CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 0.7543 0.7606 0.0063 0.8% 0.7479
High 0.7582 0.7606 0.0024 0.3% 0.7581
Low 0.7543 0.7566 0.0023 0.3% 0.7471
Close 0.7582 0.7606 0.0024 0.3% 0.7547
Range 0.0039 0.0040 0.0001 2.6% 0.0111
ATR 0.0042 0.0042 0.0000 -0.5% 0.0000
Volume 14 0 -14 -100.0% 66
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7711 0.7698 0.7627
R3 0.7671 0.7658 0.7616
R2 0.7632 0.7632 0.7613
R1 0.7619 0.7619 0.7609 0.7625
PP 0.7592 0.7592 0.7592 0.7596
S1 0.7579 0.7579 0.7602 0.7586
S2 0.7553 0.7553 0.7598
S3 0.7513 0.7540 0.7595
S4 0.7474 0.7500 0.7584
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 0.7606 0.7497 0.0109 1.4% 0.0039 0.5% 100% True False 12
10 0.7606 0.7468 0.0138 1.8% 0.0038 0.5% 100% True False 11
20 0.7606 0.7422 0.0184 2.4% 0.0035 0.5% 100% True False 8
40 0.7606 0.7298 0.0308 4.0% 0.0036 0.5% 100% True False 6
60 0.7606 0.7234 0.0372 4.9% 0.0038 0.5% 100% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7773
2.618 0.7709
1.618 0.7669
1.000 0.7645
0.618 0.7630
HIGH 0.7606
0.618 0.7590
0.500 0.7586
0.382 0.7581
LOW 0.7566
0.618 0.7542
1.000 0.7527
1.618 0.7502
2.618 0.7463
4.250 0.7398
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 0.7599 0.7595
PP 0.7592 0.7584
S1 0.7586 0.7574

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

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