CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 0.7682 0.7688 0.0006 0.1% 0.7627
High 0.7696 0.7704 0.0009 0.1% 0.7676
Low 0.7645 0.7680 0.0035 0.5% 0.7626
Close 0.7693 0.7700 0.0007 0.1% 0.7640
Range 0.0051 0.0024 -0.0027 -52.5% 0.0050
ATR 0.0044 0.0042 -0.0001 -3.2% 0.0000
Volume 6 116 110 1,833.3% 299
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7767 0.7757 0.7713
R3 0.7743 0.7733 0.7706
R2 0.7719 0.7719 0.7704
R1 0.7709 0.7709 0.7702 0.7714
PP 0.7695 0.7695 0.7695 0.7697
S1 0.7685 0.7685 0.7697 0.7690
S2 0.7671 0.7671 0.7695
S3 0.7647 0.7661 0.7693
S4 0.7623 0.7637 0.7686
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7797 0.7769 0.7668
R3 0.7747 0.7719 0.7654
R2 0.7697 0.7697 0.7649
R1 0.7669 0.7669 0.7645 0.7683
PP 0.7647 0.7647 0.7647 0.7654
S1 0.7619 0.7619 0.7635 0.7633
S2 0.7597 0.7597 0.7631
S3 0.7547 0.7569 0.7626
S4 0.7497 0.7519 0.7613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7704 0.7626 0.0079 1.0% 0.0035 0.5% 94% True False 51
10 0.7704 0.7599 0.0106 1.4% 0.0035 0.5% 96% True False 103
20 0.7736 0.7476 0.0260 3.4% 0.0045 0.6% 86% False False 72
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 False
Bull Hook False
Stretch 0.0007
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.7806
2.618 0.7767
1.618 0.7743
1.000 0.7728
0.618 0.7719
HIGH 0.7704
0.618 0.7695
0.500 0.7692
0.382 0.7689
LOW 0.7680
0.618 0.7665
1.000 0.7656
1.618 0.7641
2.618 0.7617
4.250 0.7578
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 0.7697 0.7689
PP 0.7695 0.7679
S1 0.7692 0.7669

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

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