CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 0.7454 0.7344 -0.0111 -1.5% 0.7470
High 0.7456 0.7387 -0.0069 -0.9% 0.7506
Low 0.7344 0.7326 -0.0018 -0.2% 0.7326
Close 0.7352 0.7346 -0.0006 -0.1% 0.7346
Range 0.0113 0.0061 -0.0052 -45.8% 0.0180
ATR 0.0058 0.0058 0.0000 0.4% 0.0000
Volume 28 5 -23 -82.1% 48
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7536 0.7502 0.7380
R3 0.7475 0.7441 0.7363
R2 0.7414 0.7414 0.7357
R1 0.7380 0.7380 0.7352 0.7397
PP 0.7353 0.7353 0.7353 0.7362
S1 0.7319 0.7319 0.7340 0.7336
S2 0.7292 0.7292 0.7335
S3 0.7231 0.7258 0.7329
S4 0.7170 0.7197 0.7312
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7933 0.7819 0.7445
R3 0.7753 0.7639 0.7396
R2 0.7573 0.7573 0.7379
R1 0.7459 0.7459 0.7363 0.7426
PP 0.7393 0.7393 0.7393 0.7376
S1 0.7279 0.7279 0.7330 0.7246
S2 0.7213 0.7213 0.7313
S3 0.7033 0.7099 0.7297
S4 0.6853 0.6919 0.7247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7506 0.7326 0.0180 2.5% 0.0060 0.8% 11% False True 9
10 0.7506 0.7285 0.0221 3.0% 0.0048 0.7% 28% False False 9
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7646
2.618 0.7547
1.618 0.7486
1.000 0.7448
0.618 0.7425
HIGH 0.7387
0.618 0.7364
0.500 0.7357
0.382 0.7349
LOW 0.7326
0.618 0.7288
1.000 0.7265
1.618 0.7227
2.618 0.7166
4.250 0.7067
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 0.7357 0.7416
PP 0.7353 0.7393
S1 0.7350 0.7369

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

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