.7729 0.7693
R2 0.7712 0.7712 0.7691
R1 0.7699 0.7699 0.7688 0.7691
PP 0.7682 0.7682 0.7682 0.7678
S1 0.7669 0.7669 0.7682 0.7661
S2 0.7652 0.7652 0.7680
S3 0.7622 0.7639 0.7677
S4 0.7592 0.7609 0.7669
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% 0.0063 0.8% 76% False False 48
10 0.7736 0.7476 0.0260 3.4% 0.0055 0.7% 80% False False 46
20 0.7736 0.7476 0.0260 3.4% 0.0045 0.6% 80% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7824
2.618 0.7775
1.618 0.7745
1.000 0.7726
0.618 0.7715
HIGH 0.7696
0.618 0.7685
0.500 0.7681
0.382 0.7677
LOW 0.7666
0.618 0.7647
1.000 0.7636
1.618 0.7617
2.618 0.7587
4.250 0.7539
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 0.7684 0.7690
PP 0.7682 0.7688
S1 0.7681 0.7687

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

View Archives - Comment on this page... - Back to Index of Symbols