CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 24-Jun-2020
Day Change Summary
Previous Current
23-Jun-2020 24-Jun-2020 Change Change % Previous Week
Open 0.7388 0.7367 -0.0021 -0.3% 0.7350
High 0.7417 0.7391 -0.0026 -0.3% 0.7402
Low 0.7377 0.7339 -0.0038 -0.5% 0.7322
Close 0.7388 0.7349 -0.0039 -0.5% 0.7353
Range 0.0040 0.0053 0.0013 31.3% 0.0081
ATR 0.0052 0.0052 0.0000 0.1% 0.0000
Volume 0 7 7 17
Daily Pivots for day following 24-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7517 0.7486 0.7378
R3 0.7465 0.7433 0.7363
R2 0.7412 0.7412 0.7359
R1 0.7381 0.7381 0.7354 0.7370
PP 0.7360 0.7360 0.7360 0.7354
S1 0.7328 0.7328 0.7344 0.7318
S2 0.7307 0.7307 0.7339
S3 0.7255 0.7276 0.7335
S4 0.7202 0.7223 0.7320
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 0.7339 0.0078 1.1% 0.0043 0.6% 13% False True 3
10 0.7456 0.7322 0.0135 1.8% 0.0053 0.7% 20% False False 5
20 0.7506 0.7238 0.0268 3.6% 0.0045 0.6% 41% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7614
2.618 0.7528
1.618 0.7476
1.000 0.7444
0.618 0.7423
HIGH 0.7391
0.618 0.7371
0.500 0.7365
0.382 0.7359
LOW 0.7339
0.618 0.7306
1.000 0.7286
1.618 0.7254
2.618 0.7201
4.250 0.7115
Fisher Pivots for day following 24-Jun-2020
Pivot 1 day 3 day
R1 0.7365 0.7378
PP 0.7360 0.7368
S1 0.7354 0.7359

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

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