CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 0.7597 0.7609 0.0012 0.2% 0.7596
High 0.7623 0.7632 0.0009 0.1% 0.7648
Low 0.7594 0.7605 0.0011 0.1% 0.7578
Close 0.7613 0.7612 -0.0001 0.0% 0.7612
Range 0.0029 0.0027 -0.0002 -6.9% 0.0070
ATR 0.0040 0.0039 -0.0001 -2.3% 0.0000
Volume 32 114 82 256.3% 267
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7697 0.7682 0.7627
R3 0.7670 0.7655 0.7619
R2 0.7643 0.7643 0.7617
R1 0.7628 0.7628 0.7614 0.7635
PP 0.7616 0.7616 0.7616 0.7620
S1 0.7601 0.7601 0.7610 0.7608
S2 0.7589 0.7589 0.7607
S3 0.7562 0.7574 0.7605
S4 0.7535 0.7547 0.7597
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7823 0.7787 0.7651
R3 0.7753 0.7717 0.7631
R2 0.7683 0.7683 0.7625
R1 0.7647 0.7647 0.7618 0.7665
PP 0.7613 0.7613 0.7613 0.7622
S1 0.7577 0.7577 0.7606 0.7595
S2 0.7543 0.7543 0.7599
S3 0.7473 0.7507 0.7593
S4 0.7403 0.7437 0.7574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7648 0.7578 0.0070 0.9% 0.0035 0.5% 49% False False 53
10 0.7648 0.7547 0.0101 1.3% 0.0035 0.5% 64% False False 66
20 0.7648 0.7457 0.0192 2.5% 0.0036 0.5% 81% False False 69
40 0.7697 0.7457 0.0241 3.2% 0.0041 0.5% 65% False False 62
60 0.7697 0.7440 0.0257 3.4% 0.0039 0.5% 67% False False 44
80 0.7697 0.7336 0.0361 4.7% 0.0038 0.5% 76% False False 34
100 0.7697 0.7298 0.0400 5.2% 0.0039 0.5% 79% False False 28
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7746
2.618 0.7702
1.618 0.7675
1.000 0.7659
0.618 0.7648
HIGH 0.7632
0.618 0.7621
0.500 0.7618
0.382 0.7615
LOW 0.7605
0.618 0.7588
1.000 0.7578
1.618 0.7561
2.618 0.7534
4.250 0.7490
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 0.7618 0.7621
PP 0.7616 0.7618
S1 0.7614 0.7615

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

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