CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 25-Jun-2020
Day Change Summary
Previous Current
24-Jun-2020 25-Jun-2020 Change Change % Previous Week
Open 0.7367 0.7329 -0.0039 -0.5% 0.7350
High 0.7391 0.7350 -0.0042 -0.6% 0.7402
Low 0.7339 0.7323 -0.0016 -0.2% 0.7322
Close 0.7349 0.7329 -0.0021 -0.3% 0.7353
Range 0.0053 0.0027 -0.0026 -49.5% 0.0081
ATR 0.0052 0.0050 -0.0002 -3.5% 0.0000
Volume 7 0 -7 -100.0% 17
Daily Pivots for day following 25-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7413 0.7397 0.7343
R3 0.7387 0.7371 0.7336
R2 0.7360 0.7360 0.7333
R1 0.7344 0.7344 0.7331 0.7342
PP 0.7334 0.7334 0.7334 0.7332
S1 0.7318 0.7318 0.7326 0.7315
S2 0.7307 0.7307 0.7324
S3 0.7281 0.7291 0.7321
S4 0.7254 0.7265 0.7314
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 0.7323 0.0094 1.3% 0.0040 0.5% 6% False True 2
10 0.7417 0.7322 0.0095 1.3% 0.0044 0.6% 7% False False 3
20 0.7506 0.7238 0.0268 3.7% 0.0045 0.6% 34% False False 6
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 0.0014
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7462
2.618 0.7419
1.618 0.7392
1.000 0.7376
0.618 0.7366
HIGH 0.7350
0.618 0.7339
0.500 0.7336
0.382 0.7333
LOW 0.7323
0.618 0.7307
1.000 0.7297
1.618 0.7280
2.618 0.7254
4.250 0.7210
Fisher Pivots for day following 25-Jun-2020
Pivot 1 day 3 day
R1 0.7336 0.7370
PP 0.7334 0.7356
S1 0.7331 0.7342

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

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