CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 29-Jun-2020
Day Change Summary
Previous Current
26-Jun-2020 29-Jun-2020 Change Change % Previous Week
Open 0.7325 0.7325 0.0001 0.0% 0.7357
High 0.7339 0.7328 -0.0012 -0.2% 0.7417
Low 0.7298 0.7306 0.0008 0.1% 0.7298
Close 0.7325 0.7308 -0.0017 -0.2% 0.7325
Range 0.0042 0.0022 -0.0020 -47.0% 0.0119
ATR 0.0049 0.0047 -0.0002 -4.0% 0.0000
Volume 0 2 2 9
Daily Pivots for day following 29-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7380 0.7366 0.7320
R3 0.7358 0.7344 0.7314
R2 0.7336 0.7336 0.7312
R1 0.7322 0.7322 0.7310 0.7318
PP 0.7314 0.7314 0.7314 0.7312
S1 0.7300 0.7300 0.7306 0.7296
S2 0.7292 0.7292 0.7304
S3 0.7270 0.7278 0.7302
S4 0.7248 0.7256 0.7296
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7703 0.7633 0.7390
R3 0.7584 0.7514 0.7357
R2 0.7465 0.7465 0.7346
R1 0.7395 0.7395 0.7335 0.7371
PP 0.7346 0.7346 0.7346 0.7334
S1 0.7276 0.7276 0.7314 0.7252
S2 0.7227 0.7227 0.7303
S3 0.7108 0.7157 0.7292
S4 0.6989 0.7038 0.7259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7417 0.7298 0.0119 1.6% 0.0037 0.5% 9% False False 1
10 0.7417 0.7298 0.0119 1.6% 0.0039 0.5% 9% False False 2
20 0.7506 0.7298 0.0209 2.9% 0.0042 0.6% 5% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7421
2.618 0.7385
1.618 0.7363
1.000 0.7350
0.618 0.7341
HIGH 0.7328
0.618 0.7319
0.500 0.7317
0.382 0.7314
LOW 0.7306
0.618 0.7292
1.000 0.7284
1.618 0.7270
2.618 0.7248
4.250 0.7212
Fisher Pivots for day following 29-Jun-2020
Pivot 1 day 3 day
R1 0.7317 0.7324
PP 0.7314 0.7318
S1 0.7311 0.7313

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

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