CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 23-Jul-2020
Day Change Summary
Previous Current
22-Jul-2020 23-Jul-2020 Change Change % Previous Week
Open 0.7445 0.7466 0.0021 0.3% 0.7364
High 0.7463 0.7491 0.0028 0.4% 0.7408
Low 0.7422 0.7454 0.0032 0.4% 0.7336
Close 0.7457 0.7472 0.0015 0.2% 0.7370
Range 0.0041 0.0038 -0.0004 -8.5% 0.0072
ATR 0.0042 0.0042 0.0000 -0.8% 0.0000
Volume 6 13 7 116.7% 14
Daily Pivots for day following 23-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7585 0.7566 0.7493
R3 0.7547 0.7528 0.7482
R2 0.7510 0.7510 0.7479
R1 0.7491 0.7491 0.7475 0.7500
PP 0.7472 0.7472 0.7472 0.7477
S1 0.7453 0.7453 0.7469 0.7463
S2 0.7435 0.7435 0.7465
S3 0.7397 0.7416 0.7462
S4 0.7360 0.7378 0.7451
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 0.7491 0.7360 0.0131 1.8% 0.0035 0.5% 85% True False 14
10 0.7491 0.7336 0.0155 2.1% 0.0031 0.4% 88% True False 8
20 0.7491 0.7298 0.0194 2.6% 0.0035 0.5% 90% True False 5
40 0.7506 0.7238 0.0268 3.6% 0.0040 0.5% 87% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7650
2.618 0.7589
1.618 0.7552
1.000 0.7529
0.618 0.7514
HIGH 0.7491
0.618 0.7477
0.500 0.7472
0.382 0.7468
LOW 0.7454
0.618 0.7430
1.000 0.7416
1.618 0.7393
2.618 0.7355
4.250 0.7294
Fisher Pivots for day following 23-Jul-2020
Pivot 1 day 3 day
R1 0.7472 0.7463
PP 0.7472 0.7453
S1 0.7472 0.7444

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

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