CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 0.7694 0.7707 0.0013 0.2% 0.7660
High 0.7712 0.7741 0.0029 0.4% 0.7712
Low 0.7684 0.7697 0.0013 0.2% 0.7633
Close 0.7704 0.7720 0.0016 0.2% 0.7704
Range 0.0029 0.0045 0.0016 56.1% 0.0079
ATR 0.0041 0.0042 0.0000 0.5% 0.0000
Volume 207 97 -110 -53.1% 400
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7853 0.7831 0.7744
R3 0.7808 0.7786 0.7732
R2 0.7764 0.7764 0.7728
R1 0.7742 0.7742 0.7724 0.7753
PP 0.7719 0.7719 0.7719 0.7725
S1 0.7697 0.7697 0.7715 0.7708
S2 0.7675 0.7675 0.7711
S3 0.7630 0.7653 0.7707
S4 0.7586 0.7608 0.7695
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7920 0.7891 0.7747
R3 0.7841 0.7812 0.7725
R2 0.7762 0.7762 0.7718
R1 0.7733 0.7733 0.7711 0.7747
PP 0.7683 0.7683 0.7683 0.7690
S1 0.7654 0.7654 0.7696 0.7668
S2 0.7604 0.7604 0.7689
S3 0.7525 0.7575 0.7682
S4 0.7446 0.7496 0.7660
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7741 0.7633 0.0108 1.4% 0.0037 0.5% 80% True False 99
10 0.7741 0.7626 0.0116 1.5% 0.0034 0.4% 81% True False 79
20 0.7741 0.7490 0.0252 3.3% 0.0044 0.6% 91% True False 85
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7930
2.618 0.7858
1.618 0.7813
1.000 0.7786
0.618 0.7769
HIGH 0.7741
0.618 0.7724
0.500 0.7719
0.382 0.7713
LOW 0.7697
0.618 0.7669
1.000 0.7652
1.618 0.7624
2.618 0.7580
4.250 0.7507
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 0.7719 0.7717
PP 0.7719 0.7714
S1 0.7719 0.7711

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

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