CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 30-Oct-2020
Day Change Summary
Previous Current
29-Oct-2020 30-Oct-2020 Change Change % Previous Week
Open 0.7530 0.7509 -0.0022 -0.3% 0.7592
High 0.7534 0.7533 -0.0001 0.0% 0.7622
Low 0.7460 0.7495 0.0035 0.5% 0.7460
Close 0.7509 0.7513 0.0004 0.1% 0.7513
Range 0.0074 0.0038 -0.0036 -48.6% 0.0162
ATR 0.0046 0.0046 -0.0001 -1.3% 0.0000
Volume 267 555 288 107.9% 1,169
Daily Pivots for day following 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7628 0.7608 0.7533
R3 0.7590 0.7570 0.7523
R2 0.7552 0.7552 0.7519
R1 0.7532 0.7532 0.7516 0.7542
PP 0.7514 0.7514 0.7514 0.7518
S1 0.7494 0.7494 0.7509 0.7504
S2 0.7476 0.7476 0.7506
S3 0.7438 0.7456 0.7502
S4 0.7400 0.7418 0.7492
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.8018 0.7927 0.7602
R3 0.7856 0.7765 0.7557
R2 0.7694 0.7694 0.7542
R1 0.7603 0.7603 0.7527 0.7567
PP 0.7532 0.7532 0.7532 0.7514
S1 0.7441 0.7441 0.7498 0.7405
S2 0.7370 0.7370 0.7483
S3 0.7208 0.7279 0.7468
S4 0.7046 0.7117 0.7423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7622 0.7460 0.0162 2.2% 0.0057 0.8% 32% False False 233
10 0.7648 0.7460 0.0188 2.5% 0.0046 0.6% 28% False False 143
20 0.7648 0.7460 0.0188 2.5% 0.0042 0.6% 28% False False 107
40 0.7670 0.7457 0.0214 2.8% 0.0042 0.6% 26% False False 85
60 0.7697 0.7457 0.0241 3.2% 0.0042 0.6% 23% False False 63
80 0.7697 0.7336 0.0361 4.8% 0.0039 0.5% 49% False False 49
100 0.7697 0.7298 0.0400 5.3% 0.0040 0.5% 54% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7695
2.618 0.7632
1.618 0.7594
1.000 0.7571
0.618 0.7556
HIGH 0.7533
0.618 0.7518
0.500 0.7514
0.382 0.7510
LOW 0.7495
0.618 0.7472
1.000 0.7457
1.618 0.7434
2.618 0.7396
4.250 0.7334
Fisher Pivots for day following 30-Oct-2020
Pivot 1 day 3 day
R1 0.7514 0.7522
PP 0.7514 0.7519
S1 0.7513 0.7516

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

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