CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 0.7570 0.7556 -0.0014 -0.2% 0.7479
High 0.7581 0.7574 -0.0008 -0.1% 0.7581
Low 0.7560 0.7542 -0.0018 -0.2% 0.7471
Close 0.7565 0.7547 -0.0018 -0.2% 0.7547
Range 0.0021 0.0032 0.0011 50.0% 0.0111
ATR 0.0043 0.0043 -0.0001 -2.0% 0.0000
Volume 13 9 -4 -30.8% 66
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7649 0.7629 0.7564
R3 0.7617 0.7598 0.7556
R2 0.7586 0.7586 0.7553
R1 0.7566 0.7566 0.7550 0.7560
PP 0.7554 0.7554 0.7554 0.7551
S1 0.7535 0.7535 0.7544 0.7529
S2 0.7523 0.7523 0.7541
S3 0.7491 0.7503 0.7538
S4 0.7460 0.7472 0.7530
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7864 0.7816 0.7608
R3 0.7754 0.7706 0.7577
R2 0.7643 0.7643 0.7567
R1 0.7595 0.7595 0.7557 0.7619
PP 0.7533 0.7533 0.7533 0.7545
S1 0.7485 0.7485 0.7537 0.7509
S2 0.7422 0.7422 0.7527
S3 0.7312 0.7374 0.7517
S4 0.7201 0.7264 0.7486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7581 0.7471 0.0111 1.5% 0.0038 0.5% 69% False False 13
10 0.7581 0.7440 0.0141 1.9% 0.0038 0.5% 76% False False 10
20 0.7581 0.7360 0.0221 2.9% 0.0036 0.5% 85% False False 9
40 0.7581 0.7298 0.0284 3.8% 0.0036 0.5% 88% False False 6
60 0.7581 0.7127 0.0454 6.0% 0.0038 0.5% 93% False False 7
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 False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7707
2.618 0.7656
1.618 0.7624
1.000 0.7605
0.618 0.7593
HIGH 0.7574
0.618 0.7561
0.500 0.7558
0.382 0.7554
LOW 0.7542
0.618 0.7523
1.000 0.7511
1.618 0.7491
2.618 0.7460
4.250 0.7408
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 0.7558 0.7544
PP 0.7554 0.7542
S1 0.7551 0.7539

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.