CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 0.7597 0.7561 -0.0036 -0.5% 0.7479
High 0.7614 0.7594 -0.0020 -0.3% 0.7581
Low 0.7567 0.7557 -0.0010 -0.1% 0.7471
Close 0.7584 0.7591 0.0007 0.1% 0.7547
Range 0.0048 0.0037 -0.0011 -22.1% 0.0111
ATR 0.0042 0.0042 0.0000 -0.9% 0.0000
Volume 16 6 -10 -62.5% 66
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7692 0.7678 0.7611
R3 0.7655 0.7641 0.7601
R2 0.7618 0.7618 0.7597
R1 0.7604 0.7604 0.7594 0.7611
PP 0.7581 0.7581 0.7581 0.7584
S1 0.7567 0.7567 0.7587 0.7574
S2 0.7544 0.7544 0.7584
S3 0.7507 0.7530 0.7580
S4 0.7470 0.7493 0.7570
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% 0.0039 0.5% 67% False False 9
10 0.7614 0.7468 0.0147 1.9% 0.0040 0.5% 84% False False 10
20 0.7614 0.7436 0.0178 2.3% 0.0036 0.5% 87% False False 8
40 0.7614 0.7298 0.0317 4.2% 0.0035 0.5% 93% False False 7
60 0.7614 0.7238 0.0376 5.0% 0.0039 0.5% 94% False False 6
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7751
2.618 0.7691
1.618 0.7654
1.000 0.7631
0.618 0.7617
HIGH 0.7594
0.618 0.7580
0.500 0.7576
0.382 0.7571
LOW 0.7557
0.618 0.7534
1.000 0.7520
1.618 0.7497
2.618 0.7460
4.250 0.7400
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 0.7586 0.7589
PP 0.7581 0.7587
S1 0.7576 0.7586

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

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