CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 17-Jun-2020
Day Change Summary
Previous Current
16-Jun-2020 17-Jun-2020 Change Change % Previous Week
Open 0.7393 0.7390 -0.0003 0.0% 0.7470
High 0.7402 0.7400 -0.0003 0.0% 0.7506
Low 0.7352 0.7367 0.0015 0.2% 0.7326
Close 0.7375 0.7376 0.0001 0.0% 0.7346
Range 0.0050 0.0033 -0.0018 -35.0% 0.0180
ATR 0.0057 0.0056 -0.0002 -3.1% 0.0000
Volume 4 2 -2 -50.0% 48
Daily Pivots for day following 17-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7478 0.7459 0.7393
R3 0.7446 0.7427 0.7384
R2 0.7413 0.7413 0.7381
R1 0.7394 0.7394 0.7378 0.7388
PP 0.7381 0.7381 0.7381 0.7377
S1 0.7362 0.7362 0.7373 0.7355
S2 0.7348 0.7348 0.7370
S3 0.7316 0.7329 0.7367
S4 0.7283 0.7297 0.7358
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 0.7456 0.7322 0.0135 1.8% 0.0062 0.8% 40% False False 8
10 0.7506 0.7322 0.0185 2.5% 0.0048 0.7% 29% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7538
2.618 0.7485
1.618 0.7452
1.000 0.7432
0.618 0.7420
HIGH 0.7400
0.618 0.7387
0.500 0.7383
0.382 0.7379
LOW 0.7367
0.618 0.7347
1.000 0.7335
1.618 0.7314
2.618 0.7282
4.250 0.7229
Fisher Pivots for day following 17-Jun-2020
Pivot 1 day 3 day
R1 0.7383 0.7371
PP 0.7381 0.7366
S1 0.7378 0.7362

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

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