CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 0.7707 0.7709 0.0003 0.0% 0.7660
High 0.7741 0.7737 -0.0004 -0.1% 0.7712
Low 0.7697 0.7701 0.0005 0.1% 0.7633
Close 0.7720 0.7734 0.0015 0.2% 0.7704
Range 0.0045 0.0036 -0.0009 -19.1% 0.0079
ATR 0.0042 0.0041 0.0000 -1.0% 0.0000
Volume 97 34 -63 -64.9% 400
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7832 0.7819 0.7754
R3 0.7796 0.7783 0.7744
R2 0.7760 0.7760 0.7741
R1 0.7747 0.7747 0.7737 0.7754
PP 0.7724 0.7724 0.7724 0.7727
S1 0.7711 0.7711 0.7731 0.7718
S2 0.7688 0.7688 0.7727
S3 0.7652 0.7675 0.7724
S4 0.7616 0.7639 0.7714
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 0.7645 0.0096 1.2% 0.0037 0.5% 93% False False 92
10 0.7741 0.7626 0.0116 1.5% 0.0035 0.5% 94% False False 79
20 0.7741 0.7528 0.0214 2.8% 0.0042 0.5% 97% False False 82
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7890
2.618 0.7831
1.618 0.7795
1.000 0.7773
0.618 0.7759
HIGH 0.7737
0.618 0.7723
0.500 0.7719
0.382 0.7715
LOW 0.7701
0.618 0.7679
1.000 0.7665
1.618 0.7643
2.618 0.7607
4.250 0.7548
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 0.7729 0.7727
PP 0.7724 0.7720
S1 0.7719 0.7712

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

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