CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 0.7644 0.7633 -0.0012 -0.2% 0.7700
High 0.7676 0.7660 -0.0016 -0.2% 0.7736
Low 0.7634 0.7626 -0.0009 -0.1% 0.7599
Close 0.7669 0.7659 -0.0010 -0.1% 0.7617
Range 0.0042 0.0035 -0.0007 -16.9% 0.0138
ATR 0.0045 0.0045 0.0000 -0.3% 0.0000
Volume 120 23 -97 -80.8% 726
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7752 0.7740 0.7678
R3 0.7717 0.7705 0.7668
R2 0.7683 0.7683 0.7665
R1 0.7671 0.7671 0.7662 0.7677
PP 0.7648 0.7648 0.7648 0.7651
S1 0.7636 0.7636 0.7656 0.7642
S2 0.7614 0.7614 0.7653
S3 0.7579 0.7602 0.7650
S4 0.7545 0.7567 0.7640
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 0.7676 0.7599 0.0077 1.0% 0.0032 0.4% 79% False False 54
10 0.7736 0.7599 0.0138 1.8% 0.0037 0.5% 44% False False 101
20 0.7736 0.7476 0.0260 3.4% 0.0045 0.6% 70% False False 71
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7807
2.618 0.7750
1.618 0.7716
1.000 0.7695
0.618 0.7681
HIGH 0.7660
0.618 0.7647
0.500 0.7643
0.382 0.7639
LOW 0.7626
0.618 0.7604
1.000 0.7591
1.618 0.7570
2.618 0.7535
4.250 0.7479
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 0.7654 0.7656
PP 0.7648 0.7653
S1 0.7643 0.7651

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

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