CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 0.7500 0.7486 -0.0014 -0.2% 0.7391
High 0.7504 0.7501 -0.0003 0.0% 0.7491
Low 0.7465 0.7476 0.0011 0.1% 0.7360
Close 0.7488 0.7486 -0.0002 0.0% 0.7453
Range 0.0039 0.0025 -0.0014 -35.9% 0.0131
ATR 0.0041 0.0040 -0.0001 -2.8% 0.0000
Volume 3 0 -3 -100.0% 80
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7562 0.7549 0.7500
R3 0.7537 0.7524 0.7493
R2 0.7512 0.7512 0.7491
R1 0.7499 0.7499 0.7488 0.7499
PP 0.7487 0.7487 0.7487 0.7487
S1 0.7474 0.7474 0.7484 0.7474
S2 0.7462 0.7462 0.7481
S3 0.7437 0.7449 0.7479
S4 0.7412 0.7424 0.7472
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7828 0.7771 0.7525
R3 0.7697 0.7640 0.7489
R2 0.7566 0.7566 0.7477
R1 0.7509 0.7509 0.7465 0.7538
PP 0.7435 0.7435 0.7435 0.7449
S1 0.7378 0.7378 0.7441 0.7407
S2 0.7304 0.7304 0.7429
S3 0.7173 0.7247 0.7417
S4 0.7042 0.7116 0.7381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7504 0.7443 0.0061 0.8% 0.0028 0.4% 71% False False 6
10 0.7504 0.7360 0.0144 1.9% 0.0031 0.4% 88% False False 10
20 0.7504 0.7336 0.0168 2.2% 0.0032 0.4% 90% False False 6
40 0.7506 0.7298 0.0209 2.8% 0.0038 0.5% 90% False False 5
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7607
2.618 0.7566
1.618 0.7541
1.000 0.7526
0.618 0.7516
HIGH 0.7501
0.618 0.7491
0.500 0.7488
0.382 0.7485
LOW 0.7476
0.618 0.7460
1.000 0.7451
1.618 0.7435
2.618 0.7410
4.250 0.7369
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 0.7488 0.7485
PP 0.7487 0.7485
S1 0.7487 0.7484

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

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