CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 19-Jun-2020
Day Change Summary
Previous Current
18-Jun-2020 19-Jun-2020 Change Change % Previous Week
Open 0.7386 0.7367 -0.0019 -0.3% 0.7350
High 0.7397 0.7381 -0.0016 -0.2% 0.7402
Low 0.7354 0.7352 -0.0003 0.0% 0.7322
Close 0.7354 0.7353 -0.0001 0.0% 0.7353
Range 0.0043 0.0030 -0.0013 -30.6% 0.0081
ATR 0.0055 0.0053 -0.0002 -3.3% 0.0000
Volume 2 5 3 150.0% 17
Daily Pivots for day following 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7450 0.7431 0.7369
R3 0.7421 0.7402 0.7361
R2 0.7391 0.7391 0.7358
R1 0.7372 0.7372 0.7356 0.7367
PP 0.7362 0.7362 0.7362 0.7359
S1 0.7343 0.7343 0.7350 0.7338
S2 0.7332 0.7332 0.7348
S3 0.7303 0.7313 0.7345
S4 0.7273 0.7284 0.7337
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7600 0.7557 0.7397
R3 0.7520 0.7477 0.7375
R2 0.7439 0.7439 0.7368
R1 0.7396 0.7396 0.7360 0.7418
PP 0.7359 0.7359 0.7359 0.7370
S1 0.7316 0.7316 0.7346 0.7337
S2 0.7278 0.7278 0.7338
S3 0.7198 0.7235 0.7331
S4 0.7117 0.7155 0.7309
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% 0.0042 0.6% 39% False False 3
10 0.7506 0.7322 0.0185 2.5% 0.0051 0.7% 17% False False 6
20 0.7506 0.7127 0.0379 5.2% 0.0042 0.6% 60% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7506
2.618 0.7458
1.618 0.7429
1.000 0.7411
0.618 0.7399
HIGH 0.7381
0.618 0.7370
0.500 0.7366
0.382 0.7363
LOW 0.7352
0.618 0.7333
1.000 0.7322
1.618 0.7304
2.618 0.7274
4.250 0.7226
Fisher Pivots for day following 19-Jun-2020
Pivot 1 day 3 day
R1 0.7366 0.7376
PP 0.7362 0.7368
S1 0.7357 0.7361

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

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