CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 0.7617 0.7563 -0.0054 -0.7% 0.7650
High 0.7617 0.7608 -0.0010 -0.1% 0.7697
Low 0.7562 0.7548 -0.0014 -0.2% 0.7604
Close 0.7567 0.7601 0.0034 0.4% 0.7670
Range 0.0055 0.0060 0.0005 8.2% 0.0093
ATR 0.0048 0.0049 0.0001 1.7% 0.0000
Volume 129 47 -82 -63.6% 244
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7764 0.7742 0.7634
R3 0.7705 0.7683 0.7617
R2 0.7645 0.7645 0.7612
R1 0.7623 0.7623 0.7606 0.7634
PP 0.7586 0.7586 0.7586 0.7591
S1 0.7564 0.7564 0.7596 0.7575
S2 0.7526 0.7526 0.7590
S3 0.7467 0.7504 0.7585
S4 0.7407 0.7445 0.7568
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7936 0.7896 0.7721
R3 0.7843 0.7803 0.7696
R2 0.7750 0.7750 0.7687
R1 0.7710 0.7710 0.7679 0.7730
PP 0.7657 0.7657 0.7657 0.7667
S1 0.7617 0.7617 0.7661 0.7637
S2 0.7564 0.7564 0.7653
S3 0.7471 0.7524 0.7644
S4 0.7378 0.7431 0.7619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7671 0.7548 0.0123 1.6% 0.0053 0.7% 43% False True 69
10 0.7697 0.7548 0.0149 2.0% 0.0046 0.6% 36% False True 44
20 0.7697 0.7497 0.0201 2.6% 0.0043 0.6% 52% False False 27
40 0.7697 0.7360 0.0337 4.4% 0.0038 0.5% 72% False False 17
60 0.7697 0.7298 0.0400 5.3% 0.0038 0.5% 76% False False 12
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7763
1.618 0.7704
1.000 0.7667
0.618 0.7644
HIGH 0.7608
0.618 0.7585
0.500 0.7578
0.382 0.7571
LOW 0.7548
0.618 0.7511
1.000 0.7489
1.618 0.7452
2.618 0.7392
4.250 0.7295
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 0.7593 0.7609
PP 0.7586 0.7606
S1 0.7578 0.7604

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

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