CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 0.7606 0.7597 -0.0009 -0.1% 0.7479
High 0.7606 0.7614 0.0009 0.1% 0.7581
Low 0.7566 0.7567 0.0001 0.0% 0.7471
Close 0.7606 0.7584 -0.0022 -0.3% 0.7547
Range 0.0040 0.0048 0.0008 20.3% 0.0111
ATR 0.0042 0.0042 0.0000 0.9% 0.0000
Volume 0 16 16 66
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7731 0.7705 0.7610
R3 0.7683 0.7657 0.7597
R2 0.7636 0.7636 0.7593
R1 0.7610 0.7610 0.7588 0.7599
PP 0.7588 0.7588 0.7588 0.7583
S1 0.7562 0.7562 0.7580 0.7552
S2 0.7541 0.7541 0.7575
S3 0.7493 0.7515 0.7571
S4 0.7446 0.7467 0.7558
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 0.7614 0.7542 0.0072 0.9% 0.0036 0.5% 58% True False 10
10 0.7614 0.7468 0.0147 1.9% 0.0040 0.5% 80% True False 13
20 0.7614 0.7436 0.0178 2.3% 0.0036 0.5% 83% True False 8
40 0.7614 0.7298 0.0317 4.2% 0.0036 0.5% 91% True False 7
60 0.7614 0.7238 0.0376 5.0% 0.0039 0.5% 92% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7816
2.618 0.7738
1.618 0.7691
1.000 0.7662
0.618 0.7643
HIGH 0.7614
0.618 0.7596
0.500 0.7590
0.382 0.7585
LOW 0.7567
0.618 0.7537
1.000 0.7519
1.618 0.7490
2.618 0.7442
4.250 0.7365
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 0.7590 0.7582
PP 0.7588 0.7580
S1 0.7586 0.7579

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

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