CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 18-Jun-2020
Day Change Summary
Previous Current
17-Jun-2020 18-Jun-2020 Change Change % Previous Week
Open 0.7390 0.7386 -0.0004 -0.1% 0.7470
High 0.7400 0.7397 -0.0003 0.0% 0.7506
Low 0.7367 0.7354 -0.0013 -0.2% 0.7326
Close 0.7376 0.7354 -0.0022 -0.3% 0.7346
Range 0.0033 0.0043 0.0010 30.8% 0.0180
ATR 0.0056 0.0055 -0.0001 -1.7% 0.0000
Volume 2 2 0 0.0% 48
Daily Pivots for day following 18-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7496 0.7467 0.7377
R3 0.7453 0.7425 0.7366
R2 0.7411 0.7411 0.7362
R1 0.7382 0.7382 0.7358 0.7375
PP 0.7368 0.7368 0.7368 0.7365
S1 0.7340 0.7340 0.7350 0.7333
S2 0.7326 0.7326 0.7346
S3 0.7283 0.7297 0.7342
S4 0.7241 0.7255 0.7331
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 0.7402 0.7322 0.0081 1.1% 0.0048 0.7% 40% False False 3
10 0.7506 0.7322 0.0185 2.5% 0.0050 0.7% 18% False False 6
20 0.7506 0.7127 0.0379 5.2% 0.0041 0.6% 60% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7577
2.618 0.7508
1.618 0.7465
1.000 0.7439
0.618 0.7423
HIGH 0.7397
0.618 0.7380
0.500 0.7375
0.382 0.7370
LOW 0.7354
0.618 0.7328
1.000 0.7312
1.618 0.7285
2.618 0.7243
4.250 0.7173
Fisher Pivots for day following 18-Jun-2020
Pivot 1 day 3 day
R1 0.7375 0.7377
PP 0.7368 0.7369
S1 0.7361 0.7362

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

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