CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 0.7778 0.7829 0.0051 0.7% 0.7707
High 0.7832 0.7829 -0.0003 0.0% 0.7832
Low 0.7775 0.7798 0.0023 0.3% 0.7697
Close 0.7829 0.7819 -0.0010 -0.1% 0.7829
Range 0.0057 0.0032 -0.0025 -44.2% 0.0135
ATR 0.0042 0.0041 -0.0001 -1.8% 0.0000
Volume 186 168 -18 -9.7% 567
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7910 0.7896 0.7836
R3 0.7878 0.7864 0.7828
R2 0.7847 0.7847 0.7825
R1 0.7833 0.7833 0.7822 0.7824
PP 0.7815 0.7815 0.7815 0.7811
S1 0.7801 0.7801 0.7816 0.7793
S2 0.7784 0.7784 0.7813
S3 0.7752 0.7770 0.7810
S4 0.7721 0.7738 0.7802
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8191 0.8145 0.7903
R3 0.8056 0.8010 0.7866
R2 0.7921 0.7921 0.7854
R1 0.7875 0.7875 0.7841 0.7898
PP 0.7786 0.7786 0.7786 0.7797
S1 0.7740 0.7740 0.7817 0.7763
S2 0.7651 0.7651 0.7804
S3 0.7516 0.7605 0.7792
S4 0.7381 0.7470 0.7755
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7832 0.7701 0.0131 1.7% 0.0040 0.5% 90% False False 127
10 0.7832 0.7633 0.0199 2.5% 0.0038 0.5% 94% False False 113
20 0.7832 0.7599 0.0233 3.0% 0.0037 0.5% 95% False False 108
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7963
2.618 0.7911
1.618 0.7880
1.000 0.7861
0.618 0.7848
HIGH 0.7829
0.618 0.7817
0.500 0.7813
0.382 0.7810
LOW 0.7798
0.618 0.7778
1.000 0.7766
1.618 0.7747
2.618 0.7715
4.250 0.7664
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 0.7817 0.7807
PP 0.7815 0.7794
S1 0.7813 0.7782

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

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