CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 0.7494 0.7475 -0.0020 -0.3% 0.7551
High 0.7501 0.7493 -0.0008 -0.1% 0.7597
Low 0.7459 0.7466 0.0007 0.1% 0.7459
Close 0.7470 0.7484 0.0014 0.2% 0.7470
Range 0.0042 0.0027 -0.0015 -35.7% 0.0138
ATR 0.0046 0.0045 -0.0001 -3.0% 0.0000
Volume 20 6 -14 -70.0% 248
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7562 0.7550 0.7498
R3 0.7535 0.7523 0.7491
R2 0.7508 0.7508 0.7488
R1 0.7496 0.7496 0.7486 0.7502
PP 0.7481 0.7481 0.7481 0.7484
S1 0.7469 0.7469 0.7481 0.7475
S2 0.7454 0.7454 0.7479
S3 0.7427 0.7442 0.7476
S4 0.7400 0.7415 0.7469
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7922 0.7834 0.7545
R3 0.7784 0.7696 0.7507
R2 0.7646 0.7646 0.7495
R1 0.7558 0.7558 0.7482 0.7533
PP 0.7508 0.7508 0.7508 0.7496
S1 0.7420 0.7420 0.7457 0.7395
S2 0.7370 0.7370 0.7444
S3 0.7232 0.7282 0.7432
S4 0.7094 0.7144 0.7394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7531 0.7459 0.0072 1.0% 0.0041 0.5% 35% False False 34
10 0.7618 0.7459 0.0159 2.1% 0.0045 0.6% 16% False False 52
20 0.7697 0.7459 0.0239 3.2% 0.0045 0.6% 10% False False 55
40 0.7697 0.7440 0.0257 3.4% 0.0041 0.6% 17% False False 32
60 0.7697 0.7336 0.0361 4.8% 0.0039 0.5% 41% False False 23
80 0.7697 0.7298 0.0400 5.3% 0.0040 0.5% 47% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7608
2.618 0.7564
1.618 0.7537
1.000 0.7520
0.618 0.7510
HIGH 0.7493
0.618 0.7483
0.500 0.7480
0.382 0.7476
LOW 0.7466
0.618 0.7449
1.000 0.7439
1.618 0.7422
2.618 0.7395
4.250 0.7351
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 0.7482 0.7484
PP 0.7481 0.7484
S1 0.7480 0.7484

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

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