CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 06-Jul-2020
Day Change Summary
Previous Current
02-Jul-2020 06-Jul-2020 Change Change % Previous Week
Open 0.7358 0.7385 0.0027 0.4% 0.7325
High 0.7375 0.7398 0.0023 0.3% 0.7384
Low 0.7346 0.7368 0.0022 0.3% 0.7303
Close 0.7360 0.7388 0.0029 0.4% 0.7360
Range 0.0030 0.0031 0.0001 3.4% 0.0081
ATR 0.0046 0.0045 -0.0001 -1.1% 0.0000
Volume 2 4 2 100.0% 20
Daily Pivots for day following 06-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7476 0.7463 0.7405
R3 0.7446 0.7432 0.7396
R2 0.7415 0.7415 0.7394
R1 0.7402 0.7402 0.7391 0.7408
PP 0.7385 0.7385 0.7385 0.7388
S1 0.7371 0.7371 0.7385 0.7378
S2 0.7354 0.7354 0.7382
S3 0.7324 0.7341 0.7380
S4 0.7293 0.7310 0.7371
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7590 0.7555 0.7404
R3 0.7510 0.7475 0.7382
R2 0.7429 0.7429 0.7374
R1 0.7394 0.7394 0.7367 0.7412
PP 0.7349 0.7349 0.7349 0.7357
S1 0.7314 0.7314 0.7352 0.7331
S2 0.7268 0.7268 0.7345
S3 0.7188 0.7233 0.7337
S4 0.7107 0.7153 0.7315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7398 0.7303 0.0095 1.3% 0.0034 0.5% 89% True False 4
10 0.7417 0.7298 0.0119 1.6% 0.0038 0.5% 76% False False 3
20 0.7506 0.7298 0.0209 2.8% 0.0044 0.6% 43% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7528
2.618 0.7478
1.618 0.7447
1.000 0.7429
0.618 0.7417
HIGH 0.7398
0.618 0.7386
0.500 0.7383
0.382 0.7379
LOW 0.7368
0.618 0.7349
1.000 0.7337
1.618 0.7318
2.618 0.7288
4.250 0.7238
Fisher Pivots for day following 06-Jul-2020
Pivot 1 day 3 day
R1 0.7386 0.7383
PP 0.7385 0.7377
S1 0.7383 0.7372

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

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