CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 0.7650 0.7600 -0.0050 -0.7% 0.7700
High 0.7661 0.7627 -0.0034 -0.4% 0.7736
Low 0.7613 0.7599 -0.0014 -0.2% 0.7599
Close 0.7616 0.7617 0.0002 0.0% 0.7617
Range 0.0048 0.0028 -0.0020 -41.7% 0.0138
ATR 0.0049 0.0048 -0.0002 -3.1% 0.0000
Volume 529 13 -516 -97.5% 726
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7698 0.7686 0.7632
R3 0.7670 0.7658 0.7625
R2 0.7642 0.7642 0.7622
R1 0.7630 0.7630 0.7620 0.7636
PP 0.7614 0.7614 0.7614 0.7617
S1 0.7602 0.7602 0.7614 0.7608
S2 0.7586 0.7586 0.7612
S3 0.7558 0.7574 0.7609
S4 0.7530 0.7546 0.7602
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.8063 0.7978 0.7693
R3 0.7926 0.7840 0.7655
R2 0.7788 0.7788 0.7642
R1 0.7703 0.7703 0.7630 0.7677
PP 0.7651 0.7651 0.7651 0.7638
S1 0.7565 0.7565 0.7604 0.7539
S2 0.7513 0.7513 0.7592
S3 0.7376 0.7428 0.7579
S4 0.7238 0.7290 0.7541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7736 0.7599 0.0138 1.8% 0.0040 0.5% 13% False True 145
10 0.7736 0.7490 0.0247 3.2% 0.0054 0.7% 52% False False 91
20 0.7736 0.7476 0.0260 3.4% 0.0045 0.6% 54% False False 67
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 True
Bull Hook False
Stretch 0.0014
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7746
2.618 0.7700
1.618 0.7672
1.000 0.7655
0.618 0.7644
HIGH 0.7627
0.618 0.7616
0.500 0.7613
0.382 0.7609
LOW 0.7599
0.618 0.7581
1.000 0.7571
1.618 0.7553
2.618 0.7525
4.250 0.7480
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 0.7616 0.7644
PP 0.7614 0.7635
S1 0.7613 0.7626

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

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