CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 0.7600 0.7627 0.0027 0.4% 0.7700
High 0.7627 0.7658 0.0032 0.4% 0.7736
Low 0.7599 0.7627 0.0029 0.4% 0.7599
Close 0.7617 0.7641 0.0024 0.3% 0.7617
Range 0.0028 0.0031 0.0003 10.7% 0.0138
ATR 0.0048 0.0047 0.0000 -1.0% 0.0000
Volume 13 38 25 192.3% 726
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7735 0.7719 0.7658
R3 0.7704 0.7688 0.7650
R2 0.7673 0.7673 0.7647
R1 0.7657 0.7657 0.7644 0.7665
PP 0.7642 0.7642 0.7642 0.7646
S1 0.7626 0.7626 0.7638 0.7634
S2 0.7611 0.7611 0.7635
S3 0.7580 0.7595 0.7632
S4 0.7549 0.7564 0.7624
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 0.7696 0.7599 0.0098 1.3% 0.0035 0.5% 44% False False 134
10 0.7736 0.7528 0.0209 2.7% 0.0049 0.6% 54% False False 86
20 0.7736 0.7476 0.0260 3.4% 0.0046 0.6% 63% False False 69
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7739
1.618 0.7708
1.000 0.7689
0.618 0.7677
HIGH 0.7658
0.618 0.7646
0.500 0.7643
0.382 0.7639
LOW 0.7627
0.618 0.7608
1.000 0.7596
1.618 0.7577
2.618 0.7546
4.250 0.7495
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 0.7643 0.7637
PP 0.7642 0.7633
S1 0.7642 0.7630

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.