CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 23-Jun-2020
Day Change Summary
Previous Current
22-Jun-2020 23-Jun-2020 Change Change % Previous Week
Open 0.7357 0.7388 0.0031 0.4% 0.7350
High 0.7396 0.7417 0.0021 0.3% 0.7402
Low 0.7347 0.7377 0.0030 0.4% 0.7322
Close 0.7396 0.7388 -0.0009 -0.1% 0.7353
Range 0.0050 0.0040 -0.0010 -19.2% 0.0081
ATR 0.0053 0.0052 -0.0001 -1.7% 0.0000
Volume 2 0 -2 -100.0% 17
Daily Pivots for day following 23-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7514 0.7491 0.7410
R3 0.7474 0.7451 0.7399
R2 0.7434 0.7434 0.7395
R1 0.7411 0.7411 0.7391 0.7408
PP 0.7394 0.7394 0.7394 0.7392
S1 0.7371 0.7371 0.7384 0.7368
S2 0.7354 0.7354 0.7380
S3 0.7314 0.7331 0.7377
S4 0.7274 0.7291 0.7366
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 0.7417 0.7347 0.0070 0.9% 0.0039 0.5% 59% True False 2
10 0.7506 0.7322 0.0185 2.5% 0.0053 0.7% 36% False False 5
20 0.7506 0.7238 0.0268 3.6% 0.0044 0.6% 56% False False 5
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7587
2.618 0.7521
1.618 0.7481
1.000 0.7457
0.618 0.7441
HIGH 0.7417
0.618 0.7401
0.500 0.7397
0.382 0.7392
LOW 0.7377
0.618 0.7352
1.000 0.7337
1.618 0.7312
2.618 0.7272
4.250 0.7207
Fisher Pivots for day following 23-Jun-2020
Pivot 1 day 3 day
R1 0.7397 0.7386
PP 0.7394 0.7384
S1 0.7391 0.7382

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

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