CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 0.7627 0.7655 0.0028 0.4% 0.7700
High 0.7658 0.7659 0.0001 0.0% 0.7736
Low 0.7627 0.7634 0.0007 0.1% 0.7599
Close 0.7641 0.7648 0.0007 0.1% 0.7617
Range 0.0031 0.0025 -0.0007 -21.0% 0.0138
ATR 0.0047 0.0045 -0.0002 -3.4% 0.0000
Volume 38 77 39 102.6% 726
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7720 0.7708 0.7661
R3 0.7696 0.7684 0.7654
R2 0.7671 0.7671 0.7652
R1 0.7659 0.7659 0.7650 0.7653
PP 0.7647 0.7647 0.7647 0.7644
S1 0.7635 0.7635 0.7645 0.7629
S2 0.7622 0.7622 0.7643
S3 0.7598 0.7610 0.7641
S4 0.7573 0.7586 0.7634
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 0.7690 0.7599 0.0091 1.2% 0.0034 0.4% 54% False False 134
10 0.7736 0.7528 0.0209 2.7% 0.0048 0.6% 58% False False 91
20 0.7736 0.7476 0.0260 3.4% 0.0044 0.6% 66% False False 65
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7763
2.618 0.7723
1.618 0.7698
1.000 0.7683
0.618 0.7674
HIGH 0.7659
0.618 0.7649
0.500 0.7646
0.382 0.7643
LOW 0.7634
0.618 0.7619
1.000 0.7610
1.618 0.7594
2.618 0.7570
4.250 0.7530
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 0.7647 0.7641
PP 0.7647 0.7635
S1 0.7646 0.7629

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

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