CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 0.7563 0.7616 0.0053 0.7% 0.7650
High 0.7608 0.7626 0.0018 0.2% 0.7697
Low 0.7548 0.7584 0.0036 0.5% 0.7604
Close 0.7601 0.7591 -0.0010 -0.1% 0.7670
Range 0.0060 0.0042 -0.0018 -29.4% 0.0093
ATR 0.0049 0.0048 0.0000 -1.0% 0.0000
Volume 47 46 -1 -2.1% 244
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7726 0.7701 0.7614
R3 0.7684 0.7659 0.7603
R2 0.7642 0.7642 0.7599
R1 0.7617 0.7617 0.7595 0.7608
PP 0.7600 0.7600 0.7600 0.7596
S1 0.7575 0.7575 0.7587 0.7566
S2 0.7558 0.7558 0.7583
S3 0.7516 0.7533 0.7579
S4 0.7474 0.7491 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 0.7670 0.7548 0.0122 1.6% 0.0055 0.7% 35% False False 68
10 0.7697 0.7548 0.0149 2.0% 0.0047 0.6% 29% False False 48
20 0.7697 0.7542 0.0155 2.0% 0.0042 0.5% 32% False False 28
40 0.7697 0.7360 0.0337 4.4% 0.0038 0.5% 69% False False 18
60 0.7697 0.7298 0.0400 5.3% 0.0038 0.5% 73% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7804
2.618 0.7735
1.618 0.7693
1.000 0.7668
0.618 0.7651
HIGH 0.7626
0.618 0.7609
0.500 0.7605
0.382 0.7600
LOW 0.7584
0.618 0.7558
1.000 0.7542
1.618 0.7516
2.618 0.7474
4.250 0.7405
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 0.7605 0.7590
PP 0.7600 0.7588
S1 0.7596 0.7587

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.