CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 22-Jun-2020
Day Change Summary
Previous Current
19-Jun-2020 22-Jun-2020 Change Change % Previous Week
Open 0.7367 0.7357 -0.0010 -0.1% 0.7350
High 0.7381 0.7396 0.0015 0.2% 0.7402
Low 0.7352 0.7347 -0.0005 -0.1% 0.7322
Close 0.7353 0.7396 0.0043 0.6% 0.7353
Range 0.0030 0.0050 0.0020 67.8% 0.0081
ATR 0.0053 0.0053 0.0000 -0.5% 0.0000
Volume 5 2 -3 -60.0% 17
Daily Pivots for day following 22-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7528 0.7512 0.7423
R3 0.7479 0.7462 0.7410
R2 0.7429 0.7429 0.7405
R1 0.7413 0.7413 0.7401 0.7421
PP 0.7380 0.7380 0.7380 0.7384
S1 0.7363 0.7363 0.7391 0.7371
S2 0.7330 0.7330 0.7387
S3 0.7281 0.7314 0.7382
S4 0.7231 0.7264 0.7369
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7600 0.7557 0.7397
R3 0.7520 0.7477 0.7375
R2 0.7439 0.7439 0.7368
R1 0.7396 0.7396 0.7360 0.7418
PP 0.7359 0.7359 0.7359 0.7370
S1 0.7316 0.7316 0.7346 0.7337
S2 0.7278 0.7278 0.7338
S3 0.7198 0.7235 0.7331
S4 0.7117 0.7155 0.7309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7402 0.7347 0.0056 0.8% 0.0041 0.6% 89% False True 3
10 0.7506 0.7322 0.0185 2.5% 0.0054 0.7% 40% False False 6
20 0.7506 0.7234 0.0273 3.7% 0.0044 0.6% 60% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7606
2.618 0.7526
1.618 0.7476
1.000 0.7446
0.618 0.7427
HIGH 0.7396
0.618 0.7377
0.500 0.7371
0.382 0.7365
LOW 0.7347
0.618 0.7316
1.000 0.7297
1.618 0.7266
2.618 0.7217
4.250 0.7136
Fisher Pivots for day following 22-Jun-2020
Pivot 1 day 3 day
R1 0.7388 0.7388
PP 0.7380 0.7380
S1 0.7371 0.7372

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

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