CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary
Previous Current
12-Jun-2020 15-Jun-2020 Change Change % Previous Week
Open 0.7344 0.7350 0.0007 0.1% 0.7470
High 0.7387 0.7377 -0.0010 -0.1% 0.7506
Low 0.7326 0.7322 -0.0005 -0.1% 0.7326
Close 0.7346 0.7377 0.0031 0.4% 0.7346
Range 0.0061 0.0056 -0.0006 -9.0% 0.0180
ATR 0.0058 0.0058 0.0000 -0.3% 0.0000
Volume 5 4 -1 -20.0% 48
Daily Pivots for day following 15-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7525 0.7507 0.7408
R3 0.7470 0.7451 0.7392
R2 0.7414 0.7414 0.7387
R1 0.7396 0.7396 0.7382 0.7405
PP 0.7359 0.7359 0.7359 0.7363
S1 0.7340 0.7340 0.7372 0.7349
S2 0.7303 0.7303 0.7367
S3 0.7248 0.7285 0.7362
S4 0.7192 0.7229 0.7346
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7933 0.7819 0.7445
R3 0.7753 0.7639 0.7396
R2 0.7573 0.7573 0.7379
R1 0.7459 0.7459 0.7363 0.7426
PP 0.7393 0.7393 0.7393 0.7376
S1 0.7279 0.7279 0.7330 0.7246
S2 0.7213 0.7213 0.7313
S3 0.7033 0.7099 0.7297
S4 0.6853 0.6919 0.7247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7506 0.7322 0.0185 2.5% 0.0067 0.9% 30% False True 9
10 0.7506 0.7322 0.0185 2.5% 0.0045 0.6% 30% False True 7
Crabel Price Patterns
NR True
NR4 True
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7613
2.618 0.7522
1.618 0.7467
1.000 0.7433
0.618 0.7411
HIGH 0.7377
0.618 0.7356
0.500 0.7349
0.382 0.7343
LOW 0.7322
0.618 0.7287
1.000 0.7266
1.618 0.7232
2.618 0.7176
4.250 0.7086
Fisher Pivots for day following 15-Jun-2020
Pivot 1 day 3 day
R1 0.7368 0.7389
PP 0.7359 0.7385
S1 0.7349 0.7381

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

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