CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 08-Jul-2020
Day Change Summary
Previous Current
07-Jul-2020 08-Jul-2020 Change Change % Previous Week
Open 0.7374 0.7400 0.0026 0.3% 0.7325
High 0.7393 0.7412 0.0020 0.3% 0.7384
Low 0.7353 0.7345 -0.0008 -0.1% 0.7303
Close 0.7360 0.7411 0.0052 0.7% 0.7360
Range 0.0040 0.0067 0.0028 69.6% 0.0081
ATR 0.0045 0.0046 0.0002 3.5% 0.0000
Volume 1 1 0 0.0% 20
Daily Pivots for day following 08-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7590 0.7568 0.7448
R3 0.7523 0.7501 0.7429
R2 0.7456 0.7456 0.7423
R1 0.7434 0.7434 0.7417 0.7445
PP 0.7389 0.7389 0.7389 0.7395
S1 0.7367 0.7367 0.7405 0.7378
S2 0.7322 0.7322 0.7399
S3 0.7255 0.7300 0.7393
S4 0.7188 0.7233 0.7374
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 0.7412 0.7345 0.0067 0.9% 0.0038 0.5% 99% True True 4
10 0.7412 0.7298 0.0115 1.5% 0.0040 0.5% 99% True False 3
20 0.7506 0.7298 0.0209 2.8% 0.0046 0.6% 54% 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 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7697
2.618 0.7587
1.618 0.7520
1.000 0.7479
0.618 0.7453
HIGH 0.7412
0.618 0.7386
0.500 0.7379
0.382 0.7371
LOW 0.7345
0.618 0.7304
1.000 0.7278
1.618 0.7237
2.618 0.7170
4.250 0.7060
Fisher Pivots for day following 08-Jul-2020
Pivot 1 day 3 day
R1 0.7400 0.7400
PP 0.7389 0.7389
S1 0.7379 0.7379

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

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