CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 0.7585 0.7559 -0.0026 -0.3% 0.7543
High 0.7601 0.7615 0.0014 0.2% 0.7614
Low 0.7562 0.7559 -0.0003 0.0% 0.7543
Close 0.7585 0.7560 -0.0025 -0.3% 0.7585
Range 0.0039 0.0056 0.0017 44.2% 0.0071
ATR 0.0042 0.0043 0.0001 2.3% 0.0000
Volume 0 1 1 36
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7744 0.7708 0.7591
R3 0.7689 0.7652 0.7575
R2 0.7633 0.7633 0.7570
R1 0.7597 0.7597 0.7565 0.7615
PP 0.7578 0.7578 0.7578 0.7587
S1 0.7541 0.7541 0.7555 0.7560
S2 0.7522 0.7522 0.7550
S3 0.7467 0.7486 0.7545
S4 0.7411 0.7430 0.7529
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 0.7615 0.7557 0.0058 0.8% 0.0044 0.6% 5% True False 4
10 0.7615 0.7490 0.0125 1.6% 0.0042 0.6% 56% True False 9
20 0.7615 0.7436 0.0179 2.4% 0.0039 0.5% 69% True False 7
40 0.7615 0.7303 0.0312 4.1% 0.0036 0.5% 83% True False 7
60 0.7615 0.7285 0.0330 4.4% 0.0039 0.5% 83% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7850
2.618 0.7760
1.618 0.7704
1.000 0.7670
0.618 0.7649
HIGH 0.7615
0.618 0.7593
0.500 0.7587
0.382 0.7580
LOW 0.7559
0.618 0.7525
1.000 0.7504
1.618 0.7469
2.618 0.7414
4.250 0.7323
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 0.7587 0.7586
PP 0.7578 0.7577
S1 0.7569 0.7569

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

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