CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 10-Jun-2020
Day Change Summary
Previous Current
09-Jun-2020 10-Jun-2020 Change Change % Previous Week
Open 0.7464 0.7466 0.0002 0.0% 0.7285
High 0.7468 0.7506 0.0038 0.5% 0.7461
Low 0.7421 0.7449 0.0028 0.4% 0.7285
Close 0.7468 0.7476 0.0008 0.1% 0.7444
Range 0.0048 0.0058 0.0010 21.1% 0.0176
ATR 0.0052 0.0052 0.0000 0.8% 0.0000
Volume 10 1 -9 -90.0% 45
Daily Pivots for day following 10-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7649 0.7620 0.7508
R3 0.7592 0.7563 0.7492
R2 0.7534 0.7534 0.7487
R1 0.7505 0.7505 0.7481 0.7520
PP 0.7477 0.7477 0.7477 0.7484
S1 0.7448 0.7448 0.7471 0.7462
S2 0.7419 0.7419 0.7465
S3 0.7362 0.7390 0.7460
S4 0.7304 0.7333 0.7444
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 0.7506 0.7392 0.0114 1.5% 0.0034 0.4% 74% True False 5
10 0.7506 0.7238 0.0268 3.6% 0.0038 0.5% 89% True False 6
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 0.0008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7750
2.618 0.7657
1.618 0.7599
1.000 0.7564
0.618 0.7542
HIGH 0.7506
0.618 0.7484
0.500 0.7477
0.382 0.7470
LOW 0.7449
0.618 0.7413
1.000 0.7391
1.618 0.7355
2.618 0.7298
4.250 0.7204
Fisher Pivots for day following 10-Jun-2020
Pivot 1 day 3 day
R1 0.7477 0.7472
PP 0.7477 0.7468
S1 0.7476 0.7463

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

View Archives - Comment on this page... - Back to Index of Symbols