CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 04-Jun-2020
Day Change Summary
Previous Current
03-Jun-2020 04-Jun-2020 Change Change % Previous Week
Open 0.7385 0.7401 0.0016 0.2% 0.7236
High 0.7417 0.7416 -0.0001 0.0% 0.7287
Low 0.7377 0.7392 0.0015 0.2% 0.7234
Close 0.7417 0.7406 -0.0011 -0.1% 0.7258
Range 0.0040 0.0024 -0.0016 -40.5% 0.0053
ATR
Volume 11 10 -1 -9.1% 8
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7475 0.7464 0.7418
R3 0.7451 0.7440 0.7412
R2 0.7428 0.7428 0.7410
R1 0.7417 0.7417 0.7408 0.7422
PP 0.7404 0.7404 0.7404 0.7407
S1 0.7393 0.7393 0.7403 0.7399
S2 0.7381 0.7381 0.7401
S3 0.7357 0.7370 0.7399
S4 0.7334 0.7346 0.7393
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.7418 0.7391 0.7287
R3 0.7365 0.7338 0.7272
R2 0.7312 0.7312 0.7267
R1 0.7285 0.7285 0.7262 0.7299
PP 0.7259 0.7259 0.7259 0.7266
S1 0.7232 0.7232 0.7253 0.7246
S2 0.7206 0.7206 0.7248
S3 0.7153 0.7179 0.7243
S4 0.7100 0.7126 0.7228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7417 0.7238 0.0179 2.4% 0.0042 0.6% 94% False False 8
10 0.7417 0.7127 0.0290 3.9% 0.0033 0.4% 96% False False 15
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7515
2.618 0.7477
1.618 0.7454
1.000 0.7439
0.618 0.7430
HIGH 0.7416
0.618 0.7407
0.500 0.7404
0.382 0.7401
LOW 0.7392
0.618 0.7377
1.000 0.7369
1.618 0.7354
2.618 0.7330
4.250 0.7292
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 0.7405 0.7403
PP 0.7404 0.7400
S1 0.7404 0.7397

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

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