CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 0.7616 0.7598 -0.0018 -0.2% 0.7617
High 0.7626 0.7607 -0.0019 -0.2% 0.7626
Low 0.7584 0.7578 -0.0006 -0.1% 0.7548
Close 0.7591 0.7586 -0.0006 -0.1% 0.7586
Range 0.0042 0.0029 -0.0013 -31.0% 0.0078
ATR 0.0048 0.0047 -0.0001 -2.9% 0.0000
Volume 46 37 -9 -19.6% 259
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7677 0.7660 0.7601
R3 0.7648 0.7631 0.7593
R2 0.7619 0.7619 0.7591
R1 0.7602 0.7602 0.7588 0.7596
PP 0.7590 0.7590 0.7590 0.7587
S1 0.7573 0.7573 0.7583 0.7567
S2 0.7561 0.7561 0.7580
S3 0.7532 0.7544 0.7578
S4 0.7503 0.7515 0.7570
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7819 0.7780 0.7628
R3 0.7741 0.7702 0.7607
R2 0.7664 0.7664 0.7600
R1 0.7625 0.7625 0.7593 0.7606
PP 0.7586 0.7586 0.7586 0.7577
S1 0.7547 0.7547 0.7578 0.7528
S2 0.7509 0.7509 0.7571
S3 0.7431 0.7470 0.7564
S4 0.7354 0.7392 0.7543
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% 0.0048 0.6% 31% False False 53
10 0.7697 0.7548 0.0149 2.0% 0.0047 0.6% 25% False False 51
20 0.7697 0.7542 0.0155 2.0% 0.0042 0.6% 28% False False 29
40 0.7697 0.7360 0.0337 4.4% 0.0038 0.5% 67% False False 19
60 0.7697 0.7298 0.0400 5.3% 0.0038 0.5% 72% 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 False
Stretch 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7730
2.618 0.7683
1.618 0.7654
1.000 0.7636
0.618 0.7625
HIGH 0.7607
0.618 0.7596
0.500 0.7593
0.382 0.7589
LOW 0.7578
0.618 0.7560
1.000 0.7549
1.618 0.7531
2.618 0.7502
4.250 0.7455
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 0.7593 0.7587
PP 0.7590 0.7586
S1 0.7588 0.7586

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

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