CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 0.7641 0.7686 0.0045 0.6% 0.7649
High 0.7665 0.7697 0.0033 0.4% 0.7677
Low 0.7639 0.7655 0.0016 0.2% 0.7631
Close 0.7650 0.7693 0.0044 0.6% 0.7641
Range 0.0026 0.0043 0.0017 66.7% 0.0046
ATR
Volume 1 61 60 6,000.0% 53
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7809 0.7794 0.7716
R3 0.7767 0.7751 0.7705
R2 0.7724 0.7724 0.7701
R1 0.7709 0.7709 0.7697 0.7716
PP 0.7682 0.7682 0.7682 0.7685
S1 0.7666 0.7666 0.7689 0.7674
S2 0.7639 0.7639 0.7685
S3 0.7597 0.7624 0.7681
S4 0.7554 0.7581 0.7670
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7787 0.7760 0.7666
R3 0.7741 0.7714 0.7653
R2 0.7695 0.7695 0.7649
R1 0.7668 0.7668 0.7645 0.7659
PP 0.7649 0.7649 0.7649 0.7645
S1 0.7622 0.7622 0.7636 0.7613
S2 0.7603 0.7603 0.7632
S3 0.7557 0.7576 0.7628
S4 0.7511 0.7530 0.7615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7697 0.7631 0.0067 0.9% 0.0032 0.4% 94% True False 20
10 0.7697 0.7600 0.0097 1.3% 0.0029 0.4% 96% True False 14
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 0.0007
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7878
2.618 0.7808
1.618 0.7766
1.000 0.7740
0.618 0.7723
HIGH 0.7697
0.618 0.7681
0.500 0.7676
0.382 0.7671
LOW 0.7655
0.618 0.7628
1.000 0.7612
1.618 0.7586
2.618 0.7543
4.250 0.7474
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 0.7687 0.7685
PP 0.7682 0.7676
S1 0.7676 0.7668

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

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