CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 0.7350 0.7393 0.0043 0.6% 0.7470
High 0.7377 0.7402 0.0025 0.3% 0.7506
Low 0.7322 0.7352 0.0031 0.4% 0.7326
Close 0.7377 0.7375 -0.0003 0.0% 0.7346
Range 0.0056 0.0050 -0.0006 -9.9% 0.0180
ATR 0.0058 0.0057 -0.0001 -1.0% 0.0000
Volume 4 4 0 0.0% 48
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7526 0.7500 0.7402
R3 0.7476 0.7450 0.7388
R2 0.7426 0.7426 0.7384
R1 0.7400 0.7400 0.7379 0.7388
PP 0.7376 0.7376 0.7376 0.7370
S1 0.7350 0.7350 0.7370 0.7338
S2 0.7326 0.7326 0.7365
S3 0.7276 0.7300 0.7361
S4 0.7226 0.7250 0.7347
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% 29% False False 8
10 0.7506 0.7322 0.0185 2.5% 0.0049 0.7% 29% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7615
2.618 0.7533
1.618 0.7483
1.000 0.7452
0.618 0.7433
HIGH 0.7402
0.618 0.7383
0.500 0.7377
0.382 0.7371
LOW 0.7352
0.618 0.7321
1.000 0.7302
1.618 0.7271
2.618 0.7221
4.250 0.7140
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 0.7377 0.7370
PP 0.7376 0.7366
S1 0.7375 0.7362

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

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