CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 0.7496 0.7546 0.0050 0.7% 0.7492
High 0.7508 0.7556 0.0048 0.6% 0.7504
Low 0.7456 0.7530 0.0074 1.0% 0.7436
Close 0.7496 0.7531 0.0035 0.5% 0.7474
Range 0.0052 0.0026 -0.0026 -50.0% 0.0068
ATR 0.0041 0.0043 0.0001 3.2% 0.0000
Volume 0 5 5 13
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7617 0.7600 0.7545
R3 0.7591 0.7574 0.7538
R2 0.7565 0.7565 0.7536
R1 0.7548 0.7548 0.7533 0.7544
PP 0.7539 0.7539 0.7539 0.7537
S1 0.7522 0.7522 0.7529 0.7518
S2 0.7513 0.7513 0.7526
S3 0.7487 0.7496 0.7524
S4 0.7461 0.7470 0.7517
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 0.7556 0.7436 0.0120 1.6% 0.0036 0.5% 79% True False 2
10 0.7556 0.7436 0.0120 1.6% 0.0032 0.4% 79% True False 4
20 0.7556 0.7336 0.0220 2.9% 0.0032 0.4% 89% True False 5
40 0.7556 0.7298 0.0259 3.4% 0.0039 0.5% 90% True 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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7667
2.618 0.7624
1.618 0.7598
1.000 0.7582
0.618 0.7572
HIGH 0.7556
0.618 0.7546
0.500 0.7543
0.382 0.7540
LOW 0.7530
0.618 0.7514
1.000 0.7504
1.618 0.7488
2.618 0.7462
4.250 0.7420
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 0.7543 0.7520
PP 0.7539 0.7509
S1 0.7535 0.7498

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

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