CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 08-Jun-2020
Day Change Summary
Previous Current
05-Jun-2020 08-Jun-2020 Change Change % Previous Week
Open 0.7457 0.7470 0.0013 0.2% 0.7285
High 0.7461 0.7484 0.0023 0.3% 0.7461
Low 0.7441 0.7465 0.0024 0.3% 0.7285
Close 0.7444 0.7484 0.0040 0.5% 0.7444
Range 0.0020 0.0020 -0.0001 -2.5% 0.0176
ATR
Volume 2 4 2 100.0% 45
Daily Pivots for day following 08-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7536 0.7530 0.7495
R3 0.7517 0.7510 0.7489
R2 0.7497 0.7497 0.7488
R1 0.7491 0.7491 0.7486 0.7494
PP 0.7478 0.7478 0.7478 0.7479
S1 0.7471 0.7471 0.7482 0.7474
S2 0.7458 0.7458 0.7480
S3 0.7439 0.7452 0.7479
S4 0.7419 0.7432 0.7473
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7925 0.7860 0.7541
R3 0.7749 0.7684 0.7492
R2 0.7573 0.7573 0.7476
R1 0.7508 0.7508 0.7460 0.7541
PP 0.7397 0.7397 0.7397 0.7413
S1 0.7332 0.7332 0.7428 0.7365
S2 0.7221 0.7221 0.7412
S3 0.7045 0.7156 0.7396
S4 0.6869 0.6980 0.7347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7484 0.7377 0.0107 1.4% 0.0024 0.3% 100% True False 5
10 0.7484 0.7234 0.0251 3.3% 0.0034 0.5% 100% True False 5
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7567
2.618 0.7535
1.618 0.7516
1.000 0.7504
0.618 0.7496
HIGH 0.7484
0.618 0.7477
0.500 0.7474
0.382 0.7472
LOW 0.7465
0.618 0.7452
1.000 0.7445
1.618 0.7433
2.618 0.7413
4.250 0.7382
Fisher Pivots for day following 08-Jun-2020
Pivot 1 day 3 day
R1 0.7481 0.7469
PP 0.7478 0.7453
S1 0.7474 0.7438

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

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