CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 30-Jun-2020
Day Change Summary
Previous Current
29-Jun-2020 30-Jun-2020 Change Change % Previous Week
Open 0.7325 0.7363 0.0038 0.5% 0.7357
High 0.7328 0.7369 0.0042 0.6% 0.7417
Low 0.7306 0.7303 -0.0003 0.0% 0.7298
Close 0.7308 0.7363 0.0055 0.8% 0.7325
Range 0.0022 0.0066 0.0044 200.0% 0.0119
ATR 0.0047 0.0049 0.0001 2.8% 0.0000
Volume 2 0 -2 -100.0% 9
Daily Pivots for day following 30-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7543 0.7519 0.7399
R3 0.7477 0.7453 0.7381
R2 0.7411 0.7411 0.7375
R1 0.7387 0.7387 0.7369 0.7396
PP 0.7345 0.7345 0.7345 0.7350
S1 0.7321 0.7321 0.7357 0.7330
S2 0.7279 0.7279 0.7351
S3 0.7213 0.7255 0.7345
S4 0.7147 0.7189 0.7327
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7703 0.7633 0.7390
R3 0.7584 0.7514 0.7357
R2 0.7465 0.7465 0.7346
R1 0.7395 0.7395 0.7335 0.7371
PP 0.7346 0.7346 0.7346 0.7334
S1 0.7276 0.7276 0.7314 0.7252
S2 0.7227 0.7227 0.7303
S3 0.7108 0.7157 0.7292
S4 0.6989 0.7038 0.7259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7391 0.7298 0.0094 1.3% 0.0042 0.6% 70% False False 1
10 0.7417 0.7298 0.0119 1.6% 0.0040 0.5% 55% False False 2
20 0.7506 0.7298 0.0209 2.8% 0.0044 0.6% 31% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7650
2.618 0.7542
1.618 0.7476
1.000 0.7435
0.618 0.7410
HIGH 0.7369
0.618 0.7344
0.500 0.7336
0.382 0.7328
LOW 0.7303
0.618 0.7262
1.000 0.7237
1.618 0.7196
2.618 0.7130
4.250 0.7023
Fisher Pivots for day following 30-Jun-2020
Pivot 1 day 3 day
R1 0.7354 0.7353
PP 0.7345 0.7343
S1 0.7336 0.7333

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

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