CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 0.7561 0.7585 0.0024 0.3% 0.7543
High 0.7594 0.7601 0.0007 0.1% 0.7614
Low 0.7557 0.7562 0.0005 0.1% 0.7543
Close 0.7591 0.7585 -0.0006 -0.1% 0.7585
Range 0.0037 0.0039 0.0002 4.1% 0.0071
ATR 0.0042 0.0042 0.0000 -0.6% 0.0000
Volume 6 0 -6 -100.0% 36
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7698 0.7680 0.7606
R3 0.7660 0.7642 0.7596
R2 0.7621 0.7621 0.7592
R1 0.7603 0.7603 0.7589 0.7604
PP 0.7583 0.7583 0.7583 0.7583
S1 0.7565 0.7565 0.7581 0.7566
S2 0.7544 0.7544 0.7578
S3 0.7506 0.7526 0.7574
S4 0.7467 0.7488 0.7564
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7794 0.7760 0.7624
R3 0.7723 0.7689 0.7605
R2 0.7652 0.7652 0.7598
R1 0.7618 0.7618 0.7592 0.7635
PP 0.7581 0.7581 0.7581 0.7589
S1 0.7547 0.7547 0.7578 0.7564
S2 0.7510 0.7510 0.7572
S3 0.7439 0.7476 0.7565
S4 0.7368 0.7405 0.7546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7614 0.7543 0.0071 0.9% 0.0040 0.5% 59% False False 7
10 0.7614 0.7471 0.0144 1.9% 0.0039 0.5% 80% False False 10
20 0.7614 0.7436 0.0178 2.3% 0.0036 0.5% 84% False False 7
40 0.7614 0.7298 0.0317 4.2% 0.0036 0.5% 91% False False 7
60 0.7614 0.7238 0.0376 5.0% 0.0039 0.5% 92% False False 6
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 0.7764
2.618 0.7701
1.618 0.7663
1.000 0.7639
0.618 0.7624
HIGH 0.7601
0.618 0.7586
0.500 0.7581
0.382 0.7577
LOW 0.7562
0.618 0.7538
1.000 0.7524
1.618 0.7500
2.618 0.7461
4.250 0.7398
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 0.7584 0.7586
PP 0.7583 0.7585
S1 0.7581 0.7585

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.