CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 0.7391 0.7397 0.0006 0.1% 0.7364
High 0.7395 0.7450 0.0055 0.7% 0.7408
Low 0.7360 0.7397 0.0037 0.5% 0.7336
Close 0.7393 0.7446 0.0053 0.7% 0.7370
Range 0.0035 0.0054 0.0019 52.9% 0.0072
ATR 0.0041 0.0042 0.0001 2.8% 0.0000
Volume 4 47 43 1,075.0% 14
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7591 0.7572 0.7475
R3 0.7538 0.7519 0.7461
R2 0.7484 0.7484 0.7456
R1 0.7465 0.7465 0.7451 0.7475
PP 0.7431 0.7431 0.7431 0.7436
S1 0.7412 0.7412 0.7441 0.7421
S2 0.7377 0.7377 0.7436
S3 0.7324 0.7358 0.7431
S4 0.7270 0.7305 0.7417
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7586 0.7549 0.7409
R3 0.7514 0.7478 0.7390
R2 0.7443 0.7443 0.7383
R1 0.7406 0.7406 0.7377 0.7425
PP 0.7371 0.7371 0.7371 0.7380
S1 0.7335 0.7335 0.7363 0.7353
S2 0.7300 0.7300 0.7357
S3 0.7228 0.7263 0.7350
S4 0.7157 0.7192 0.7331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7450 0.7360 0.0090 1.2% 0.0034 0.5% 96% True False 12
10 0.7450 0.7336 0.0114 1.5% 0.0035 0.5% 96% True False 7
20 0.7450 0.7298 0.0153 2.0% 0.0036 0.5% 97% True False 5
40 0.7506 0.7234 0.0273 3.7% 0.0040 0.5% 78% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7677
2.618 0.7590
1.618 0.7537
1.000 0.7504
0.618 0.7483
HIGH 0.7450
0.618 0.7430
0.500 0.7423
0.382 0.7417
LOW 0.7397
0.618 0.7363
1.000 0.7343
1.618 0.7310
2.618 0.7256
4.250 0.7169
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 0.7438 0.7432
PP 0.7431 0.7419
S1 0.7423 0.7405

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

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