CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 0.7655 0.7650 -0.0005 -0.1% 0.7540
High 0.7690 0.7661 -0.0029 -0.4% 0.7681
Low 0.7654 0.7613 -0.0041 -0.5% 0.7490
Close 0.7656 0.7616 -0.0041 -0.5% 0.7681
Range 0.0036 0.0048 0.0012 33.3% 0.0192
ATR 0.0049 0.0049 0.0000 -0.2% 0.0000
Volume 15 529 514 3,426.7% 186
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7774 0.7743 0.7642
R3 0.7726 0.7695 0.7629
R2 0.7678 0.7678 0.7624
R1 0.7647 0.7647 0.7620 0.7638
PP 0.7630 0.7630 0.7630 0.7625
S1 0.7599 0.7599 0.7611 0.7590
S2 0.7582 0.7582 0.7607
S3 0.7534 0.7551 0.7602
S4 0.7486 0.7503 0.7589
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 0.7613 0.0124 1.6% 0.0042 0.6% 2% False True 149
10 0.7736 0.7490 0.0247 3.2% 0.0055 0.7% 51% False False 92
20 0.7736 0.7476 0.0260 3.4% 0.0045 0.6% 54% False False 67
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7865
2.618 0.7786
1.618 0.7738
1.000 0.7709
0.618 0.7690
HIGH 0.7661
0.618 0.7642
0.500 0.7637
0.382 0.7631
LOW 0.7613
0.618 0.7583
1.000 0.7565
1.618 0.7535
2.618 0.7487
4.250 0.7409
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 0.7637 0.7654
PP 0.7630 0.7641
S1 0.7623 0.7628

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

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