CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 0.7584 0.7530 -0.0054 -0.7% 0.7596
High 0.7584 0.7534 -0.0050 -0.7% 0.7648
Low 0.7504 0.7460 -0.0044 -0.6% 0.7578
Close 0.7525 0.7509 -0.0016 -0.2% 0.7612
Range 0.0080 0.0074 -0.0006 -6.9% 0.0070
ATR 0.0044 0.0046 0.0002 4.9% 0.0000
Volume 207 267 60 29.0% 267
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7723 0.7690 0.7549
R3 0.7649 0.7616 0.7529
R2 0.7575 0.7575 0.7522
R1 0.7542 0.7542 0.7515 0.7521
PP 0.7501 0.7501 0.7501 0.7491
S1 0.7468 0.7468 0.7502 0.7447
S2 0.7427 0.7427 0.7495
S3 0.7353 0.7394 0.7488
S4 0.7279 0.7320 0.7468
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 0.7632 0.7460 0.0172 2.3% 0.0055 0.7% 28% False True 145
10 0.7648 0.7460 0.0188 2.5% 0.0046 0.6% 26% False True 113
20 0.7648 0.7460 0.0188 2.5% 0.0041 0.5% 26% False True 80
40 0.7670 0.7457 0.0214 2.8% 0.0043 0.6% 24% False False 74
60 0.7697 0.7457 0.0241 3.2% 0.0042 0.6% 22% False False 54
80 0.7697 0.7336 0.0361 4.8% 0.0039 0.5% 48% False False 42
100 0.7697 0.7298 0.0400 5.3% 0.0041 0.5% 53% False False 34
Crabel Price Patterns
NR True
NR4 False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7849
2.618 0.7728
1.618 0.7654
1.000 0.7608
0.618 0.7580
HIGH 0.7534
0.618 0.7506
0.500 0.7497
0.382 0.7488
LOW 0.7460
0.618 0.7414
1.000 0.7386
1.618 0.7340
2.618 0.7266
4.250 0.7146
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 0.7505 0.7536
PP 0.7501 0.7527
S1 0.7497 0.7518

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

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