CME Canadian Dollar Future September 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 0.7740 0.7740 0.0000 0.0% 0.7641
High 0.7746 0.7783 0.0037 0.5% 0.7710
Low 0.7732 0.7740 0.0009 0.1% 0.7639
Close 0.7743 0.7783 0.0040 0.5% 0.7704
Range 0.0015 0.0043 0.0029 196.6% 0.0071
ATR 0.0030 0.0031 0.0001 3.0% 0.0000
Volume 10 88 78 780.0% 66
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7898 0.7883 0.7807
R3 0.7855 0.7840 0.7795
R2 0.7812 0.7812 0.7791
R1 0.7797 0.7797 0.7787 0.7805
PP 0.7769 0.7769 0.7769 0.7772
S1 0.7754 0.7754 0.7779 0.7762
S2 0.7726 0.7726 0.7775
S3 0.7683 0.7711 0.7771
S4 0.7640 0.7668 0.7759
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7896 0.7870 0.7743
R3 0.7825 0.7800 0.7723
R2 0.7755 0.7755 0.7717
R1 0.7729 0.7729 0.7710 0.7742
PP 0.7684 0.7684 0.7684 0.7691
S1 0.7659 0.7659 0.7698 0.7672
S2 0.7614 0.7614 0.7691
S3 0.7543 0.7588 0.7685
S4 0.7473 0.7518 0.7665
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7783 0.7686 0.0097 1.2% 0.0031 0.4% 100% True False 24
10 0.7783 0.7631 0.0153 2.0% 0.0029 0.4% 100% True False 22
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 0.0004
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7966
2.618 0.7896
1.618 0.7853
1.000 0.7826
0.618 0.7810
HIGH 0.7783
0.618 0.7767
0.500 0.7762
0.382 0.7756
LOW 0.7740
0.618 0.7713
1.000 0.7697
1.618 0.7670
2.618 0.7627
4.250 0.7557
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 0.7776 0.7770
PP 0.7769 0.7757
S1 0.7762 0.7743

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

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