CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 0.7588 0.7613 0.0025 0.3% 0.7543
High 0.7616 0.7631 0.0015 0.2% 0.7614
Low 0.7580 0.7603 0.0023 0.3% 0.7543
Close 0.7604 0.7622 0.0018 0.2% 0.7585
Range 0.0036 0.0028 -0.0009 -23.6% 0.0071
ATR 0.0042 0.0041 -0.0001 -2.4% 0.0000
Volume 5 7 2 40.0% 36
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7701 0.7689 0.7637
R3 0.7674 0.7662 0.7630
R2 0.7646 0.7646 0.7627
R1 0.7634 0.7634 0.7625 0.7640
PP 0.7619 0.7619 0.7619 0.7622
S1 0.7607 0.7607 0.7619 0.7613
S2 0.7591 0.7591 0.7617
S3 0.7564 0.7579 0.7614
S4 0.7536 0.7552 0.7607
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 0.7631 0.7559 0.0072 0.9% 0.0036 0.5% 88% True False 4
10 0.7631 0.7542 0.0089 1.2% 0.0037 0.5% 90% True False 6
20 0.7631 0.7440 0.0191 2.5% 0.0036 0.5% 96% True False 8
40 0.7631 0.7336 0.0295 3.9% 0.0035 0.5% 97% True False 7
60 0.7631 0.7298 0.0333 4.4% 0.0038 0.5% 97% True False 6
Crabel Price Patterns
NR True
NR4 False
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 False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7747
2.618 0.7702
1.618 0.7675
1.000 0.7658
0.618 0.7647
HIGH 0.7631
0.618 0.7620
0.500 0.7617
0.382 0.7614
LOW 0.7603
0.618 0.7586
1.000 0.7576
1.618 0.7559
2.618 0.7531
4.250 0.7486
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 0.7620 0.7616
PP 0.7619 0.7609
S1 0.7617 0.7603

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

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