CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 28-Jul-2020
Day Change Summary
Previous Current
27-Jul-2020 28-Jul-2020 Change Change % Previous Week
Open 0.7492 0.7500 0.0009 0.1% 0.7391
High 0.7493 0.7504 0.0011 0.1% 0.7491
Low 0.7488 0.7465 -0.0024 -0.3% 0.7360
Close 0.7488 0.7488 -0.0001 0.0% 0.7453
Range 0.0005 0.0039 0.0035 766.7% 0.0131
ATR 0.0041 0.0041 0.0000 -0.3% 0.0000
Volume 5 3 -2 -40.0% 80
Daily Pivots for day following 28-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7602 0.7584 0.7509
R3 0.7563 0.7545 0.7498
R2 0.7524 0.7524 0.7495
R1 0.7506 0.7506 0.7491 0.7496
PP 0.7485 0.7485 0.7485 0.7480
S1 0.7467 0.7467 0.7484 0.7457
S2 0.7446 0.7446 0.7480
S3 0.7407 0.7428 0.7477
S4 0.7368 0.7389 0.7466
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 0.7504 0.7422 0.0082 1.1% 0.0031 0.4% 80% True False 7
10 0.7504 0.7360 0.0144 1.9% 0.0032 0.4% 89% True False 10
20 0.7504 0.7303 0.0201 2.7% 0.0034 0.5% 92% True False 6
40 0.7506 0.7298 0.0209 2.8% 0.0038 0.5% 91% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7669
2.618 0.7606
1.618 0.7567
1.000 0.7543
0.618 0.7528
HIGH 0.7504
0.618 0.7489
0.500 0.7484
0.382 0.7479
LOW 0.7465
0.618 0.7440
1.000 0.7426
1.618 0.7401
2.618 0.7362
4.250 0.7299
Fisher Pivots for day following 28-Jul-2020
Pivot 1 day 3 day
R1 0.7486 0.7483
PP 0.7485 0.7478
S1 0.7484 0.7473

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

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