CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 0.7729 0.7739 0.0010 0.1% 0.7660
High 0.7745 0.7783 0.0038 0.5% 0.7712
Low 0.7722 0.7732 0.0010 0.1% 0.7633
Close 0.7742 0.7783 0.0041 0.5% 0.7704
Range 0.0024 0.0052 0.0028 119.1% 0.0079
ATR 0.0040 0.0041 0.0001 2.1% 0.0000
Volume 32 218 186 581.3% 400
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7920 0.7903 0.7811
R3 0.7869 0.7851 0.7797
R2 0.7817 0.7817 0.7792
R1 0.7800 0.7800 0.7787 0.7809
PP 0.7766 0.7766 0.7766 0.7770
S1 0.7748 0.7748 0.7778 0.7757
S2 0.7714 0.7714 0.7773
S3 0.7663 0.7697 0.7768
S4 0.7611 0.7645 0.7754
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 0.7783 0.7684 0.0100 1.3% 0.0037 0.5% 99% True False 117
10 0.7783 0.7626 0.0158 2.0% 0.0036 0.5% 100% True False 84
20 0.7783 0.7599 0.0185 2.4% 0.0039 0.5% 100% True False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8002
2.618 0.7918
1.618 0.7866
1.000 0.7835
0.618 0.7815
HIGH 0.7783
0.618 0.7763
0.500 0.7757
0.382 0.7751
LOW 0.7732
0.618 0.7700
1.000 0.7680
1.618 0.7648
2.618 0.7597
4.250 0.7513
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 0.7774 0.7769
PP 0.7766 0.7756
S1 0.7757 0.7742

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

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