CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 26-Aug-2020
Day Change Summary
Previous Current
25-Aug-2020 26-Aug-2020 Change Change % Previous Week
Open 0.7580 0.7588 0.0008 0.1% 0.7543
High 0.7595 0.7616 0.0021 0.3% 0.7614
Low 0.7575 0.7580 0.0005 0.1% 0.7543
Close 0.7588 0.7604 0.0016 0.2% 0.7585
Range 0.0020 0.0036 0.0016 80.0% 0.0071
ATR 0.0042 0.0042 0.0000 -1.1% 0.0000
Volume 9 5 -4 -44.4% 36
Daily Pivots for day following 26-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7708 0.7692 0.7624
R3 0.7672 0.7656 0.7614
R2 0.7636 0.7636 0.7611
R1 0.7620 0.7620 0.7607 0.7628
PP 0.7600 0.7600 0.7600 0.7604
S1 0.7584 0.7584 0.7601 0.7592
S2 0.7564 0.7564 0.7597
S3 0.7528 0.7548 0.7594
S4 0.7492 0.7512 0.7584
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 0.7616 0.7557 0.0059 0.8% 0.0037 0.5% 80% True False 4
10 0.7616 0.7542 0.0074 1.0% 0.0037 0.5% 84% True False 7
20 0.7616 0.7436 0.0180 2.4% 0.0038 0.5% 93% True False 8
40 0.7616 0.7336 0.0280 3.7% 0.0035 0.5% 96% True False 7
60 0.7616 0.7298 0.0319 4.2% 0.0038 0.5% 96% True 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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7769
2.618 0.7710
1.618 0.7674
1.000 0.7652
0.618 0.7638
HIGH 0.7616
0.618 0.7602
0.500 0.7598
0.382 0.7594
LOW 0.7580
0.618 0.7558
1.000 0.7544
1.618 0.7522
2.618 0.7486
4.250 0.7427
Fisher Pivots for day following 26-Aug-2020
Pivot 1 day 3 day
R1 0.7602 0.7599
PP 0.7600 0.7593
S1 0.7598 0.7588

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

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