CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 0.7474 0.7472 -0.0002 0.0% 0.7492
High 0.7478 0.7472 -0.0006 -0.1% 0.7504
Low 0.7474 0.7440 -0.0034 -0.5% 0.7436
Close 0.7474 0.7472 -0.0002 0.0% 0.7474
Range 0.0004 0.0032 0.0029 814.3% 0.0068
ATR 0.0041 0.0040 0.0000 -1.2% 0.0000
Volume 3 0 -3 -100.0% 13
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7557 0.7547 0.7490
R3 0.7525 0.7515 0.7481
R2 0.7493 0.7493 0.7478
R1 0.7483 0.7483 0.7475 0.7488
PP 0.7461 0.7461 0.7461 0.7464
S1 0.7451 0.7451 0.7469 0.7456
S2 0.7429 0.7429 0.7466
S3 0.7397 0.7419 0.7463
S4 0.7365 0.7387 0.7454
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7674 0.7641 0.7511
R3 0.7606 0.7574 0.7493
R2 0.7539 0.7539 0.7486
R1 0.7506 0.7506 0.7480 0.7489
PP 0.7471 0.7471 0.7471 0.7462
S1 0.7439 0.7439 0.7468 0.7421
S2 0.7404 0.7404 0.7462
S3 0.7336 0.7371 0.7455
S4 0.7269 0.7304 0.7437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7504 0.7436 0.0068 0.9% 0.0033 0.4% 53% False False 1
10 0.7504 0.7397 0.0107 1.4% 0.0033 0.4% 71% False False 8
20 0.7504 0.7336 0.0168 2.2% 0.0033 0.4% 81% False False 5
40 0.7506 0.7298 0.0209 2.8% 0.0039 0.5% 84% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7608
2.618 0.7556
1.618 0.7524
1.000 0.7504
0.618 0.7492
HIGH 0.7472
0.618 0.7460
0.500 0.7456
0.382 0.7452
LOW 0.7440
0.618 0.7420
1.000 0.7408
1.618 0.7388
2.618 0.7356
4.250 0.7304
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 0.7467 0.7471
PP 0.7461 0.7470
S1 0.7456 0.7469

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

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