CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 0.7528 0.7509 -0.0019 -0.3% 0.7472
High 0.7536 0.7559 0.0024 0.3% 0.7556
Low 0.7490 0.7497 0.0007 0.1% 0.7440
Close 0.7530 0.7548 0.0018 0.2% 0.7474
Range 0.0046 0.0063 0.0017 37.4% 0.0116
ATR 0.0043 0.0044 0.0001 3.3% 0.0000
Volume 13 26 13 100.0% 39
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7722 0.7698 0.7582
R3 0.7660 0.7635 0.7565
R2 0.7597 0.7597 0.7559
R1 0.7573 0.7573 0.7554 0.7585
PP 0.7535 0.7535 0.7535 0.7541
S1 0.7510 0.7510 0.7542 0.7522
S2 0.7472 0.7472 0.7537
S3 0.7410 0.7448 0.7531
S4 0.7347 0.7385 0.7514
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7838 0.7772 0.7537
R3 0.7722 0.7656 0.7505
R2 0.7606 0.7606 0.7495
R1 0.7540 0.7540 0.7484 0.7573
PP 0.7490 0.7490 0.7490 0.7506
S1 0.7424 0.7424 0.7463 0.7457
S2 0.7374 0.7374 0.7452
S3 0.7258 0.7308 0.7442
S4 0.7142 0.7192 0.7410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7559 0.7468 0.0092 1.2% 0.0044 0.6% 88% True False 15
10 0.7559 0.7436 0.0123 1.6% 0.0040 0.5% 91% True False 8
20 0.7559 0.7360 0.0199 2.6% 0.0035 0.5% 94% True False 9
40 0.7559 0.7298 0.0262 3.5% 0.0036 0.5% 96% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7825
2.618 0.7723
1.618 0.7660
1.000 0.7622
0.618 0.7598
HIGH 0.7559
0.618 0.7535
0.500 0.7528
0.382 0.7520
LOW 0.7497
0.618 0.7458
1.000 0.7434
1.618 0.7395
2.618 0.7333
4.250 0.7231
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 0.7541 0.7537
PP 0.7535 0.7526
S1 0.7528 0.7515

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

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