CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 0.7456 0.7492 0.0036 0.5% 0.7391
High 0.7476 0.7493 0.0017 0.2% 0.7491
Low 0.7443 0.7488 0.0046 0.6% 0.7360
Close 0.7453 0.7488 0.0035 0.5% 0.7453
Range 0.0034 0.0005 -0.0029 -86.6% 0.0131
ATR 0.0041 0.0041 0.0000 -0.3% 0.0000
Volume 10 5 -5 -50.0% 80
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7503 0.7500 0.7490
R3 0.7499 0.7496 0.7489
R2 0.7494 0.7494 0.7489
R1 0.7491 0.7491 0.7488 0.7490
PP 0.7490 0.7490 0.7490 0.7489
S1 0.7487 0.7487 0.7488 0.7486
S2 0.7485 0.7485 0.7487
S3 0.7481 0.7482 0.7487
S4 0.7476 0.7478 0.7486
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7828 0.7771 0.7525
R3 0.7697 0.7640 0.7489
R2 0.7566 0.7566 0.7477
R1 0.7509 0.7509 0.7465 0.7538
PP 0.7435 0.7435 0.7435 0.7449
S1 0.7378 0.7378 0.7441 0.7407
S2 0.7304 0.7304 0.7429
S3 0.7173 0.7247 0.7417
S4 0.7042 0.7116 0.7381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7493 0.7397 0.0096 1.3% 0.0034 0.5% 95% True False 16
10 0.7493 0.7336 0.0157 2.1% 0.0029 0.4% 97% True False 9
20 0.7493 0.7303 0.0190 2.5% 0.0034 0.4% 98% True False 6
40 0.7506 0.7285 0.0221 3.0% 0.0039 0.5% 92% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 0.7512
2.618 0.7504
1.618 0.7500
1.000 0.7497
0.618 0.7495
HIGH 0.7493
0.618 0.7491
0.500 0.7490
0.382 0.7490
LOW 0.7488
0.618 0.7485
1.000 0.7484
1.618 0.7481
2.618 0.7476
4.250 0.7469
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 0.7490 0.7481
PP 0.7490 0.7474
S1 0.7489 0.7468

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

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