CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 0.7401 0.7457 0.0056 0.7% 0.7285
High 0.7416 0.7461 0.0046 0.6% 0.7461
Low 0.7392 0.7441 0.0049 0.7% 0.7285
Close 0.7406 0.7444 0.0039 0.5% 0.7444
Range 0.0024 0.0020 -0.0004 -14.9% 0.0176
ATR
Volume 10 2 -8 -80.0% 45
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7509 0.7496 0.7455
R3 0.7489 0.7476 0.7450
R2 0.7469 0.7469 0.7448
R1 0.7456 0.7456 0.7446 0.7453
PP 0.7449 0.7449 0.7449 0.7447
S1 0.7436 0.7436 0.7442 0.7433
S2 0.7429 0.7429 0.7440
S3 0.7409 0.7416 0.7439
S4 0.7389 0.7396 0.7433
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7925 0.7860 0.7541
R3 0.7749 0.7684 0.7492
R2 0.7573 0.7573 0.7476
R1 0.7508 0.7508 0.7460 0.7541
PP 0.7397 0.7397 0.7397 0.7413
S1 0.7332 0.7332 0.7428 0.7365
S2 0.7221 0.7221 0.7412
S3 0.7045 0.7156 0.7396
S4 0.6869 0.6980 0.7347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7461 0.7285 0.0176 2.4% 0.0037 0.5% 90% True False 9
10 0.7461 0.7127 0.0334 4.5% 0.0034 0.5% 95% True False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7546
2.618 0.7513
1.618 0.7493
1.000 0.7481
0.618 0.7473
HIGH 0.7461
0.618 0.7453
0.500 0.7451
0.382 0.7449
LOW 0.7441
0.618 0.7429
1.000 0.7421
1.618 0.7409
2.618 0.7389
4.250 0.7356
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 0.7451 0.7436
PP 0.7449 0.7427
S1 0.7446 0.7419

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.