CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 0.7592 0.7597 0.0005 0.1% 0.7596
High 0.7622 0.7612 -0.0010 -0.1% 0.7648
Low 0.7566 0.7574 0.0008 0.1% 0.7578
Close 0.7581 0.7600 0.0019 0.3% 0.7612
Range 0.0056 0.0039 -0.0018 -31.3% 0.0070
ATR 0.0040 0.0040 0.0000 -0.3% 0.0000
Volume 39 101 62 159.0% 267
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7711 0.7694 0.7621
R3 0.7672 0.7655 0.7611
R2 0.7634 0.7634 0.7607
R1 0.7617 0.7617 0.7604 0.7625
PP 0.7595 0.7595 0.7595 0.7599
S1 0.7578 0.7578 0.7596 0.7587
S2 0.7557 0.7557 0.7593
S3 0.7518 0.7540 0.7589
S4 0.7480 0.7501 0.7579
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 0.7566 0.0082 1.1% 0.0038 0.5% 41% False False 61
10 0.7648 0.7547 0.0101 1.3% 0.0039 0.5% 52% False False 74
20 0.7648 0.7457 0.0192 2.5% 0.0038 0.5% 75% False False 69
40 0.7697 0.7457 0.0241 3.2% 0.0041 0.5% 60% False False 65
60 0.7697 0.7456 0.0241 3.2% 0.0040 0.5% 60% False False 46
80 0.7697 0.7336 0.0361 4.8% 0.0039 0.5% 73% False False 36
100 0.7697 0.7298 0.0400 5.3% 0.0040 0.5% 76% False False 30
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7776
2.618 0.7713
1.618 0.7674
1.000 0.7651
0.618 0.7636
HIGH 0.7612
0.618 0.7597
0.500 0.7593
0.382 0.7588
LOW 0.7574
0.618 0.7550
1.000 0.7535
1.618 0.7511
2.618 0.7473
4.250 0.7410
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 0.7598 0.7600
PP 0.7595 0.7599
S1 0.7593 0.7599

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

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